CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4783 |
1.4829 |
0.0046 |
0.3% |
1.5315 |
| High |
1.4937 |
1.5054 |
0.0117 |
0.8% |
1.5317 |
| Low |
1.4476 |
1.4758 |
0.0282 |
1.9% |
1.4476 |
| Close |
1.4808 |
1.4877 |
0.0069 |
0.5% |
1.4808 |
| Range |
0.0461 |
0.0296 |
-0.0165 |
-35.8% |
0.0841 |
| ATR |
0.0195 |
0.0203 |
0.0007 |
3.7% |
0.0000 |
| Volume |
245,381 |
304,790 |
59,409 |
24.2% |
746,983 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5784 |
1.5627 |
1.5040 |
|
| R3 |
1.5488 |
1.5331 |
1.4958 |
|
| R2 |
1.5192 |
1.5192 |
1.4931 |
|
| R1 |
1.5035 |
1.5035 |
1.4904 |
1.5114 |
| PP |
1.4896 |
1.4896 |
1.4896 |
1.4936 |
| S1 |
1.4739 |
1.4739 |
1.4850 |
1.4818 |
| S2 |
1.4600 |
1.4600 |
1.4823 |
|
| S3 |
1.4304 |
1.4443 |
1.4796 |
|
| S4 |
1.4008 |
1.4147 |
1.4714 |
|
|
| 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 |
1.5263 |
1.4476 |
0.0787 |
5.3% |
0.0307 |
2.1% |
51% |
False |
False |
184,926 |
| 10 |
1.5481 |
1.4476 |
0.1005 |
6.8% |
0.0239 |
1.6% |
40% |
False |
False |
161,473 |
| 20 |
1.5520 |
1.4476 |
0.1044 |
7.0% |
0.0186 |
1.3% |
38% |
False |
False |
133,761 |
| 40 |
1.5520 |
1.4476 |
0.1044 |
7.0% |
0.0175 |
1.2% |
38% |
False |
False |
119,768 |
| 60 |
1.5800 |
1.4476 |
0.1324 |
8.9% |
0.0171 |
1.2% |
30% |
False |
False |
84,090 |
| 80 |
1.6434 |
1.4476 |
0.1958 |
13.2% |
0.0164 |
1.1% |
20% |
False |
False |
63,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6312 |
|
2.618 |
1.5829 |
|
1.618 |
1.5533 |
|
1.000 |
1.5350 |
|
0.618 |
1.5237 |
|
HIGH |
1.5054 |
|
0.618 |
1.4941 |
|
0.500 |
1.4906 |
|
0.382 |
1.4871 |
|
LOW |
1.4758 |
|
0.618 |
1.4575 |
|
1.000 |
1.4462 |
|
1.618 |
1.4279 |
|
2.618 |
1.3983 |
|
4.250 |
1.3500 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4906 |
1.4855 |
| PP |
1.4896 |
1.4834 |
| S1 |
1.4887 |
1.4812 |
|