CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5401 |
1.5323 |
-0.0078 |
-0.5% |
1.5344 |
| High |
1.5461 |
1.5392 |
-0.0069 |
-0.4% |
1.5461 |
| Low |
1.5339 |
1.5291 |
-0.0048 |
-0.3% |
1.5188 |
| Close |
1.5377 |
1.5362 |
-0.0015 |
-0.1% |
1.5362 |
| Range |
0.0122 |
0.0101 |
-0.0021 |
-17.2% |
0.0273 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
316 |
470 |
154 |
48.7% |
1,634 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5651 |
1.5608 |
1.5418 |
|
| R3 |
1.5550 |
1.5507 |
1.5390 |
|
| R2 |
1.5449 |
1.5449 |
1.5381 |
|
| R1 |
1.5406 |
1.5406 |
1.5371 |
1.5428 |
| PP |
1.5348 |
1.5348 |
1.5348 |
1.5359 |
| S1 |
1.5305 |
1.5305 |
1.5353 |
1.5327 |
| S2 |
1.5247 |
1.5247 |
1.5343 |
|
| S3 |
1.5146 |
1.5204 |
1.5334 |
|
| S4 |
1.5045 |
1.5103 |
1.5306 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6156 |
1.6032 |
1.5512 |
|
| R3 |
1.5883 |
1.5759 |
1.5437 |
|
| R2 |
1.5610 |
1.5610 |
1.5412 |
|
| R1 |
1.5486 |
1.5486 |
1.5387 |
1.5548 |
| PP |
1.5337 |
1.5337 |
1.5337 |
1.5368 |
| S1 |
1.5213 |
1.5213 |
1.5337 |
1.5275 |
| S2 |
1.5064 |
1.5064 |
1.5312 |
|
| S3 |
1.4791 |
1.4940 |
1.5287 |
|
| S4 |
1.4518 |
1.4667 |
1.5212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5461 |
1.5188 |
0.0273 |
1.8% |
0.0120 |
0.8% |
64% |
False |
False |
326 |
| 10 |
1.5509 |
1.5188 |
0.0321 |
2.1% |
0.0117 |
0.8% |
54% |
False |
False |
288 |
| 20 |
1.5509 |
1.4896 |
0.0613 |
4.0% |
0.0122 |
0.8% |
76% |
False |
False |
241 |
| 40 |
1.5509 |
1.4795 |
0.0714 |
4.6% |
0.0103 |
0.7% |
79% |
False |
False |
229 |
| 60 |
1.5964 |
1.4795 |
0.1169 |
7.6% |
0.0070 |
0.5% |
49% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5821 |
|
2.618 |
1.5656 |
|
1.618 |
1.5555 |
|
1.000 |
1.5493 |
|
0.618 |
1.5454 |
|
HIGH |
1.5392 |
|
0.618 |
1.5353 |
|
0.500 |
1.5342 |
|
0.382 |
1.5330 |
|
LOW |
1.5291 |
|
0.618 |
1.5229 |
|
1.000 |
1.5190 |
|
1.618 |
1.5128 |
|
2.618 |
1.5027 |
|
4.250 |
1.4862 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5355 |
1.5376 |
| PP |
1.5348 |
1.5371 |
| S1 |
1.5342 |
1.5367 |
|