CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5344 |
1.5322 |
-0.0022 |
-0.1% |
1.5426 |
| High |
1.5344 |
1.5417 |
0.0073 |
0.5% |
1.5509 |
| Low |
1.5188 |
1.5290 |
0.0102 |
0.7% |
1.5337 |
| Close |
1.5302 |
1.5355 |
0.0053 |
0.3% |
1.5379 |
| Range |
0.0156 |
0.0127 |
-0.0029 |
-18.6% |
0.0172 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
332 |
171 |
-161 |
-48.5% |
1,248 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5735 |
1.5672 |
1.5425 |
|
| R3 |
1.5608 |
1.5545 |
1.5390 |
|
| R2 |
1.5481 |
1.5481 |
1.5378 |
|
| R1 |
1.5418 |
1.5418 |
1.5367 |
1.5450 |
| PP |
1.5354 |
1.5354 |
1.5354 |
1.5370 |
| S1 |
1.5291 |
1.5291 |
1.5343 |
1.5323 |
| S2 |
1.5227 |
1.5227 |
1.5332 |
|
| S3 |
1.5100 |
1.5164 |
1.5320 |
|
| S4 |
1.4973 |
1.5037 |
1.5285 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5924 |
1.5824 |
1.5474 |
|
| R3 |
1.5752 |
1.5652 |
1.5426 |
|
| R2 |
1.5580 |
1.5580 |
1.5411 |
|
| R1 |
1.5480 |
1.5480 |
1.5395 |
1.5444 |
| PP |
1.5408 |
1.5408 |
1.5408 |
1.5391 |
| S1 |
1.5308 |
1.5308 |
1.5363 |
1.5272 |
| S2 |
1.5236 |
1.5236 |
1.5347 |
|
| S3 |
1.5064 |
1.5136 |
1.5332 |
|
| S4 |
1.4892 |
1.4964 |
1.5284 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5957 |
|
2.618 |
1.5749 |
|
1.618 |
1.5622 |
|
1.000 |
1.5544 |
|
0.618 |
1.5495 |
|
HIGH |
1.5417 |
|
0.618 |
1.5368 |
|
0.500 |
1.5354 |
|
0.382 |
1.5339 |
|
LOW |
1.5290 |
|
0.618 |
1.5212 |
|
1.000 |
1.5163 |
|
1.618 |
1.5085 |
|
2.618 |
1.4958 |
|
4.250 |
1.4750 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5355 |
1.5346 |
| PP |
1.5354 |
1.5336 |
| S1 |
1.5354 |
1.5327 |
|