CME British Pound Future September 2010
Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.5093 |
1.4785 |
-0.0308 |
-2.0% |
1.5260 |
High |
1.5144 |
1.4922 |
-0.0222 |
-1.5% |
1.5270 |
Low |
1.4684 |
1.4478 |
-0.0206 |
-1.4% |
1.4478 |
Close |
1.4782 |
1.4809 |
0.0027 |
0.2% |
1.4809 |
Range |
0.0460 |
0.0444 |
-0.0016 |
-3.5% |
0.0792 |
ATR |
0.0155 |
0.0175 |
0.0021 |
13.3% |
0.0000 |
Volume |
615 |
2,041 |
1,426 |
231.9% |
3,806 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6068 |
1.5883 |
1.5053 |
|
R3 |
1.5624 |
1.5439 |
1.4931 |
|
R2 |
1.5180 |
1.5180 |
1.4890 |
|
R1 |
1.4995 |
1.4995 |
1.4850 |
1.5088 |
PP |
1.4736 |
1.4736 |
1.4736 |
1.4783 |
S1 |
1.4551 |
1.4551 |
1.4768 |
1.4644 |
S2 |
1.4292 |
1.4292 |
1.4728 |
|
S3 |
1.3848 |
1.4107 |
1.4687 |
|
S4 |
1.3404 |
1.3663 |
1.4565 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7228 |
1.6811 |
1.5245 |
|
R3 |
1.6436 |
1.6019 |
1.5027 |
|
R2 |
1.5644 |
1.5644 |
1.4954 |
|
R1 |
1.5227 |
1.5227 |
1.4882 |
1.5040 |
PP |
1.4852 |
1.4852 |
1.4852 |
1.4759 |
S1 |
1.4435 |
1.4435 |
1.4736 |
1.4248 |
S2 |
1.4060 |
1.4060 |
1.4664 |
|
S3 |
1.3268 |
1.3643 |
1.4591 |
|
S4 |
1.2476 |
1.2851 |
1.4373 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5270 |
1.4478 |
0.0792 |
5.3% |
0.0244 |
1.6% |
42% |
False |
True |
761 |
10 |
1.5485 |
1.4478 |
0.1007 |
6.8% |
0.0197 |
1.3% |
33% |
False |
True |
757 |
20 |
1.5509 |
1.4478 |
0.1031 |
7.0% |
0.0157 |
1.1% |
32% |
False |
True |
522 |
40 |
1.5509 |
1.4478 |
0.1031 |
7.0% |
0.0152 |
1.0% |
32% |
False |
True |
417 |
60 |
1.5758 |
1.4478 |
0.1280 |
8.6% |
0.0102 |
0.7% |
26% |
False |
True |
279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6809 |
2.618 |
1.6084 |
1.618 |
1.5640 |
1.000 |
1.5366 |
0.618 |
1.5196 |
HIGH |
1.4922 |
0.618 |
1.4752 |
0.500 |
1.4700 |
0.382 |
1.4648 |
LOW |
1.4478 |
0.618 |
1.4204 |
1.000 |
1.4034 |
1.618 |
1.3760 |
2.618 |
1.3316 |
4.250 |
1.2591 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.4773 |
1.4819 |
PP |
1.4736 |
1.4816 |
S1 |
1.4700 |
1.4812 |
|