CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5292 |
1.5328 |
0.0036 |
0.2% |
1.5437 |
| High |
1.5386 |
1.5431 |
0.0045 |
0.3% |
1.5520 |
| Low |
1.5186 |
1.5285 |
0.0099 |
0.7% |
1.5329 |
| Close |
1.5308 |
1.5361 |
0.0053 |
0.3% |
1.5386 |
| Range |
0.0200 |
0.0146 |
-0.0054 |
-27.0% |
0.0191 |
| ATR |
0.0154 |
0.0154 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
115,099 |
125,457 |
10,358 |
9.0% |
480,980 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5797 |
1.5725 |
1.5441 |
|
| R3 |
1.5651 |
1.5579 |
1.5401 |
|
| R2 |
1.5505 |
1.5505 |
1.5388 |
|
| R1 |
1.5433 |
1.5433 |
1.5374 |
1.5469 |
| PP |
1.5359 |
1.5359 |
1.5359 |
1.5377 |
| S1 |
1.5287 |
1.5287 |
1.5348 |
1.5323 |
| S2 |
1.5213 |
1.5213 |
1.5334 |
|
| S3 |
1.5067 |
1.5141 |
1.5321 |
|
| S4 |
1.4921 |
1.4995 |
1.5281 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5985 |
1.5876 |
1.5491 |
|
| R3 |
1.5794 |
1.5685 |
1.5439 |
|
| R2 |
1.5603 |
1.5603 |
1.5421 |
|
| R1 |
1.5494 |
1.5494 |
1.5404 |
1.5453 |
| PP |
1.5412 |
1.5412 |
1.5412 |
1.5391 |
| S1 |
1.5303 |
1.5303 |
1.5368 |
1.5262 |
| S2 |
1.5221 |
1.5221 |
1.5351 |
|
| S3 |
1.5030 |
1.5112 |
1.5333 |
|
| S4 |
1.4839 |
1.4921 |
1.5281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5520 |
1.5186 |
0.0334 |
2.2% |
0.0147 |
1.0% |
52% |
False |
False |
103,121 |
| 10 |
1.5520 |
1.5132 |
0.0388 |
2.5% |
0.0140 |
0.9% |
59% |
False |
False |
104,829 |
| 20 |
1.5520 |
1.4790 |
0.0730 |
4.8% |
0.0146 |
0.9% |
78% |
False |
False |
99,240 |
| 40 |
1.5556 |
1.4772 |
0.0784 |
5.1% |
0.0164 |
1.1% |
75% |
False |
False |
74,197 |
| 60 |
1.6256 |
1.4772 |
0.1484 |
9.7% |
0.0158 |
1.0% |
40% |
False |
False |
49,609 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0152 |
1.0% |
35% |
False |
False |
37,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6052 |
|
2.618 |
1.5813 |
|
1.618 |
1.5667 |
|
1.000 |
1.5577 |
|
0.618 |
1.5521 |
|
HIGH |
1.5431 |
|
0.618 |
1.5375 |
|
0.500 |
1.5358 |
|
0.382 |
1.5341 |
|
LOW |
1.5285 |
|
0.618 |
1.5195 |
|
1.000 |
1.5139 |
|
1.618 |
1.5049 |
|
2.618 |
1.4903 |
|
4.250 |
1.4665 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5360 |
1.5352 |
| PP |
1.5359 |
1.5343 |
| S1 |
1.5358 |
1.5334 |
|