CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4343 |
1.4462 |
0.0119 |
0.8% |
1.4518 |
| High |
1.4498 |
1.4529 |
0.0031 |
0.2% |
1.4558 |
| Low |
1.4317 |
1.4352 |
0.0035 |
0.2% |
1.4227 |
| Close |
1.4472 |
1.4445 |
-0.0027 |
-0.2% |
1.4472 |
| Range |
0.0181 |
0.0177 |
-0.0004 |
-2.2% |
0.0331 |
| ATR |
0.0217 |
0.0214 |
-0.0003 |
-1.3% |
0.0000 |
| Volume |
169,648 |
137,365 |
-32,283 |
-19.0% |
789,295 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4973 |
1.4886 |
1.4542 |
|
| R3 |
1.4796 |
1.4709 |
1.4494 |
|
| R2 |
1.4619 |
1.4619 |
1.4477 |
|
| R1 |
1.4532 |
1.4532 |
1.4461 |
1.4487 |
| PP |
1.4442 |
1.4442 |
1.4442 |
1.4420 |
| S1 |
1.4355 |
1.4355 |
1.4429 |
1.4310 |
| S2 |
1.4265 |
1.4265 |
1.4413 |
|
| S3 |
1.4088 |
1.4178 |
1.4396 |
|
| S4 |
1.3911 |
1.4001 |
1.4348 |
|
|
| 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 |
1.4529 |
1.4227 |
0.0302 |
2.1% |
0.0205 |
1.4% |
72% |
True |
False |
154,239 |
| 10 |
1.5043 |
1.4227 |
0.0816 |
5.6% |
0.0231 |
1.6% |
27% |
False |
False |
162,096 |
| 20 |
1.5481 |
1.4227 |
0.1254 |
8.7% |
0.0235 |
1.6% |
17% |
False |
False |
161,785 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
9.0% |
0.0186 |
1.3% |
17% |
False |
False |
130,504 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
9.0% |
0.0185 |
1.3% |
17% |
False |
False |
110,972 |
| 80 |
1.6147 |
1.4227 |
0.1920 |
13.3% |
0.0176 |
1.2% |
11% |
False |
False |
83,377 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.3% |
0.0170 |
1.2% |
10% |
False |
False |
66,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5281 |
|
2.618 |
1.4992 |
|
1.618 |
1.4815 |
|
1.000 |
1.4706 |
|
0.618 |
1.4638 |
|
HIGH |
1.4529 |
|
0.618 |
1.4461 |
|
0.500 |
1.4441 |
|
0.382 |
1.4420 |
|
LOW |
1.4352 |
|
0.618 |
1.4243 |
|
1.000 |
1.4175 |
|
1.618 |
1.4066 |
|
2.618 |
1.3889 |
|
4.250 |
1.3600 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4444 |
1.4423 |
| PP |
1.4442 |
1.4400 |
| S1 |
1.4441 |
1.4378 |
|