CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5130 |
1.5093 |
-0.0037 |
-0.2% |
1.5420 |
| High |
1.5160 |
1.5144 |
-0.0016 |
-0.1% |
1.5485 |
| Low |
1.5069 |
1.4684 |
-0.0385 |
-2.6% |
1.5138 |
| Close |
1.5097 |
1.4782 |
-0.0315 |
-2.1% |
1.5268 |
| Range |
0.0091 |
0.0460 |
0.0369 |
405.5% |
0.0347 |
| ATR |
0.0131 |
0.0155 |
0.0023 |
17.9% |
0.0000 |
| Volume |
738 |
615 |
-123 |
-16.7% |
3,766 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6250 |
1.5976 |
1.5035 |
|
| R3 |
1.5790 |
1.5516 |
1.4909 |
|
| R2 |
1.5330 |
1.5330 |
1.4866 |
|
| R1 |
1.5056 |
1.5056 |
1.4824 |
1.4963 |
| PP |
1.4870 |
1.4870 |
1.4870 |
1.4824 |
| S1 |
1.4596 |
1.4596 |
1.4740 |
1.4503 |
| S2 |
1.4410 |
1.4410 |
1.4698 |
|
| S3 |
1.3950 |
1.4136 |
1.4656 |
|
| S4 |
1.3490 |
1.3676 |
1.4529 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6338 |
1.6150 |
1.5459 |
|
| R3 |
1.5991 |
1.5803 |
1.5363 |
|
| R2 |
1.5644 |
1.5644 |
1.5332 |
|
| R1 |
1.5456 |
1.5456 |
1.5300 |
1.5377 |
| PP |
1.5297 |
1.5297 |
1.5297 |
1.5257 |
| S1 |
1.5109 |
1.5109 |
1.5236 |
1.5030 |
| S2 |
1.4950 |
1.4950 |
1.5204 |
|
| S3 |
1.4603 |
1.4762 |
1.5173 |
|
| S4 |
1.4256 |
1.4415 |
1.5077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5380 |
1.4684 |
0.0696 |
4.7% |
0.0182 |
1.2% |
14% |
False |
True |
452 |
| 10 |
1.5485 |
1.4684 |
0.0801 |
5.4% |
0.0163 |
1.1% |
12% |
False |
True |
600 |
| 20 |
1.5509 |
1.4684 |
0.0825 |
5.6% |
0.0140 |
0.9% |
12% |
False |
True |
431 |
| 40 |
1.5509 |
1.4684 |
0.0825 |
5.6% |
0.0141 |
1.0% |
12% |
False |
True |
366 |
| 60 |
1.5758 |
1.4684 |
0.1074 |
7.3% |
0.0094 |
0.6% |
9% |
False |
True |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7099 |
|
2.618 |
1.6348 |
|
1.618 |
1.5888 |
|
1.000 |
1.5604 |
|
0.618 |
1.5428 |
|
HIGH |
1.5144 |
|
0.618 |
1.4968 |
|
0.500 |
1.4914 |
|
0.382 |
1.4860 |
|
LOW |
1.4684 |
|
0.618 |
1.4400 |
|
1.000 |
1.4224 |
|
1.618 |
1.3940 |
|
2.618 |
1.3480 |
|
4.250 |
1.2729 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4914 |
1.4967 |
| PP |
1.4870 |
1.4905 |
| S1 |
1.4826 |
1.4844 |
|