CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5328 |
1.5372 |
0.0044 |
0.3% |
1.5437 |
| High |
1.5431 |
1.5437 |
0.0006 |
0.0% |
1.5520 |
| Low |
1.5285 |
1.5326 |
0.0041 |
0.3% |
1.5329 |
| Close |
1.5361 |
1.5401 |
0.0040 |
0.3% |
1.5386 |
| Range |
0.0146 |
0.0111 |
-0.0035 |
-24.0% |
0.0191 |
| ATR |
0.0154 |
0.0151 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
125,457 |
94,083 |
-31,374 |
-25.0% |
480,980 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5721 |
1.5672 |
1.5462 |
|
| R3 |
1.5610 |
1.5561 |
1.5432 |
|
| R2 |
1.5499 |
1.5499 |
1.5421 |
|
| R1 |
1.5450 |
1.5450 |
1.5411 |
1.5475 |
| PP |
1.5388 |
1.5388 |
1.5388 |
1.5400 |
| S1 |
1.5339 |
1.5339 |
1.5391 |
1.5364 |
| S2 |
1.5277 |
1.5277 |
1.5381 |
|
| S3 |
1.5166 |
1.5228 |
1.5370 |
|
| S4 |
1.5055 |
1.5117 |
1.5340 |
|
|
| 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% |
0.0145 |
0.9% |
64% |
False |
False |
105,694 |
| 10 |
1.5520 |
1.5135 |
0.0385 |
2.5% |
0.0136 |
0.9% |
69% |
False |
False |
102,652 |
| 20 |
1.5520 |
1.4790 |
0.0730 |
4.7% |
0.0144 |
0.9% |
84% |
False |
False |
99,396 |
| 40 |
1.5520 |
1.4772 |
0.0748 |
4.9% |
0.0162 |
1.1% |
84% |
False |
False |
76,538 |
| 60 |
1.6256 |
1.4772 |
0.1484 |
9.6% |
0.0158 |
1.0% |
42% |
False |
False |
51,171 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0153 |
1.0% |
38% |
False |
False |
38,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5909 |
|
2.618 |
1.5728 |
|
1.618 |
1.5617 |
|
1.000 |
1.5548 |
|
0.618 |
1.5506 |
|
HIGH |
1.5437 |
|
0.618 |
1.5395 |
|
0.500 |
1.5382 |
|
0.382 |
1.5368 |
|
LOW |
1.5326 |
|
0.618 |
1.5257 |
|
1.000 |
1.5215 |
|
1.618 |
1.5146 |
|
2.618 |
1.5035 |
|
4.250 |
1.4854 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5395 |
1.5371 |
| PP |
1.5388 |
1.5341 |
| S1 |
1.5382 |
1.5312 |
|