CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4373 |
1.4562 |
0.0189 |
1.3% |
1.4462 |
| High |
1.4609 |
1.4613 |
0.0004 |
0.0% |
1.4613 |
| Low |
1.4373 |
1.4435 |
0.0062 |
0.4% |
1.4260 |
| Close |
1.4587 |
1.4488 |
-0.0099 |
-0.7% |
1.4488 |
| Range |
0.0236 |
0.0178 |
-0.0058 |
-24.6% |
0.0353 |
| ATR |
0.0208 |
0.0205 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
109,077 |
138,585 |
29,508 |
27.1% |
574,736 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5046 |
1.4945 |
1.4586 |
|
| R3 |
1.4868 |
1.4767 |
1.4537 |
|
| R2 |
1.4690 |
1.4690 |
1.4521 |
|
| R1 |
1.4589 |
1.4589 |
1.4504 |
1.4551 |
| PP |
1.4512 |
1.4512 |
1.4512 |
1.4493 |
| S1 |
1.4411 |
1.4411 |
1.4472 |
1.4373 |
| S2 |
1.4334 |
1.4334 |
1.4455 |
|
| S3 |
1.4156 |
1.4233 |
1.4439 |
|
| S4 |
1.3978 |
1.4055 |
1.4390 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5513 |
1.5353 |
1.4682 |
|
| R3 |
1.5160 |
1.5000 |
1.4585 |
|
| R2 |
1.4807 |
1.4807 |
1.4553 |
|
| R1 |
1.4647 |
1.4647 |
1.4520 |
1.4727 |
| PP |
1.4454 |
1.4454 |
1.4454 |
1.4494 |
| S1 |
1.4294 |
1.4294 |
1.4456 |
1.4374 |
| S2 |
1.4101 |
1.4101 |
1.4423 |
|
| S3 |
1.3748 |
1.3941 |
1.4391 |
|
| S4 |
1.3395 |
1.3588 |
1.4294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4613 |
1.4260 |
0.0353 |
2.4% |
0.0178 |
1.2% |
65% |
True |
False |
114,947 |
| 10 |
1.4613 |
1.4227 |
0.0386 |
2.7% |
0.0205 |
1.4% |
68% |
True |
False |
136,403 |
| 20 |
1.5317 |
1.4227 |
0.1090 |
7.5% |
0.0233 |
1.6% |
24% |
False |
False |
155,505 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0190 |
1.3% |
20% |
False |
False |
130,871 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0183 |
1.3% |
20% |
False |
False |
118,000 |
| 80 |
1.5906 |
1.4227 |
0.1679 |
11.6% |
0.0179 |
1.2% |
16% |
False |
False |
88,830 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.2% |
0.0169 |
1.2% |
12% |
False |
False |
71,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5370 |
|
2.618 |
1.5079 |
|
1.618 |
1.4901 |
|
1.000 |
1.4791 |
|
0.618 |
1.4723 |
|
HIGH |
1.4613 |
|
0.618 |
1.4545 |
|
0.500 |
1.4524 |
|
0.382 |
1.4503 |
|
LOW |
1.4435 |
|
0.618 |
1.4325 |
|
1.000 |
1.4257 |
|
1.618 |
1.4147 |
|
2.618 |
1.3969 |
|
4.250 |
1.3679 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4524 |
1.4483 |
| PP |
1.4512 |
1.4477 |
| S1 |
1.4500 |
1.4472 |
|