CME British Pound Future September 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 |
1.5420 |
1.5457 |
0.0037 |
0.2% |
1.5344 |
| High |
1.5485 |
1.5470 |
-0.0015 |
-0.1% |
1.5461 |
| Low |
1.5420 |
1.5237 |
-0.0183 |
-1.2% |
1.5188 |
| Close |
1.5447 |
1.5247 |
-0.0200 |
-1.3% |
1.5362 |
| Range |
0.0065 |
0.0233 |
0.0168 |
258.5% |
0.0273 |
| ATR |
0.0126 |
0.0134 |
0.0008 |
6.0% |
0.0000 |
| Volume |
551 |
308 |
-243 |
-44.1% |
1,634 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6017 |
1.5865 |
1.5375 |
|
| R3 |
1.5784 |
1.5632 |
1.5311 |
|
| R2 |
1.5551 |
1.5551 |
1.5290 |
|
| R1 |
1.5399 |
1.5399 |
1.5268 |
1.5359 |
| PP |
1.5318 |
1.5318 |
1.5318 |
1.5298 |
| S1 |
1.5166 |
1.5166 |
1.5226 |
1.5126 |
| S2 |
1.5085 |
1.5085 |
1.5204 |
|
| S3 |
1.4852 |
1.4933 |
1.5183 |
|
| S4 |
1.4619 |
1.4700 |
1.5119 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6156 |
1.6032 |
1.5512 |
|
| R3 |
1.5883 |
1.5759 |
1.5437 |
|
| R2 |
1.5610 |
1.5610 |
1.5412 |
|
| R1 |
1.5486 |
1.5486 |
1.5387 |
1.5548 |
| PP |
1.5337 |
1.5337 |
1.5337 |
1.5368 |
| S1 |
1.5213 |
1.5213 |
1.5337 |
1.5275 |
| S2 |
1.5064 |
1.5064 |
1.5312 |
|
| S3 |
1.4791 |
1.4940 |
1.5287 |
|
| S4 |
1.4518 |
1.4667 |
1.5212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5485 |
1.5237 |
0.0248 |
1.6% |
0.0123 |
0.8% |
4% |
False |
True |
398 |
| 10 |
1.5509 |
1.5188 |
0.0321 |
2.1% |
0.0125 |
0.8% |
18% |
False |
False |
348 |
| 20 |
1.5509 |
1.5041 |
0.0468 |
3.1% |
0.0123 |
0.8% |
44% |
False |
False |
272 |
| 40 |
1.5509 |
1.4795 |
0.0714 |
4.7% |
0.0110 |
0.7% |
63% |
False |
False |
250 |
| 60 |
1.5948 |
1.4795 |
0.1153 |
7.6% |
0.0074 |
0.5% |
39% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6460 |
|
2.618 |
1.6080 |
|
1.618 |
1.5847 |
|
1.000 |
1.5703 |
|
0.618 |
1.5614 |
|
HIGH |
1.5470 |
|
0.618 |
1.5381 |
|
0.500 |
1.5354 |
|
0.382 |
1.5326 |
|
LOW |
1.5237 |
|
0.618 |
1.5093 |
|
1.000 |
1.5004 |
|
1.618 |
1.4860 |
|
2.618 |
1.4627 |
|
4.250 |
1.4247 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5354 |
1.5361 |
| PP |
1.5318 |
1.5323 |
| S1 |
1.5283 |
1.5285 |
|