CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4518 |
1.4483 |
-0.0035 |
-0.2% |
1.4829 |
| High |
1.4558 |
1.4522 |
-0.0036 |
-0.2% |
1.5054 |
| Low |
1.4250 |
1.4304 |
0.0054 |
0.4% |
1.4495 |
| Close |
1.4476 |
1.4321 |
-0.0155 |
-1.1% |
1.4558 |
| Range |
0.0308 |
0.0218 |
-0.0090 |
-29.2% |
0.0559 |
| ATR |
0.0219 |
0.0219 |
0.0000 |
0.0% |
0.0000 |
| Volume |
155,463 |
154,142 |
-1,321 |
-0.8% |
999,093 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5036 |
1.4897 |
1.4441 |
|
| R3 |
1.4818 |
1.4679 |
1.4381 |
|
| R2 |
1.4600 |
1.4600 |
1.4361 |
|
| R1 |
1.4461 |
1.4461 |
1.4341 |
1.4422 |
| PP |
1.4382 |
1.4382 |
1.4382 |
1.4363 |
| S1 |
1.4243 |
1.4243 |
1.4301 |
1.4204 |
| S2 |
1.4164 |
1.4164 |
1.4281 |
|
| S3 |
1.3946 |
1.4025 |
1.4261 |
|
| S4 |
1.3728 |
1.3807 |
1.4201 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6379 |
1.6028 |
1.4865 |
|
| R3 |
1.5820 |
1.5469 |
1.4712 |
|
| R2 |
1.5261 |
1.5261 |
1.4660 |
|
| R1 |
1.4910 |
1.4910 |
1.4609 |
1.4806 |
| PP |
1.4702 |
1.4702 |
1.4702 |
1.4651 |
| S1 |
1.4351 |
1.4351 |
1.4507 |
1.4247 |
| S2 |
1.4143 |
1.4143 |
1.4456 |
|
| S3 |
1.3584 |
1.3792 |
1.4404 |
|
| S4 |
1.3025 |
1.3233 |
1.4251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5043 |
1.4250 |
0.0793 |
5.5% |
0.0244 |
1.7% |
9% |
False |
False |
162,288 |
| 10 |
1.5171 |
1.4250 |
0.0921 |
6.4% |
0.0286 |
2.0% |
8% |
False |
False |
186,814 |
| 20 |
1.5498 |
1.4250 |
0.1248 |
8.7% |
0.0219 |
1.5% |
6% |
False |
False |
153,885 |
| 40 |
1.5520 |
1.4250 |
0.1270 |
8.9% |
0.0182 |
1.3% |
6% |
False |
False |
126,563 |
| 60 |
1.5556 |
1.4250 |
0.1306 |
9.1% |
0.0182 |
1.3% |
5% |
False |
False |
100,760 |
| 80 |
1.6256 |
1.4250 |
0.2006 |
14.0% |
0.0173 |
1.2% |
4% |
False |
False |
75,678 |
| 100 |
1.6434 |
1.4250 |
0.2184 |
15.3% |
0.0165 |
1.2% |
3% |
False |
False |
60,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5449 |
|
2.618 |
1.5093 |
|
1.618 |
1.4875 |
|
1.000 |
1.4740 |
|
0.618 |
1.4657 |
|
HIGH |
1.4522 |
|
0.618 |
1.4439 |
|
0.500 |
1.4413 |
|
0.382 |
1.4387 |
|
LOW |
1.4304 |
|
0.618 |
1.4169 |
|
1.000 |
1.4086 |
|
1.618 |
1.3951 |
|
2.618 |
1.3733 |
|
4.250 |
1.3378 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4413 |
1.4444 |
| PP |
1.4382 |
1.4403 |
| S1 |
1.4352 |
1.4362 |
|