CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5243 |
1.5283 |
0.0040 |
0.3% |
1.4921 |
| High |
1.5301 |
1.5288 |
-0.0013 |
-0.1% |
1.5280 |
| Low |
1.5205 |
1.5122 |
-0.0083 |
-0.5% |
1.4896 |
| Close |
1.5281 |
1.5261 |
-0.0020 |
-0.1% |
1.5179 |
| Range |
0.0096 |
0.0166 |
0.0070 |
72.9% |
0.0384 |
| ATR |
0.0128 |
0.0131 |
0.0003 |
2.1% |
0.0000 |
| Volume |
107 |
59 |
-48 |
-44.9% |
1,165 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5722 |
1.5657 |
1.5352 |
|
| R3 |
1.5556 |
1.5491 |
1.5307 |
|
| R2 |
1.5390 |
1.5390 |
1.5291 |
|
| R1 |
1.5325 |
1.5325 |
1.5276 |
1.5275 |
| PP |
1.5224 |
1.5224 |
1.5224 |
1.5198 |
| S1 |
1.5159 |
1.5159 |
1.5246 |
1.5109 |
| S2 |
1.5058 |
1.5058 |
1.5231 |
|
| S3 |
1.4892 |
1.4993 |
1.5215 |
|
| S4 |
1.4726 |
1.4827 |
1.5170 |
|
|
| 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 |
1.5994 |
|
2.618 |
1.5723 |
|
1.618 |
1.5557 |
|
1.000 |
1.5454 |
|
0.618 |
1.5391 |
|
HIGH |
1.5288 |
|
0.618 |
1.5225 |
|
0.500 |
1.5205 |
|
0.382 |
1.5185 |
|
LOW |
1.5122 |
|
0.618 |
1.5019 |
|
1.000 |
1.4956 |
|
1.618 |
1.4853 |
|
2.618 |
1.4687 |
|
4.250 |
1.4417 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5242 |
1.5245 |
| PP |
1.5224 |
1.5228 |
| S1 |
1.5205 |
1.5212 |
|