CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4600 |
1.4517 |
-0.0083 |
-0.6% |
1.4803 |
| High |
1.4628 |
1.4517 |
-0.0111 |
-0.8% |
1.5047 |
| Low |
1.4494 |
1.4261 |
-0.0233 |
-1.6% |
1.4494 |
| Close |
1.4557 |
1.4475 |
-0.0082 |
-0.6% |
1.4557 |
| Range |
0.0134 |
0.0256 |
0.0122 |
91.0% |
0.0553 |
| ATR |
0.0197 |
0.0204 |
0.0007 |
3.6% |
0.0000 |
| Volume |
5,279 |
1,261 |
-4,018 |
-76.1% |
12,761 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5186 |
1.5086 |
1.4616 |
|
| R3 |
1.4930 |
1.4830 |
1.4545 |
|
| R2 |
1.4674 |
1.4674 |
1.4522 |
|
| R1 |
1.4574 |
1.4574 |
1.4498 |
1.4496 |
| PP |
1.4418 |
1.4418 |
1.4418 |
1.4379 |
| S1 |
1.4318 |
1.4318 |
1.4452 |
1.4240 |
| S2 |
1.4162 |
1.4162 |
1.4428 |
|
| S3 |
1.3906 |
1.4062 |
1.4405 |
|
| S4 |
1.3650 |
1.3806 |
1.4334 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6358 |
1.6011 |
1.4861 |
|
| R3 |
1.5805 |
1.5458 |
1.4709 |
|
| R2 |
1.5252 |
1.5252 |
1.4658 |
|
| R1 |
1.4905 |
1.4905 |
1.4608 |
1.4802 |
| PP |
1.4699 |
1.4699 |
1.4699 |
1.4648 |
| S1 |
1.4352 |
1.4352 |
1.4506 |
1.4249 |
| S2 |
1.4146 |
1.4146 |
1.4456 |
|
| S3 |
1.3593 |
1.3799 |
1.4405 |
|
| S4 |
1.3040 |
1.3246 |
1.4253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5039 |
1.4261 |
0.0778 |
5.4% |
0.0241 |
1.7% |
28% |
False |
True |
2,308 |
| 10 |
1.5250 |
1.4261 |
0.0989 |
6.8% |
0.0265 |
1.8% |
22% |
False |
True |
1,750 |
| 20 |
1.5485 |
1.4261 |
0.1224 |
8.5% |
0.0196 |
1.4% |
17% |
False |
True |
1,144 |
| 40 |
1.5509 |
1.4261 |
0.1248 |
8.6% |
0.0162 |
1.1% |
17% |
False |
True |
683 |
| 60 |
1.5509 |
1.4261 |
0.1248 |
8.6% |
0.0126 |
0.9% |
17% |
False |
True |
512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5605 |
|
2.618 |
1.5187 |
|
1.618 |
1.4931 |
|
1.000 |
1.4773 |
|
0.618 |
1.4675 |
|
HIGH |
1.4517 |
|
0.618 |
1.4419 |
|
0.500 |
1.4389 |
|
0.382 |
1.4359 |
|
LOW |
1.4261 |
|
0.618 |
1.4103 |
|
1.000 |
1.4005 |
|
1.618 |
1.3847 |
|
2.618 |
1.3591 |
|
4.250 |
1.3173 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4446 |
1.4585 |
| PP |
1.4418 |
1.4548 |
| S1 |
1.4389 |
1.4512 |
|