CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4829 |
1.4855 |
0.0026 |
0.2% |
1.5315 |
| High |
1.5054 |
1.5006 |
-0.0048 |
-0.3% |
1.5317 |
| Low |
1.4758 |
1.4720 |
-0.0038 |
-0.3% |
1.4476 |
| Close |
1.4877 |
1.4951 |
0.0074 |
0.5% |
1.4808 |
| Range |
0.0296 |
0.0286 |
-0.0010 |
-3.4% |
0.0841 |
| ATR |
0.0203 |
0.0209 |
0.0006 |
2.9% |
0.0000 |
| Volume |
304,790 |
192,465 |
-112,325 |
-36.9% |
746,983 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5750 |
1.5637 |
1.5108 |
|
| R3 |
1.5464 |
1.5351 |
1.5030 |
|
| R2 |
1.5178 |
1.5178 |
1.5003 |
|
| R1 |
1.5065 |
1.5065 |
1.4977 |
1.5122 |
| PP |
1.4892 |
1.4892 |
1.4892 |
1.4921 |
| S1 |
1.4779 |
1.4779 |
1.4925 |
1.4836 |
| S2 |
1.4606 |
1.4606 |
1.4899 |
|
| S3 |
1.4320 |
1.4493 |
1.4872 |
|
| S4 |
1.4034 |
1.4207 |
1.4794 |
|
|
| 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 |
1.5171 |
1.4476 |
0.0695 |
4.6% |
0.0329 |
2.2% |
68% |
False |
False |
211,339 |
| 10 |
1.5389 |
1.4476 |
0.0913 |
6.1% |
0.0243 |
1.6% |
52% |
False |
False |
169,952 |
| 20 |
1.5520 |
1.4476 |
0.1044 |
7.0% |
0.0195 |
1.3% |
45% |
False |
False |
139,093 |
| 40 |
1.5520 |
1.4476 |
0.1044 |
7.0% |
0.0177 |
1.2% |
45% |
False |
False |
121,806 |
| 60 |
1.5800 |
1.4476 |
0.1324 |
8.9% |
0.0174 |
1.2% |
36% |
False |
False |
87,290 |
| 80 |
1.6434 |
1.4476 |
0.1958 |
13.1% |
0.0167 |
1.1% |
24% |
False |
False |
65,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6222 |
|
2.618 |
1.5755 |
|
1.618 |
1.5469 |
|
1.000 |
1.5292 |
|
0.618 |
1.5183 |
|
HIGH |
1.5006 |
|
0.618 |
1.4897 |
|
0.500 |
1.4863 |
|
0.382 |
1.4829 |
|
LOW |
1.4720 |
|
0.618 |
1.4543 |
|
1.000 |
1.4434 |
|
1.618 |
1.4257 |
|
2.618 |
1.3971 |
|
4.250 |
1.3505 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4922 |
1.4889 |
| PP |
1.4892 |
1.4827 |
| S1 |
1.4863 |
1.4765 |
|