CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4450 |
1.4343 |
-0.0107 |
-0.7% |
1.4518 |
| High |
1.4460 |
1.4498 |
0.0038 |
0.3% |
1.4558 |
| Low |
1.4227 |
1.4317 |
0.0090 |
0.6% |
1.4227 |
| Close |
1.4417 |
1.4472 |
0.0055 |
0.4% |
1.4472 |
| Range |
0.0233 |
0.0181 |
-0.0052 |
-22.3% |
0.0331 |
| ATR |
0.0220 |
0.0217 |
-0.0003 |
-1.3% |
0.0000 |
| Volume |
168,487 |
169,648 |
1,161 |
0.7% |
789,295 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4972 |
1.4903 |
1.4572 |
|
| R3 |
1.4791 |
1.4722 |
1.4522 |
|
| R2 |
1.4610 |
1.4610 |
1.4505 |
|
| R1 |
1.4541 |
1.4541 |
1.4489 |
1.4576 |
| PP |
1.4429 |
1.4429 |
1.4429 |
1.4446 |
| S1 |
1.4360 |
1.4360 |
1.4455 |
1.4395 |
| S2 |
1.4248 |
1.4248 |
1.4439 |
|
| S3 |
1.4067 |
1.4179 |
1.4422 |
|
| S4 |
1.3886 |
1.3998 |
1.4372 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5412 |
1.5273 |
1.4654 |
|
| R3 |
1.5081 |
1.4942 |
1.4563 |
|
| R2 |
1.4750 |
1.4750 |
1.4533 |
|
| R1 |
1.4611 |
1.4611 |
1.4502 |
1.4515 |
| PP |
1.4419 |
1.4419 |
1.4419 |
1.4371 |
| S1 |
1.4280 |
1.4280 |
1.4442 |
1.4184 |
| S2 |
1.4088 |
1.4088 |
1.4411 |
|
| S3 |
1.3757 |
1.3949 |
1.4381 |
|
| S4 |
1.3426 |
1.3618 |
1.4290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4558 |
1.4227 |
0.0331 |
2.3% |
0.0231 |
1.6% |
74% |
False |
False |
157,859 |
| 10 |
1.5054 |
1.4227 |
0.0827 |
5.7% |
0.0243 |
1.7% |
30% |
False |
False |
178,838 |
| 20 |
1.5498 |
1.4227 |
0.1271 |
8.8% |
0.0233 |
1.6% |
19% |
False |
False |
161,484 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0185 |
1.3% |
19% |
False |
False |
130,420 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0185 |
1.3% |
19% |
False |
False |
108,717 |
| 80 |
1.6256 |
1.4227 |
0.2029 |
14.0% |
0.0176 |
1.2% |
12% |
False |
False |
81,664 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.3% |
0.0170 |
1.2% |
11% |
False |
False |
65,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5267 |
|
2.618 |
1.4972 |
|
1.618 |
1.4791 |
|
1.000 |
1.4679 |
|
0.618 |
1.4610 |
|
HIGH |
1.4498 |
|
0.618 |
1.4429 |
|
0.500 |
1.4408 |
|
0.382 |
1.4386 |
|
LOW |
1.4317 |
|
0.618 |
1.4205 |
|
1.000 |
1.4136 |
|
1.618 |
1.4024 |
|
2.618 |
1.3843 |
|
4.250 |
1.3548 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4451 |
1.4436 |
| PP |
1.4429 |
1.4399 |
| S1 |
1.4408 |
1.4363 |
|