CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5322 |
1.5369 |
0.0047 |
0.3% |
1.5426 |
| High |
1.5417 |
1.5423 |
0.0006 |
0.0% |
1.5509 |
| Low |
1.5290 |
1.5328 |
0.0038 |
0.2% |
1.5337 |
| Close |
1.5355 |
1.5395 |
0.0040 |
0.3% |
1.5379 |
| Range |
0.0127 |
0.0095 |
-0.0032 |
-25.2% |
0.0172 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
171 |
345 |
174 |
101.8% |
1,248 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5667 |
1.5626 |
1.5447 |
|
| R3 |
1.5572 |
1.5531 |
1.5421 |
|
| R2 |
1.5477 |
1.5477 |
1.5412 |
|
| R1 |
1.5436 |
1.5436 |
1.5404 |
1.5457 |
| PP |
1.5382 |
1.5382 |
1.5382 |
1.5392 |
| S1 |
1.5341 |
1.5341 |
1.5386 |
1.5362 |
| S2 |
1.5287 |
1.5287 |
1.5378 |
|
| S3 |
1.5192 |
1.5246 |
1.5369 |
|
| S4 |
1.5097 |
1.5151 |
1.5343 |
|
|
| 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 |
1.5827 |
|
2.618 |
1.5672 |
|
1.618 |
1.5577 |
|
1.000 |
1.5518 |
|
0.618 |
1.5482 |
|
HIGH |
1.5423 |
|
0.618 |
1.5387 |
|
0.500 |
1.5376 |
|
0.382 |
1.5364 |
|
LOW |
1.5328 |
|
0.618 |
1.5269 |
|
1.000 |
1.5233 |
|
1.618 |
1.5174 |
|
2.618 |
1.5079 |
|
4.250 |
1.4924 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5389 |
1.5365 |
| PP |
1.5382 |
1.5335 |
| S1 |
1.5376 |
1.5306 |
|