CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5101 |
1.4783 |
-0.0318 |
-2.1% |
1.5315 |
| High |
1.5148 |
1.4937 |
-0.0211 |
-1.4% |
1.5317 |
| Low |
1.4650 |
1.4476 |
-0.0174 |
-1.2% |
1.4476 |
| Close |
1.4781 |
1.4808 |
0.0027 |
0.2% |
1.4808 |
| Range |
0.0498 |
0.0461 |
-0.0037 |
-7.4% |
0.0841 |
| ATR |
0.0175 |
0.0195 |
0.0020 |
11.7% |
0.0000 |
| Volume |
154,094 |
245,381 |
91,287 |
59.2% |
746,983 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6123 |
1.5927 |
1.5062 |
|
| R3 |
1.5662 |
1.5466 |
1.4935 |
|
| R2 |
1.5201 |
1.5201 |
1.4893 |
|
| R1 |
1.5005 |
1.5005 |
1.4850 |
1.5103 |
| PP |
1.4740 |
1.4740 |
1.4740 |
1.4790 |
| S1 |
1.4544 |
1.4544 |
1.4766 |
1.4642 |
| S2 |
1.4279 |
1.4279 |
1.4723 |
|
| S3 |
1.3818 |
1.4083 |
1.4681 |
|
| S4 |
1.3357 |
1.3622 |
1.4554 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7390 |
1.6940 |
1.5271 |
|
| R3 |
1.6549 |
1.6099 |
1.5039 |
|
| R2 |
1.5708 |
1.5708 |
1.4962 |
|
| R1 |
1.5258 |
1.5258 |
1.4885 |
1.5063 |
| PP |
1.4867 |
1.4867 |
1.4867 |
1.4769 |
| S1 |
1.4417 |
1.4417 |
1.4731 |
1.4222 |
| S2 |
1.4026 |
1.4026 |
1.4654 |
|
| S3 |
1.3185 |
1.3576 |
1.4577 |
|
| S4 |
1.2344 |
1.2735 |
1.4345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5317 |
1.4476 |
0.0841 |
5.7% |
0.0270 |
1.8% |
39% |
False |
True |
149,396 |
| 10 |
1.5498 |
1.4476 |
0.1022 |
6.9% |
0.0222 |
1.5% |
32% |
False |
True |
144,129 |
| 20 |
1.5520 |
1.4476 |
0.1044 |
7.1% |
0.0178 |
1.2% |
32% |
False |
True |
124,527 |
| 40 |
1.5520 |
1.4476 |
0.1044 |
7.1% |
0.0173 |
1.2% |
32% |
False |
True |
114,255 |
| 60 |
1.5800 |
1.4476 |
0.1324 |
8.9% |
0.0169 |
1.1% |
25% |
False |
True |
79,016 |
| 80 |
1.6434 |
1.4476 |
0.1958 |
13.2% |
0.0162 |
1.1% |
17% |
False |
True |
59,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6896 |
|
2.618 |
1.6144 |
|
1.618 |
1.5683 |
|
1.000 |
1.5398 |
|
0.618 |
1.5222 |
|
HIGH |
1.4937 |
|
0.618 |
1.4761 |
|
0.500 |
1.4707 |
|
0.382 |
1.4652 |
|
LOW |
1.4476 |
|
0.618 |
1.4191 |
|
1.000 |
1.4015 |
|
1.618 |
1.3730 |
|
2.618 |
1.3269 |
|
4.250 |
1.2517 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4774 |
1.4824 |
| PP |
1.4740 |
1.4818 |
| S1 |
1.4707 |
1.4813 |
|