CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 02-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
02-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5178 |
1.5273 |
0.0095 |
0.6% |
1.4921 |
| High |
1.5280 |
1.5273 |
-0.0007 |
0.0% |
1.5280 |
| Low |
1.5178 |
1.5172 |
-0.0006 |
0.0% |
1.4896 |
| Close |
1.5256 |
1.5179 |
-0.0077 |
-0.5% |
1.5179 |
| Range |
0.0102 |
0.0101 |
-0.0001 |
-1.0% |
0.0384 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
304 |
302 |
-2 |
-0.7% |
1,165 |
|
| Daily Pivots for day following 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5511 |
1.5446 |
1.5235 |
|
| R3 |
1.5410 |
1.5345 |
1.5207 |
|
| R2 |
1.5309 |
1.5309 |
1.5198 |
|
| R1 |
1.5244 |
1.5244 |
1.5188 |
1.5226 |
| PP |
1.5208 |
1.5208 |
1.5208 |
1.5199 |
| S1 |
1.5143 |
1.5143 |
1.5170 |
1.5125 |
| S2 |
1.5107 |
1.5107 |
1.5160 |
|
| S3 |
1.5006 |
1.5042 |
1.5151 |
|
| S4 |
1.4905 |
1.4941 |
1.5123 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6270 |
1.6109 |
1.5390 |
|
| R3 |
1.5886 |
1.5725 |
1.5285 |
|
| R2 |
1.5502 |
1.5502 |
1.5249 |
|
| R1 |
1.5341 |
1.5341 |
1.5214 |
1.5422 |
| PP |
1.5118 |
1.5118 |
1.5118 |
1.5159 |
| S1 |
1.4957 |
1.4957 |
1.5144 |
1.5038 |
| S2 |
1.4734 |
1.4734 |
1.5109 |
|
| S3 |
1.4350 |
1.4573 |
1.5073 |
|
| S4 |
1.3966 |
1.4189 |
1.4968 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5702 |
|
2.618 |
1.5537 |
|
1.618 |
1.5436 |
|
1.000 |
1.5374 |
|
0.618 |
1.5335 |
|
HIGH |
1.5273 |
|
0.618 |
1.5234 |
|
0.500 |
1.5223 |
|
0.382 |
1.5211 |
|
LOW |
1.5172 |
|
0.618 |
1.5110 |
|
1.000 |
1.5071 |
|
1.618 |
1.5009 |
|
2.618 |
1.4908 |
|
4.250 |
1.4743 |
|
|
| Fisher Pivots for day following 02-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5223 |
1.5173 |
| PP |
1.5208 |
1.5167 |
| S1 |
1.5194 |
1.5161 |
|