CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5249 |
1.5197 |
-0.0052 |
-0.3% |
1.5292 |
| High |
1.5285 |
1.5341 |
0.0056 |
0.4% |
1.5472 |
| Low |
1.5122 |
1.5141 |
0.0019 |
0.1% |
1.5186 |
| Close |
1.5191 |
1.5331 |
0.0140 |
0.9% |
1.5369 |
| Range |
0.0163 |
0.0200 |
0.0037 |
22.7% |
0.0286 |
| ATR |
0.0153 |
0.0157 |
0.0003 |
2.2% |
0.0000 |
| Volume |
164,488 |
164,163 |
-325 |
-0.2% |
568,273 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5871 |
1.5801 |
1.5441 |
|
| R3 |
1.5671 |
1.5601 |
1.5386 |
|
| R2 |
1.5471 |
1.5471 |
1.5368 |
|
| R1 |
1.5401 |
1.5401 |
1.5349 |
1.5436 |
| PP |
1.5271 |
1.5271 |
1.5271 |
1.5289 |
| S1 |
1.5201 |
1.5201 |
1.5313 |
1.5236 |
| S2 |
1.5071 |
1.5071 |
1.5294 |
|
| S3 |
1.4871 |
1.5001 |
1.5276 |
|
| S4 |
1.4671 |
1.4801 |
1.5221 |
|
|
| 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 |
1.5122 |
0.0376 |
2.5% |
0.0169 |
1.1% |
56% |
False |
False |
141,006 |
| 10 |
1.5498 |
1.5122 |
0.0376 |
2.5% |
0.0157 |
1.0% |
56% |
False |
False |
124,159 |
| 20 |
1.5520 |
1.5122 |
0.0398 |
2.6% |
0.0145 |
0.9% |
53% |
False |
False |
106,129 |
| 40 |
1.5520 |
1.4790 |
0.0730 |
4.8% |
0.0157 |
1.0% |
74% |
False |
False |
96,237 |
| 60 |
1.6046 |
1.4772 |
0.1274 |
8.3% |
0.0161 |
1.0% |
44% |
False |
False |
64,498 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0154 |
1.0% |
34% |
False |
False |
48,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6191 |
|
2.618 |
1.5865 |
|
1.618 |
1.5665 |
|
1.000 |
1.5541 |
|
0.618 |
1.5465 |
|
HIGH |
1.5341 |
|
0.618 |
1.5265 |
|
0.500 |
1.5241 |
|
0.382 |
1.5217 |
|
LOW |
1.5141 |
|
0.618 |
1.5017 |
|
1.000 |
1.4941 |
|
1.618 |
1.4817 |
|
2.618 |
1.4617 |
|
4.250 |
1.4291 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5301 |
1.5321 |
| PP |
1.5271 |
1.5311 |
| S1 |
1.5241 |
1.5302 |
|