CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4288 |
1.4450 |
0.0162 |
1.1% |
1.4829 |
| High |
1.4450 |
1.4460 |
0.0010 |
0.1% |
1.5054 |
| Low |
1.4236 |
1.4227 |
-0.0009 |
-0.1% |
1.4495 |
| Close |
1.4397 |
1.4417 |
0.0020 |
0.1% |
1.4558 |
| Range |
0.0214 |
0.0233 |
0.0019 |
8.9% |
0.0559 |
| ATR |
0.0219 |
0.0220 |
0.0001 |
0.5% |
0.0000 |
| Volume |
141,555 |
168,487 |
26,932 |
19.0% |
999,093 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5067 |
1.4975 |
1.4545 |
|
| R3 |
1.4834 |
1.4742 |
1.4481 |
|
| R2 |
1.4601 |
1.4601 |
1.4460 |
|
| R1 |
1.4509 |
1.4509 |
1.4438 |
1.4439 |
| PP |
1.4368 |
1.4368 |
1.4368 |
1.4333 |
| S1 |
1.4276 |
1.4276 |
1.4396 |
1.4206 |
| S2 |
1.4135 |
1.4135 |
1.4374 |
|
| S3 |
1.3902 |
1.4043 |
1.4353 |
|
| S4 |
1.3669 |
1.3810 |
1.4289 |
|
|
| 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 |
1.4637 |
1.4227 |
0.0410 |
2.8% |
0.0223 |
1.5% |
46% |
False |
True |
150,144 |
| 10 |
1.5054 |
1.4227 |
0.0827 |
5.7% |
0.0271 |
1.9% |
23% |
False |
True |
186,412 |
| 20 |
1.5498 |
1.4227 |
0.1271 |
8.8% |
0.0229 |
1.6% |
15% |
False |
True |
159,869 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
9.0% |
0.0185 |
1.3% |
15% |
False |
True |
129,432 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
9.0% |
0.0185 |
1.3% |
15% |
False |
True |
105,905 |
| 80 |
1.6256 |
1.4227 |
0.2029 |
14.1% |
0.0175 |
1.2% |
9% |
False |
True |
79,547 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.3% |
0.0169 |
1.2% |
9% |
False |
True |
63,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5450 |
|
2.618 |
1.5070 |
|
1.618 |
1.4837 |
|
1.000 |
1.4693 |
|
0.618 |
1.4604 |
|
HIGH |
1.4460 |
|
0.618 |
1.4371 |
|
0.500 |
1.4344 |
|
0.382 |
1.4316 |
|
LOW |
1.4227 |
|
0.618 |
1.4083 |
|
1.000 |
1.3994 |
|
1.618 |
1.3850 |
|
2.618 |
1.3617 |
|
4.250 |
1.3237 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4393 |
1.4403 |
| PP |
1.4368 |
1.4389 |
| S1 |
1.4344 |
1.4375 |
|