CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4483 |
1.4288 |
-0.0195 |
-1.3% |
1.4829 |
| High |
1.4522 |
1.4450 |
-0.0072 |
-0.5% |
1.5054 |
| Low |
1.4304 |
1.4236 |
-0.0068 |
-0.5% |
1.4495 |
| Close |
1.4321 |
1.4397 |
0.0076 |
0.5% |
1.4558 |
| Range |
0.0218 |
0.0214 |
-0.0004 |
-1.8% |
0.0559 |
| ATR |
0.0219 |
0.0219 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
154,142 |
141,555 |
-12,587 |
-8.2% |
999,093 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5003 |
1.4914 |
1.4515 |
|
| R3 |
1.4789 |
1.4700 |
1.4456 |
|
| R2 |
1.4575 |
1.4575 |
1.4436 |
|
| R1 |
1.4486 |
1.4486 |
1.4417 |
1.4531 |
| PP |
1.4361 |
1.4361 |
1.4361 |
1.4383 |
| S1 |
1.4272 |
1.4272 |
1.4377 |
1.4317 |
| S2 |
1.4147 |
1.4147 |
1.4358 |
|
| S3 |
1.3933 |
1.4058 |
1.4338 |
|
| S4 |
1.3719 |
1.3844 |
1.4279 |
|
|
| 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 |
1.4916 |
1.4236 |
0.0680 |
4.7% |
0.0241 |
1.7% |
24% |
False |
True |
147,083 |
| 10 |
1.5148 |
1.4236 |
0.0912 |
6.3% |
0.0297 |
2.1% |
18% |
False |
True |
184,972 |
| 20 |
1.5498 |
1.4236 |
0.1262 |
8.8% |
0.0224 |
1.6% |
13% |
False |
True |
156,259 |
| 40 |
1.5520 |
1.4236 |
0.1284 |
8.9% |
0.0184 |
1.3% |
13% |
False |
True |
127,827 |
| 60 |
1.5520 |
1.4236 |
0.1284 |
8.9% |
0.0183 |
1.3% |
13% |
False |
True |
103,112 |
| 80 |
1.6256 |
1.4236 |
0.2020 |
14.0% |
0.0174 |
1.2% |
8% |
False |
True |
77,443 |
| 100 |
1.6434 |
1.4236 |
0.2198 |
15.3% |
0.0167 |
1.2% |
7% |
False |
True |
61,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5360 |
|
2.618 |
1.5010 |
|
1.618 |
1.4796 |
|
1.000 |
1.4664 |
|
0.618 |
1.4582 |
|
HIGH |
1.4450 |
|
0.618 |
1.4368 |
|
0.500 |
1.4343 |
|
0.382 |
1.4318 |
|
LOW |
1.4236 |
|
0.618 |
1.4104 |
|
1.000 |
1.4022 |
|
1.618 |
1.3890 |
|
2.618 |
1.3676 |
|
4.250 |
1.3327 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4379 |
1.4397 |
| PP |
1.4361 |
1.4397 |
| S1 |
1.4343 |
1.4397 |
|