CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4462 |
1.4411 |
-0.0051 |
-0.4% |
1.4518 |
| High |
1.4529 |
1.4445 |
-0.0084 |
-0.6% |
1.4558 |
| Low |
1.4352 |
1.4260 |
-0.0092 |
-0.6% |
1.4227 |
| Close |
1.4445 |
1.4365 |
-0.0080 |
-0.6% |
1.4472 |
| Range |
0.0177 |
0.0185 |
0.0008 |
4.5% |
0.0331 |
| ATR |
0.0214 |
0.0212 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
137,365 |
84,453 |
-52,912 |
-38.5% |
789,295 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4912 |
1.4823 |
1.4467 |
|
| R3 |
1.4727 |
1.4638 |
1.4416 |
|
| R2 |
1.4542 |
1.4542 |
1.4399 |
|
| R1 |
1.4453 |
1.4453 |
1.4382 |
1.4405 |
| PP |
1.4357 |
1.4357 |
1.4357 |
1.4333 |
| S1 |
1.4268 |
1.4268 |
1.4348 |
1.4220 |
| S2 |
1.4172 |
1.4172 |
1.4331 |
|
| S3 |
1.3987 |
1.4083 |
1.4314 |
|
| S4 |
1.3802 |
1.3898 |
1.4263 |
|
|
| 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% |
0.0198 |
1.4% |
46% |
False |
False |
140,301 |
| 10 |
1.5043 |
1.4227 |
0.0816 |
5.7% |
0.0221 |
1.5% |
17% |
False |
False |
151,295 |
| 20 |
1.5389 |
1.4227 |
0.1162 |
8.1% |
0.0232 |
1.6% |
12% |
False |
False |
160,623 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
9.0% |
0.0187 |
1.3% |
11% |
False |
False |
130,161 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
9.0% |
0.0181 |
1.3% |
11% |
False |
False |
112,354 |
| 80 |
1.6046 |
1.4227 |
0.1819 |
12.7% |
0.0176 |
1.2% |
8% |
False |
False |
84,428 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.4% |
0.0169 |
1.2% |
6% |
False |
False |
67,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5231 |
|
2.618 |
1.4929 |
|
1.618 |
1.4744 |
|
1.000 |
1.4630 |
|
0.618 |
1.4559 |
|
HIGH |
1.4445 |
|
0.618 |
1.4374 |
|
0.500 |
1.4353 |
|
0.382 |
1.4331 |
|
LOW |
1.4260 |
|
0.618 |
1.4146 |
|
1.000 |
1.4075 |
|
1.618 |
1.3961 |
|
2.618 |
1.3776 |
|
4.250 |
1.3474 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4361 |
1.4395 |
| PP |
1.4357 |
1.4385 |
| S1 |
1.4353 |
1.4375 |
|