CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5196 |
1.5337 |
0.0141 |
0.9% |
1.5420 |
| High |
1.5333 |
1.5380 |
0.0047 |
0.3% |
1.5485 |
| Low |
1.5138 |
1.5248 |
0.0110 |
0.7% |
1.5138 |
| Close |
1.5326 |
1.5268 |
-0.0058 |
-0.4% |
1.5268 |
| Range |
0.0195 |
0.0132 |
-0.0063 |
-32.3% |
0.0347 |
| ATR |
0.0138 |
0.0138 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,969 |
499 |
-1,470 |
-74.7% |
3,766 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5695 |
1.5613 |
1.5341 |
|
| R3 |
1.5563 |
1.5481 |
1.5304 |
|
| R2 |
1.5431 |
1.5431 |
1.5292 |
|
| R1 |
1.5349 |
1.5349 |
1.5280 |
1.5324 |
| PP |
1.5299 |
1.5299 |
1.5299 |
1.5286 |
| S1 |
1.5217 |
1.5217 |
1.5256 |
1.5192 |
| S2 |
1.5167 |
1.5167 |
1.5244 |
|
| S3 |
1.5035 |
1.5085 |
1.5232 |
|
| S4 |
1.4903 |
1.4953 |
1.5195 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6338 |
1.6150 |
1.5459 |
|
| R3 |
1.5991 |
1.5803 |
1.5363 |
|
| R2 |
1.5644 |
1.5644 |
1.5332 |
|
| R1 |
1.5456 |
1.5456 |
1.5300 |
1.5377 |
| PP |
1.5297 |
1.5297 |
1.5297 |
1.5257 |
| S1 |
1.5109 |
1.5109 |
1.5236 |
1.5030 |
| S2 |
1.4950 |
1.4950 |
1.5204 |
|
| S3 |
1.4603 |
1.4762 |
1.5173 |
|
| S4 |
1.4256 |
1.4415 |
1.5077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5485 |
1.5138 |
0.0347 |
2.3% |
0.0151 |
1.0% |
37% |
False |
False |
753 |
| 10 |
1.5485 |
1.5138 |
0.0347 |
2.3% |
0.0135 |
0.9% |
37% |
False |
False |
540 |
| 20 |
1.5509 |
1.5122 |
0.0387 |
2.5% |
0.0129 |
0.8% |
38% |
False |
False |
371 |
| 40 |
1.5509 |
1.4795 |
0.0714 |
4.7% |
0.0122 |
0.8% |
66% |
False |
False |
322 |
| 60 |
1.5758 |
1.4795 |
0.0963 |
6.3% |
0.0081 |
0.5% |
49% |
False |
False |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5941 |
|
2.618 |
1.5726 |
|
1.618 |
1.5594 |
|
1.000 |
1.5512 |
|
0.618 |
1.5462 |
|
HIGH |
1.5380 |
|
0.618 |
1.5330 |
|
0.500 |
1.5314 |
|
0.382 |
1.5298 |
|
LOW |
1.5248 |
|
0.618 |
1.5166 |
|
1.000 |
1.5116 |
|
1.618 |
1.5034 |
|
2.618 |
1.4902 |
|
4.250 |
1.4687 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5314 |
1.5265 |
| PP |
1.5299 |
1.5262 |
| S1 |
1.5283 |
1.5259 |
|