CME British Pound Future September 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.5457 |
1.5254 |
-0.0203 |
-1.3% |
1.5344 |
High |
1.5470 |
1.5271 |
-0.0199 |
-1.3% |
1.5461 |
Low |
1.5237 |
1.5143 |
-0.0094 |
-0.6% |
1.5188 |
Close |
1.5247 |
1.5186 |
-0.0061 |
-0.4% |
1.5362 |
Range |
0.0233 |
0.0128 |
-0.0105 |
-45.1% |
0.0273 |
ATR |
0.0134 |
0.0134 |
0.0000 |
-0.3% |
0.0000 |
Volume |
308 |
439 |
131 |
42.5% |
1,634 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5584 |
1.5513 |
1.5256 |
|
R3 |
1.5456 |
1.5385 |
1.5221 |
|
R2 |
1.5328 |
1.5328 |
1.5209 |
|
R1 |
1.5257 |
1.5257 |
1.5198 |
1.5229 |
PP |
1.5200 |
1.5200 |
1.5200 |
1.5186 |
S1 |
1.5129 |
1.5129 |
1.5174 |
1.5101 |
S2 |
1.5072 |
1.5072 |
1.5163 |
|
S3 |
1.4944 |
1.5001 |
1.5151 |
|
S4 |
1.4816 |
1.4873 |
1.5116 |
|
|
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 |
1.5143 |
0.0342 |
2.3% |
0.0130 |
0.9% |
13% |
False |
True |
416 |
10 |
1.5509 |
1.5143 |
0.0366 |
2.4% |
0.0126 |
0.8% |
12% |
False |
True |
371 |
20 |
1.5509 |
1.5122 |
0.0387 |
2.5% |
0.0122 |
0.8% |
17% |
False |
False |
278 |
40 |
1.5509 |
1.4795 |
0.0714 |
4.7% |
0.0113 |
0.7% |
55% |
False |
False |
261 |
60 |
1.5871 |
1.4795 |
0.1076 |
7.1% |
0.0076 |
0.5% |
36% |
False |
False |
175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5815 |
2.618 |
1.5606 |
1.618 |
1.5478 |
1.000 |
1.5399 |
0.618 |
1.5350 |
HIGH |
1.5271 |
0.618 |
1.5222 |
0.500 |
1.5207 |
0.382 |
1.5192 |
LOW |
1.5143 |
0.618 |
1.5064 |
1.000 |
1.5015 |
1.618 |
1.4936 |
2.618 |
1.4808 |
4.250 |
1.4599 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5207 |
1.5314 |
PP |
1.5200 |
1.5271 |
S1 |
1.5193 |
1.5229 |
|