CME British Pound Future September 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.5323 |
1.5420 |
0.0097 |
0.6% |
1.5344 |
High |
1.5392 |
1.5485 |
0.0093 |
0.6% |
1.5461 |
Low |
1.5291 |
1.5420 |
0.0129 |
0.8% |
1.5188 |
Close |
1.5362 |
1.5447 |
0.0085 |
0.6% |
1.5362 |
Range |
0.0101 |
0.0065 |
-0.0036 |
-35.6% |
0.0273 |
ATR |
0.0127 |
0.0126 |
0.0000 |
-0.2% |
0.0000 |
Volume |
470 |
551 |
81 |
17.2% |
1,634 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5646 |
1.5611 |
1.5483 |
|
R3 |
1.5581 |
1.5546 |
1.5465 |
|
R2 |
1.5516 |
1.5516 |
1.5459 |
|
R1 |
1.5481 |
1.5481 |
1.5453 |
1.5499 |
PP |
1.5451 |
1.5451 |
1.5451 |
1.5459 |
S1 |
1.5416 |
1.5416 |
1.5441 |
1.5434 |
S2 |
1.5386 |
1.5386 |
1.5435 |
|
S3 |
1.5321 |
1.5351 |
1.5429 |
|
S4 |
1.5256 |
1.5286 |
1.5411 |
|
|
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 |
1.5485 |
1.5290 |
0.0195 |
1.3% |
0.0102 |
0.7% |
81% |
True |
False |
370 |
10 |
1.5509 |
1.5188 |
0.0321 |
2.1% |
0.0110 |
0.7% |
81% |
False |
False |
329 |
20 |
1.5509 |
1.4963 |
0.0546 |
3.5% |
0.0119 |
0.8% |
89% |
False |
False |
262 |
40 |
1.5509 |
1.4795 |
0.0714 |
4.6% |
0.0104 |
0.7% |
91% |
False |
False |
242 |
60 |
1.5948 |
1.4795 |
0.1153 |
7.5% |
0.0071 |
0.5% |
57% |
False |
False |
162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5761 |
2.618 |
1.5655 |
1.618 |
1.5590 |
1.000 |
1.5550 |
0.618 |
1.5525 |
HIGH |
1.5485 |
0.618 |
1.5460 |
0.500 |
1.5453 |
0.382 |
1.5445 |
LOW |
1.5420 |
0.618 |
1.5380 |
1.000 |
1.5355 |
1.618 |
1.5315 |
2.618 |
1.5250 |
4.250 |
1.5144 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5453 |
1.5427 |
PP |
1.5451 |
1.5408 |
S1 |
1.5449 |
1.5388 |
|