CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5058 |
1.5178 |
0.0120 |
0.8% |
1.4984 |
| High |
1.5191 |
1.5280 |
0.0089 |
0.6% |
1.5087 |
| Low |
1.5041 |
1.5178 |
0.0137 |
0.9% |
1.4795 |
| Close |
1.5166 |
1.5256 |
0.0090 |
0.6% |
1.4879 |
| Range |
0.0150 |
0.0102 |
-0.0048 |
-32.0% |
0.0292 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
325 |
304 |
-21 |
-6.5% |
1,551 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5544 |
1.5502 |
1.5312 |
|
| R3 |
1.5442 |
1.5400 |
1.5284 |
|
| R2 |
1.5340 |
1.5340 |
1.5275 |
|
| R1 |
1.5298 |
1.5298 |
1.5265 |
1.5319 |
| PP |
1.5238 |
1.5238 |
1.5238 |
1.5249 |
| S1 |
1.5196 |
1.5196 |
1.5247 |
1.5217 |
| S2 |
1.5136 |
1.5136 |
1.5237 |
|
| S3 |
1.5034 |
1.5094 |
1.5228 |
|
| S4 |
1.4932 |
1.4992 |
1.5200 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5796 |
1.5630 |
1.5040 |
|
| R3 |
1.5504 |
1.5338 |
1.4959 |
|
| R2 |
1.5212 |
1.5212 |
1.4933 |
|
| R1 |
1.5046 |
1.5046 |
1.4906 |
1.4983 |
| PP |
1.4920 |
1.4920 |
1.4920 |
1.4889 |
| S1 |
1.4754 |
1.4754 |
1.4852 |
1.4691 |
| S2 |
1.4628 |
1.4628 |
1.4825 |
|
| S3 |
1.4336 |
1.4462 |
1.4799 |
|
| S4 |
1.4044 |
1.4170 |
1.4718 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5714 |
|
2.618 |
1.5547 |
|
1.618 |
1.5445 |
|
1.000 |
1.5382 |
|
0.618 |
1.5343 |
|
HIGH |
1.5280 |
|
0.618 |
1.5241 |
|
0.500 |
1.5229 |
|
0.382 |
1.5217 |
|
LOW |
1.5178 |
|
0.618 |
1.5115 |
|
1.000 |
1.5076 |
|
1.618 |
1.5013 |
|
2.618 |
1.4911 |
|
4.250 |
1.4745 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5247 |
1.5211 |
| PP |
1.5238 |
1.5166 |
| S1 |
1.5229 |
1.5122 |
|