CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4803 |
1.4830 |
0.0027 |
0.2% |
1.5260 |
| High |
1.5047 |
1.4995 |
-0.0052 |
-0.3% |
1.5270 |
| Low |
1.4763 |
1.4721 |
-0.0042 |
-0.3% |
1.4478 |
| Close |
1.4874 |
1.4948 |
0.0074 |
0.5% |
1.4809 |
| Range |
0.0284 |
0.0274 |
-0.0010 |
-3.5% |
0.0792 |
| ATR |
0.0183 |
0.0190 |
0.0006 |
3.5% |
0.0000 |
| Volume |
2,481 |
2,834 |
353 |
14.2% |
3,806 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5710 |
1.5603 |
1.5099 |
|
| R3 |
1.5436 |
1.5329 |
1.5023 |
|
| R2 |
1.5162 |
1.5162 |
1.4998 |
|
| R1 |
1.5055 |
1.5055 |
1.4973 |
1.5109 |
| PP |
1.4888 |
1.4888 |
1.4888 |
1.4915 |
| S1 |
1.4781 |
1.4781 |
1.4923 |
1.4835 |
| S2 |
1.4614 |
1.4614 |
1.4898 |
|
| S3 |
1.4340 |
1.4507 |
1.4873 |
|
| S4 |
1.4066 |
1.4233 |
1.4797 |
|
|
| 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 |
1.5160 |
1.4478 |
0.0682 |
4.6% |
0.0311 |
2.1% |
69% |
False |
False |
1,741 |
| 10 |
1.5380 |
1.4478 |
0.0902 |
6.0% |
0.0223 |
1.5% |
52% |
False |
False |
1,202 |
| 20 |
1.5509 |
1.4478 |
0.1031 |
6.9% |
0.0174 |
1.2% |
46% |
False |
False |
775 |
| 40 |
1.5509 |
1.4478 |
0.1031 |
6.9% |
0.0156 |
1.0% |
46% |
False |
False |
537 |
| 60 |
1.5667 |
1.4478 |
0.1189 |
8.0% |
0.0111 |
0.7% |
40% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6160 |
|
2.618 |
1.5712 |
|
1.618 |
1.5438 |
|
1.000 |
1.5269 |
|
0.618 |
1.5164 |
|
HIGH |
1.4995 |
|
0.618 |
1.4890 |
|
0.500 |
1.4858 |
|
0.382 |
1.4826 |
|
LOW |
1.4721 |
|
0.618 |
1.4552 |
|
1.000 |
1.4447 |
|
1.618 |
1.4278 |
|
2.618 |
1.4004 |
|
4.250 |
1.3557 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4918 |
1.4886 |
| PP |
1.4888 |
1.4824 |
| S1 |
1.4858 |
1.4763 |
|