CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5254 |
1.5196 |
-0.0058 |
-0.4% |
1.5344 |
| High |
1.5271 |
1.5333 |
0.0062 |
0.4% |
1.5461 |
| Low |
1.5143 |
1.5138 |
-0.0005 |
0.0% |
1.5188 |
| Close |
1.5186 |
1.5326 |
0.0140 |
0.9% |
1.5362 |
| Range |
0.0128 |
0.0195 |
0.0067 |
52.3% |
0.0273 |
| ATR |
0.0134 |
0.0138 |
0.0004 |
3.3% |
0.0000 |
| Volume |
439 |
1,969 |
1,530 |
348.5% |
1,634 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5851 |
1.5783 |
1.5433 |
|
| R3 |
1.5656 |
1.5588 |
1.5380 |
|
| R2 |
1.5461 |
1.5461 |
1.5362 |
|
| R1 |
1.5393 |
1.5393 |
1.5344 |
1.5427 |
| PP |
1.5266 |
1.5266 |
1.5266 |
1.5283 |
| S1 |
1.5198 |
1.5198 |
1.5308 |
1.5232 |
| S2 |
1.5071 |
1.5071 |
1.5290 |
|
| S3 |
1.4876 |
1.5003 |
1.5272 |
|
| S4 |
1.4681 |
1.4808 |
1.5219 |
|
|
| 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 |
1.5138 |
0.0347 |
2.3% |
0.0144 |
0.9% |
54% |
False |
True |
747 |
| 10 |
1.5485 |
1.5138 |
0.0347 |
2.3% |
0.0133 |
0.9% |
54% |
False |
True |
525 |
| 20 |
1.5509 |
1.5122 |
0.0387 |
2.5% |
0.0127 |
0.8% |
53% |
False |
False |
361 |
| 40 |
1.5509 |
1.4795 |
0.0714 |
4.7% |
0.0118 |
0.8% |
74% |
False |
False |
310 |
| 60 |
1.5758 |
1.4795 |
0.0963 |
6.3% |
0.0079 |
0.5% |
55% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6162 |
|
2.618 |
1.5844 |
|
1.618 |
1.5649 |
|
1.000 |
1.5528 |
|
0.618 |
1.5454 |
|
HIGH |
1.5333 |
|
0.618 |
1.5259 |
|
0.500 |
1.5236 |
|
0.382 |
1.5212 |
|
LOW |
1.5138 |
|
0.618 |
1.5017 |
|
1.000 |
1.4943 |
|
1.618 |
1.4822 |
|
2.618 |
1.4627 |
|
4.250 |
1.4309 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5296 |
1.5319 |
| PP |
1.5266 |
1.5311 |
| S1 |
1.5236 |
1.5304 |
|