CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5375 |
1.5454 |
0.0079 |
0.5% |
1.5292 |
| High |
1.5498 |
1.5481 |
-0.0017 |
-0.1% |
1.5472 |
| Low |
1.5369 |
1.5236 |
-0.0133 |
-0.9% |
1.5186 |
| Close |
1.5454 |
1.5254 |
-0.0200 |
-1.3% |
1.5369 |
| Range |
0.0129 |
0.0245 |
0.0116 |
89.9% |
0.0286 |
| ATR |
0.0145 |
0.0152 |
0.0007 |
4.9% |
0.0000 |
| Volume |
131,350 |
107,678 |
-23,672 |
-18.0% |
568,273 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6059 |
1.5901 |
1.5389 |
|
| R3 |
1.5814 |
1.5656 |
1.5321 |
|
| R2 |
1.5569 |
1.5569 |
1.5299 |
|
| R1 |
1.5411 |
1.5411 |
1.5276 |
1.5368 |
| PP |
1.5324 |
1.5324 |
1.5324 |
1.5302 |
| S1 |
1.5166 |
1.5166 |
1.5232 |
1.5123 |
| S2 |
1.5079 |
1.5079 |
1.5209 |
|
| S3 |
1.4834 |
1.4921 |
1.5187 |
|
| S4 |
1.4589 |
1.4676 |
1.5119 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6200 |
1.6071 |
1.5526 |
|
| R3 |
1.5914 |
1.5785 |
1.5448 |
|
| R2 |
1.5628 |
1.5628 |
1.5421 |
|
| R1 |
1.5499 |
1.5499 |
1.5395 |
1.5564 |
| PP |
1.5342 |
1.5342 |
1.5342 |
1.5375 |
| S1 |
1.5213 |
1.5213 |
1.5343 |
1.5278 |
| S2 |
1.5056 |
1.5056 |
1.5317 |
|
| S3 |
1.4770 |
1.4927 |
1.5290 |
|
| S4 |
1.4484 |
1.4641 |
1.5212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5498 |
1.5236 |
0.0262 |
1.7% |
0.0146 |
1.0% |
7% |
False |
True |
113,349 |
| 10 |
1.5520 |
1.5186 |
0.0334 |
2.2% |
0.0146 |
1.0% |
20% |
False |
False |
108,235 |
| 20 |
1.5520 |
1.4966 |
0.0554 |
3.6% |
0.0143 |
0.9% |
52% |
False |
False |
99,699 |
| 40 |
1.5520 |
1.4790 |
0.0730 |
4.8% |
0.0155 |
1.0% |
64% |
False |
False |
88,220 |
| 60 |
1.6046 |
1.4772 |
0.1274 |
8.4% |
0.0158 |
1.0% |
38% |
False |
False |
59,030 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0153 |
1.0% |
29% |
False |
False |
44,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6522 |
|
2.618 |
1.6122 |
|
1.618 |
1.5877 |
|
1.000 |
1.5726 |
|
0.618 |
1.5632 |
|
HIGH |
1.5481 |
|
0.618 |
1.5387 |
|
0.500 |
1.5359 |
|
0.382 |
1.5330 |
|
LOW |
1.5236 |
|
0.618 |
1.5085 |
|
1.000 |
1.4991 |
|
1.618 |
1.4840 |
|
2.618 |
1.4595 |
|
4.250 |
1.4195 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5359 |
1.5367 |
| PP |
1.5324 |
1.5329 |
| S1 |
1.5289 |
1.5292 |
|