CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5179 |
1.5256 |
0.0077 |
0.5% |
1.4944 |
| High |
1.5293 |
1.5315 |
0.0022 |
0.1% |
1.5293 |
| Low |
1.5166 |
1.5213 |
0.0047 |
0.3% |
1.4884 |
| Close |
1.5264 |
1.5288 |
0.0024 |
0.2% |
1.5264 |
| Range |
0.0127 |
0.0102 |
-0.0025 |
-19.7% |
0.0409 |
| ATR |
0.0168 |
0.0163 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
124,487 |
12,042 |
-112,445 |
-90.3% |
422,713 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5578 |
1.5535 |
1.5344 |
|
| R3 |
1.5476 |
1.5433 |
1.5316 |
|
| R2 |
1.5374 |
1.5374 |
1.5307 |
|
| R1 |
1.5331 |
1.5331 |
1.5297 |
1.5353 |
| PP |
1.5272 |
1.5272 |
1.5272 |
1.5283 |
| S1 |
1.5229 |
1.5229 |
1.5279 |
1.5251 |
| S2 |
1.5170 |
1.5170 |
1.5269 |
|
| S3 |
1.5068 |
1.5127 |
1.5260 |
|
| S4 |
1.4966 |
1.5025 |
1.5232 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6374 |
1.6228 |
1.5489 |
|
| R3 |
1.5965 |
1.5819 |
1.5376 |
|
| R2 |
1.5556 |
1.5556 |
1.5339 |
|
| R1 |
1.5410 |
1.5410 |
1.5301 |
1.5483 |
| PP |
1.5147 |
1.5147 |
1.5147 |
1.5184 |
| S1 |
1.5001 |
1.5001 |
1.5227 |
1.5074 |
| S2 |
1.4738 |
1.4738 |
1.5189 |
|
| S3 |
1.4329 |
1.4592 |
1.5152 |
|
| S4 |
1.3920 |
1.4183 |
1.5039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5315 |
1.4884 |
0.0431 |
2.8% |
0.0135 |
0.9% |
94% |
True |
False |
86,951 |
| 10 |
1.5315 |
1.4790 |
0.0525 |
3.4% |
0.0151 |
1.0% |
95% |
True |
False |
103,125 |
| 20 |
1.5375 |
1.4790 |
0.0585 |
3.8% |
0.0165 |
1.1% |
85% |
False |
False |
92,576 |
| 40 |
1.5800 |
1.4772 |
0.1028 |
6.7% |
0.0166 |
1.1% |
50% |
False |
False |
47,087 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0156 |
1.0% |
31% |
False |
False |
31,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5749 |
|
2.618 |
1.5582 |
|
1.618 |
1.5480 |
|
1.000 |
1.5417 |
|
0.618 |
1.5378 |
|
HIGH |
1.5315 |
|
0.618 |
1.5276 |
|
0.500 |
1.5264 |
|
0.382 |
1.5252 |
|
LOW |
1.5213 |
|
0.618 |
1.5150 |
|
1.000 |
1.5111 |
|
1.618 |
1.5048 |
|
2.618 |
1.4946 |
|
4.250 |
1.4780 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5280 |
1.5251 |
| PP |
1.5272 |
1.5213 |
| S1 |
1.5264 |
1.5176 |
|