CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4296 |
1.4411 |
0.0115 |
0.8% |
1.4803 |
| High |
1.4442 |
1.4461 |
0.0019 |
0.1% |
1.5047 |
| Low |
1.4237 |
1.4233 |
-0.0004 |
0.0% |
1.4494 |
| Close |
1.4397 |
1.4418 |
0.0021 |
0.1% |
1.4557 |
| Range |
0.0205 |
0.0228 |
0.0023 |
11.2% |
0.0553 |
| ATR |
0.0204 |
0.0206 |
0.0002 |
0.8% |
0.0000 |
| Volume |
1,007 |
2,009 |
1,002 |
99.5% |
12,761 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5055 |
1.4964 |
1.4543 |
|
| R3 |
1.4827 |
1.4736 |
1.4481 |
|
| R2 |
1.4599 |
1.4599 |
1.4460 |
|
| R1 |
1.4508 |
1.4508 |
1.4439 |
1.4554 |
| PP |
1.4371 |
1.4371 |
1.4371 |
1.4393 |
| S1 |
1.4280 |
1.4280 |
1.4397 |
1.4326 |
| S2 |
1.4143 |
1.4143 |
1.4376 |
|
| S3 |
1.3915 |
1.4052 |
1.4355 |
|
| S4 |
1.3687 |
1.3824 |
1.4293 |
|
|
| 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 |
1.4628 |
1.4233 |
0.0395 |
2.7% |
0.0205 |
1.4% |
47% |
False |
True |
2,104 |
| 10 |
1.5047 |
1.4233 |
0.0814 |
5.6% |
0.0257 |
1.8% |
23% |
False |
True |
2,004 |
| 20 |
1.5485 |
1.4233 |
0.1252 |
8.7% |
0.0210 |
1.5% |
15% |
False |
True |
1,302 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.9% |
0.0166 |
1.2% |
14% |
False |
True |
767 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.9% |
0.0137 |
0.9% |
14% |
False |
True |
579 |
| 80 |
1.6100 |
1.4233 |
0.1867 |
12.9% |
0.0103 |
0.7% |
10% |
False |
True |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5430 |
|
2.618 |
1.5058 |
|
1.618 |
1.4830 |
|
1.000 |
1.4689 |
|
0.618 |
1.4602 |
|
HIGH |
1.4461 |
|
0.618 |
1.4374 |
|
0.500 |
1.4347 |
|
0.382 |
1.4320 |
|
LOW |
1.4233 |
|
0.618 |
1.4092 |
|
1.000 |
1.4005 |
|
1.618 |
1.3864 |
|
2.618 |
1.3636 |
|
4.250 |
1.3264 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4394 |
1.4404 |
| PP |
1.4371 |
1.4389 |
| S1 |
1.4347 |
1.4375 |
|