CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4785 |
1.4803 |
0.0018 |
0.1% |
1.5260 |
| High |
1.4922 |
1.5047 |
0.0125 |
0.8% |
1.5270 |
| Low |
1.4478 |
1.4763 |
0.0285 |
2.0% |
1.4478 |
| Close |
1.4809 |
1.4874 |
0.0065 |
0.4% |
1.4809 |
| Range |
0.0444 |
0.0284 |
-0.0160 |
-36.0% |
0.0792 |
| ATR |
0.0175 |
0.0183 |
0.0008 |
4.4% |
0.0000 |
| Volume |
2,041 |
2,481 |
440 |
21.6% |
3,806 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5747 |
1.5594 |
1.5030 |
|
| R3 |
1.5463 |
1.5310 |
1.4952 |
|
| R2 |
1.5179 |
1.5179 |
1.4926 |
|
| R1 |
1.5026 |
1.5026 |
1.4900 |
1.5103 |
| PP |
1.4895 |
1.4895 |
1.4895 |
1.4933 |
| S1 |
1.4742 |
1.4742 |
1.4848 |
1.4819 |
| S2 |
1.4611 |
1.4611 |
1.4822 |
|
| S3 |
1.4327 |
1.4458 |
1.4796 |
|
| S4 |
1.4043 |
1.4174 |
1.4718 |
|
|
| 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 |
1.5250 |
1.4478 |
0.0772 |
5.2% |
0.0288 |
1.9% |
51% |
False |
False |
1,193 |
| 10 |
1.5470 |
1.4478 |
0.0992 |
6.7% |
0.0219 |
1.5% |
40% |
False |
False |
950 |
| 20 |
1.5509 |
1.4478 |
0.1031 |
6.9% |
0.0165 |
1.1% |
38% |
False |
False |
639 |
| 40 |
1.5509 |
1.4478 |
0.1031 |
6.9% |
0.0155 |
1.0% |
38% |
False |
False |
479 |
| 60 |
1.5758 |
1.4478 |
0.1280 |
8.6% |
0.0106 |
0.7% |
31% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6254 |
|
2.618 |
1.5791 |
|
1.618 |
1.5507 |
|
1.000 |
1.5331 |
|
0.618 |
1.5223 |
|
HIGH |
1.5047 |
|
0.618 |
1.4939 |
|
0.500 |
1.4905 |
|
0.382 |
1.4871 |
|
LOW |
1.4763 |
|
0.618 |
1.4587 |
|
1.000 |
1.4479 |
|
1.618 |
1.4303 |
|
2.618 |
1.4019 |
|
4.250 |
1.3556 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4905 |
1.4853 |
| PP |
1.4895 |
1.4832 |
| S1 |
1.4884 |
1.4811 |
|