CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5454 |
1.5249 |
-0.0205 |
-1.3% |
1.5292 |
| High |
1.5481 |
1.5285 |
-0.0196 |
-1.3% |
1.5472 |
| Low |
1.5236 |
1.5122 |
-0.0114 |
-0.7% |
1.5186 |
| Close |
1.5254 |
1.5191 |
-0.0063 |
-0.4% |
1.5369 |
| Range |
0.0245 |
0.0163 |
-0.0082 |
-33.5% |
0.0286 |
| ATR |
0.0152 |
0.0153 |
0.0001 |
0.5% |
0.0000 |
| Volume |
107,678 |
164,488 |
56,810 |
52.8% |
568,273 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5688 |
1.5603 |
1.5281 |
|
| R3 |
1.5525 |
1.5440 |
1.5236 |
|
| R2 |
1.5362 |
1.5362 |
1.5221 |
|
| R1 |
1.5277 |
1.5277 |
1.5206 |
1.5238 |
| PP |
1.5199 |
1.5199 |
1.5199 |
1.5180 |
| S1 |
1.5114 |
1.5114 |
1.5176 |
1.5075 |
| S2 |
1.5036 |
1.5036 |
1.5161 |
|
| S3 |
1.4873 |
1.4951 |
1.5146 |
|
| S4 |
1.4710 |
1.4788 |
1.5101 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6200 |
1.6071 |
1.5526 |
|
| R3 |
1.5914 |
1.5785 |
1.5448 |
|
| R2 |
1.5628 |
1.5628 |
1.5421 |
|
| R1 |
1.5499 |
1.5499 |
1.5395 |
1.5564 |
| PP |
1.5342 |
1.5342 |
1.5342 |
1.5375 |
| S1 |
1.5213 |
1.5213 |
1.5343 |
1.5278 |
| S2 |
1.5056 |
1.5056 |
1.5317 |
|
| S3 |
1.4770 |
1.4927 |
1.5290 |
|
| S4 |
1.4484 |
1.4641 |
1.5212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5498 |
1.5122 |
0.0376 |
2.5% |
0.0156 |
1.0% |
18% |
False |
True |
127,430 |
| 10 |
1.5520 |
1.5122 |
0.0398 |
2.6% |
0.0151 |
1.0% |
17% |
False |
True |
116,562 |
| 20 |
1.5520 |
1.5037 |
0.0483 |
3.2% |
0.0143 |
0.9% |
32% |
False |
False |
103,872 |
| 40 |
1.5520 |
1.4790 |
0.0730 |
4.8% |
0.0156 |
1.0% |
55% |
False |
False |
92,236 |
| 60 |
1.6046 |
1.4772 |
0.1274 |
8.4% |
0.0158 |
1.0% |
33% |
False |
False |
61,765 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0153 |
1.0% |
25% |
False |
False |
46,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5978 |
|
2.618 |
1.5712 |
|
1.618 |
1.5549 |
|
1.000 |
1.5448 |
|
0.618 |
1.5386 |
|
HIGH |
1.5285 |
|
0.618 |
1.5223 |
|
0.500 |
1.5204 |
|
0.382 |
1.5184 |
|
LOW |
1.5122 |
|
0.618 |
1.5021 |
|
1.000 |
1.4959 |
|
1.618 |
1.4858 |
|
2.618 |
1.4695 |
|
4.250 |
1.4429 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5204 |
1.5310 |
| PP |
1.5199 |
1.5270 |
| S1 |
1.5195 |
1.5231 |
|