CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4930 |
1.4829 |
-0.0101 |
-0.7% |
1.5315 |
| High |
1.5043 |
1.4916 |
-0.0127 |
-0.8% |
1.5317 |
| Low |
1.4815 |
1.4594 |
-0.0221 |
-1.5% |
1.4476 |
| Close |
1.4819 |
1.4639 |
-0.0180 |
-1.2% |
1.4808 |
| Range |
0.0228 |
0.0322 |
0.0094 |
41.2% |
0.0841 |
| ATR |
0.0210 |
0.0218 |
0.0008 |
3.8% |
0.0000 |
| Volume |
217,579 |
153,182 |
-64,397 |
-29.6% |
746,983 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5682 |
1.5483 |
1.4816 |
|
| R3 |
1.5360 |
1.5161 |
1.4728 |
|
| R2 |
1.5038 |
1.5038 |
1.4698 |
|
| R1 |
1.4839 |
1.4839 |
1.4669 |
1.4778 |
| PP |
1.4716 |
1.4716 |
1.4716 |
1.4686 |
| S1 |
1.4517 |
1.4517 |
1.4609 |
1.4456 |
| S2 |
1.4394 |
1.4394 |
1.4580 |
|
| S3 |
1.4072 |
1.4195 |
1.4550 |
|
| S4 |
1.3750 |
1.3873 |
1.4462 |
|
|
| 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 |
1.5054 |
1.4476 |
0.0578 |
3.9% |
0.0319 |
2.2% |
28% |
False |
False |
222,679 |
| 10 |
1.5389 |
1.4476 |
0.0913 |
6.2% |
0.0262 |
1.8% |
18% |
False |
False |
174,163 |
| 20 |
1.5498 |
1.4476 |
0.1022 |
7.0% |
0.0209 |
1.4% |
16% |
False |
False |
149,161 |
| 40 |
1.5520 |
1.4476 |
0.1044 |
7.1% |
0.0180 |
1.2% |
16% |
False |
False |
125,287 |
| 60 |
1.5672 |
1.4476 |
0.1196 |
8.2% |
0.0178 |
1.2% |
14% |
False |
False |
93,452 |
| 80 |
1.6302 |
1.4476 |
0.1826 |
12.5% |
0.0170 |
1.2% |
9% |
False |
False |
70,175 |
| 100 |
1.6434 |
1.4476 |
0.1958 |
13.4% |
0.0163 |
1.1% |
8% |
False |
False |
56,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6285 |
|
2.618 |
1.5759 |
|
1.618 |
1.5437 |
|
1.000 |
1.5238 |
|
0.618 |
1.5115 |
|
HIGH |
1.4916 |
|
0.618 |
1.4793 |
|
0.500 |
1.4755 |
|
0.382 |
1.4717 |
|
LOW |
1.4594 |
|
0.618 |
1.4395 |
|
1.000 |
1.4272 |
|
1.618 |
1.4073 |
|
2.618 |
1.3751 |
|
4.250 |
1.3226 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4755 |
1.4819 |
| PP |
1.4716 |
1.4759 |
| S1 |
1.4678 |
1.4699 |
|