CME British Pound Future September 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.5369 |
1.5401 |
0.0032 |
0.2% |
1.5426 |
High |
1.5423 |
1.5461 |
0.0038 |
0.2% |
1.5509 |
Low |
1.5328 |
1.5339 |
0.0011 |
0.1% |
1.5337 |
Close |
1.5395 |
1.5377 |
-0.0018 |
-0.1% |
1.5379 |
Range |
0.0095 |
0.0122 |
0.0027 |
28.4% |
0.0172 |
ATR |
0.0129 |
0.0129 |
-0.0001 |
-0.4% |
0.0000 |
Volume |
345 |
316 |
-29 |
-8.4% |
1,248 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5758 |
1.5690 |
1.5444 |
|
R3 |
1.5636 |
1.5568 |
1.5411 |
|
R2 |
1.5514 |
1.5514 |
1.5399 |
|
R1 |
1.5446 |
1.5446 |
1.5388 |
1.5419 |
PP |
1.5392 |
1.5392 |
1.5392 |
1.5379 |
S1 |
1.5324 |
1.5324 |
1.5366 |
1.5297 |
S2 |
1.5270 |
1.5270 |
1.5355 |
|
S3 |
1.5148 |
1.5202 |
1.5343 |
|
S4 |
1.5026 |
1.5080 |
1.5310 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5465 |
1.5188 |
0.0277 |
1.8% |
0.0122 |
0.8% |
68% |
False |
False |
303 |
10 |
1.5509 |
1.5188 |
0.0321 |
2.1% |
0.0117 |
0.8% |
59% |
False |
False |
261 |
20 |
1.5509 |
1.4795 |
0.0714 |
4.6% |
0.0122 |
0.8% |
82% |
False |
False |
231 |
40 |
1.5509 |
1.4795 |
0.0714 |
4.6% |
0.0100 |
0.7% |
82% |
False |
False |
217 |
60 |
1.6100 |
1.4795 |
0.1305 |
8.5% |
0.0068 |
0.4% |
45% |
False |
False |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5980 |
2.618 |
1.5780 |
1.618 |
1.5658 |
1.000 |
1.5583 |
0.618 |
1.5536 |
HIGH |
1.5461 |
0.618 |
1.5414 |
0.500 |
1.5400 |
0.382 |
1.5386 |
LOW |
1.5339 |
0.618 |
1.5264 |
1.000 |
1.5217 |
1.618 |
1.5142 |
2.618 |
1.5020 |
4.250 |
1.4821 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5400 |
1.5377 |
PP |
1.5392 |
1.5376 |
S1 |
1.5385 |
1.5376 |
|