CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4922 |
1.4835 |
-0.0087 |
-0.6% |
1.5260 |
| High |
1.5039 |
1.4908 |
-0.0131 |
-0.9% |
1.5270 |
| Low |
1.4813 |
1.4591 |
-0.0222 |
-1.5% |
1.4478 |
| Close |
1.4817 |
1.4636 |
-0.0181 |
-1.2% |
1.4809 |
| Range |
0.0226 |
0.0317 |
0.0091 |
40.3% |
0.0792 |
| ATR |
0.0192 |
0.0201 |
0.0009 |
4.6% |
0.0000 |
| Volume |
1,203 |
964 |
-239 |
-19.9% |
3,806 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5663 |
1.5466 |
1.4810 |
|
| R3 |
1.5346 |
1.5149 |
1.4723 |
|
| R2 |
1.5029 |
1.5029 |
1.4694 |
|
| R1 |
1.4832 |
1.4832 |
1.4665 |
1.4772 |
| PP |
1.4712 |
1.4712 |
1.4712 |
1.4682 |
| S1 |
1.4515 |
1.4515 |
1.4607 |
1.4455 |
| S2 |
1.4395 |
1.4395 |
1.4578 |
|
| S3 |
1.4078 |
1.4198 |
1.4549 |
|
| S4 |
1.3761 |
1.3881 |
1.4462 |
|
|
| 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 |
1.5047 |
1.4478 |
0.0569 |
3.9% |
0.0309 |
2.1% |
28% |
False |
False |
1,904 |
| 10 |
1.5380 |
1.4478 |
0.0902 |
6.2% |
0.0245 |
1.7% |
18% |
False |
False |
1,178 |
| 20 |
1.5485 |
1.4478 |
0.1007 |
6.9% |
0.0189 |
1.3% |
16% |
False |
False |
852 |
| 40 |
1.5509 |
1.4478 |
0.1031 |
7.0% |
0.0163 |
1.1% |
15% |
False |
False |
558 |
| 60 |
1.5509 |
1.4478 |
0.1031 |
7.0% |
0.0120 |
0.8% |
15% |
False |
False |
403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6255 |
|
2.618 |
1.5738 |
|
1.618 |
1.5421 |
|
1.000 |
1.5225 |
|
0.618 |
1.5104 |
|
HIGH |
1.4908 |
|
0.618 |
1.4787 |
|
0.500 |
1.4750 |
|
0.382 |
1.4712 |
|
LOW |
1.4591 |
|
0.618 |
1.4395 |
|
1.000 |
1.4274 |
|
1.618 |
1.4078 |
|
2.618 |
1.3761 |
|
4.250 |
1.3244 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4750 |
1.4815 |
| PP |
1.4712 |
1.4755 |
| S1 |
1.4674 |
1.4696 |
|