CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5197 |
1.5331 |
0.0134 |
0.9% |
1.5375 |
| High |
1.5341 |
1.5389 |
0.0048 |
0.3% |
1.5498 |
| Low |
1.5141 |
1.5250 |
0.0109 |
0.7% |
1.5122 |
| Close |
1.5331 |
1.5273 |
-0.0058 |
-0.4% |
1.5273 |
| Range |
0.0200 |
0.0139 |
-0.0061 |
-30.5% |
0.0376 |
| ATR |
0.0157 |
0.0155 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
164,163 |
126,637 |
-37,526 |
-22.9% |
694,316 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5721 |
1.5636 |
1.5349 |
|
| R3 |
1.5582 |
1.5497 |
1.5311 |
|
| R2 |
1.5443 |
1.5443 |
1.5298 |
|
| R1 |
1.5358 |
1.5358 |
1.5286 |
1.5331 |
| PP |
1.5304 |
1.5304 |
1.5304 |
1.5291 |
| S1 |
1.5219 |
1.5219 |
1.5260 |
1.5192 |
| S2 |
1.5165 |
1.5165 |
1.5248 |
|
| S3 |
1.5026 |
1.5080 |
1.5235 |
|
| S4 |
1.4887 |
1.4941 |
1.5197 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6426 |
1.6225 |
1.5480 |
|
| R3 |
1.6050 |
1.5849 |
1.5376 |
|
| R2 |
1.5674 |
1.5674 |
1.5342 |
|
| R1 |
1.5473 |
1.5473 |
1.5307 |
1.5386 |
| PP |
1.5298 |
1.5298 |
1.5298 |
1.5254 |
| S1 |
1.5097 |
1.5097 |
1.5239 |
1.5010 |
| S2 |
1.4922 |
1.4922 |
1.5204 |
|
| S3 |
1.4546 |
1.4721 |
1.5170 |
|
| S4 |
1.4170 |
1.4345 |
1.5066 |
|
|
| 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% |
0.0175 |
1.1% |
40% |
False |
False |
138,863 |
| 10 |
1.5498 |
1.5122 |
0.0376 |
2.5% |
0.0158 |
1.0% |
40% |
False |
False |
126,258 |
| 20 |
1.5520 |
1.5122 |
0.0398 |
2.6% |
0.0146 |
1.0% |
38% |
False |
False |
106,236 |
| 40 |
1.5520 |
1.4790 |
0.0730 |
4.8% |
0.0157 |
1.0% |
66% |
False |
False |
99,247 |
| 60 |
1.5906 |
1.4772 |
0.1134 |
7.4% |
0.0160 |
1.0% |
44% |
False |
False |
66,605 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0153 |
1.0% |
30% |
False |
False |
50,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5980 |
|
2.618 |
1.5753 |
|
1.618 |
1.5614 |
|
1.000 |
1.5528 |
|
0.618 |
1.5475 |
|
HIGH |
1.5389 |
|
0.618 |
1.5336 |
|
0.500 |
1.5320 |
|
0.382 |
1.5303 |
|
LOW |
1.5250 |
|
0.618 |
1.5164 |
|
1.000 |
1.5111 |
|
1.618 |
1.5025 |
|
2.618 |
1.4886 |
|
4.250 |
1.4659 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5320 |
1.5267 |
| PP |
1.5304 |
1.5261 |
| S1 |
1.5289 |
1.5256 |
|