CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5261 |
1.5225 |
-0.0036 |
-0.2% |
1.4944 |
| High |
1.5281 |
1.5280 |
-0.0001 |
0.0% |
1.5293 |
| Low |
1.5132 |
1.5135 |
0.0003 |
0.0% |
1.4884 |
| Close |
1.5267 |
1.5266 |
-0.0001 |
0.0% |
1.5264 |
| Range |
0.0149 |
0.0145 |
-0.0004 |
-2.7% |
0.0409 |
| ATR |
0.0163 |
0.0162 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
115,848 |
109,151 |
-6,697 |
-5.8% |
422,713 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5662 |
1.5609 |
1.5346 |
|
| R3 |
1.5517 |
1.5464 |
1.5306 |
|
| R2 |
1.5372 |
1.5372 |
1.5293 |
|
| R1 |
1.5319 |
1.5319 |
1.5279 |
1.5346 |
| PP |
1.5227 |
1.5227 |
1.5227 |
1.5240 |
| S1 |
1.5174 |
1.5174 |
1.5253 |
1.5201 |
| S2 |
1.5082 |
1.5082 |
1.5239 |
|
| S3 |
1.4937 |
1.5029 |
1.5226 |
|
| S4 |
1.4792 |
1.4884 |
1.5186 |
|
|
| 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 |
1.5122 |
0.0193 |
1.3% |
0.0140 |
0.9% |
75% |
False |
False |
80,779 |
| 10 |
1.5315 |
1.4790 |
0.0525 |
3.4% |
0.0148 |
1.0% |
91% |
False |
False |
96,624 |
| 20 |
1.5375 |
1.4790 |
0.0585 |
3.8% |
0.0167 |
1.1% |
81% |
False |
False |
101,435 |
| 40 |
1.5800 |
1.4772 |
0.1028 |
6.7% |
0.0166 |
1.1% |
48% |
False |
False |
53,721 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0156 |
1.0% |
30% |
False |
False |
35,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5896 |
|
2.618 |
1.5660 |
|
1.618 |
1.5515 |
|
1.000 |
1.5425 |
|
0.618 |
1.5370 |
|
HIGH |
1.5280 |
|
0.618 |
1.5225 |
|
0.500 |
1.5208 |
|
0.382 |
1.5190 |
|
LOW |
1.5135 |
|
0.618 |
1.5045 |
|
1.000 |
1.4990 |
|
1.618 |
1.4900 |
|
2.618 |
1.4755 |
|
4.250 |
1.4519 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5247 |
1.5248 |
| PP |
1.5227 |
1.5230 |
| S1 |
1.5208 |
1.5212 |
|