CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4371 |
1.4469 |
0.0098 |
0.7% |
1.4517 |
| High |
1.4501 |
1.4524 |
0.0023 |
0.2% |
1.4517 |
| Low |
1.4318 |
1.4359 |
0.0041 |
0.3% |
1.4233 |
| Close |
1.4474 |
1.4448 |
-0.0026 |
-0.2% |
1.4474 |
| Range |
0.0183 |
0.0165 |
-0.0018 |
-9.8% |
0.0284 |
| ATR |
0.0204 |
0.0201 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
1,642 |
2,100 |
458 |
27.9% |
6,887 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4939 |
1.4858 |
1.4539 |
|
| R3 |
1.4774 |
1.4693 |
1.4493 |
|
| R2 |
1.4609 |
1.4609 |
1.4478 |
|
| R1 |
1.4528 |
1.4528 |
1.4463 |
1.4486 |
| PP |
1.4444 |
1.4444 |
1.4444 |
1.4423 |
| S1 |
1.4363 |
1.4363 |
1.4433 |
1.4321 |
| S2 |
1.4279 |
1.4279 |
1.4418 |
|
| S3 |
1.4114 |
1.4198 |
1.4403 |
|
| S4 |
1.3949 |
1.4033 |
1.4357 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5260 |
1.5151 |
1.4630 |
|
| R3 |
1.4976 |
1.4867 |
1.4552 |
|
| R2 |
1.4692 |
1.4692 |
1.4526 |
|
| R1 |
1.4583 |
1.4583 |
1.4500 |
1.4496 |
| PP |
1.4408 |
1.4408 |
1.4408 |
1.4364 |
| S1 |
1.4299 |
1.4299 |
1.4448 |
1.4212 |
| S2 |
1.4124 |
1.4124 |
1.4422 |
|
| S3 |
1.3840 |
1.4015 |
1.4396 |
|
| S4 |
1.3556 |
1.3731 |
1.4318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4524 |
1.4233 |
0.0291 |
2.0% |
0.0197 |
1.4% |
74% |
True |
False |
1,545 |
| 10 |
1.5039 |
1.4233 |
0.0806 |
5.6% |
0.0219 |
1.5% |
27% |
False |
False |
1,926 |
| 20 |
1.5470 |
1.4233 |
0.1237 |
8.6% |
0.0219 |
1.5% |
17% |
False |
False |
1,438 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0169 |
1.2% |
17% |
False |
False |
850 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0143 |
1.0% |
17% |
False |
False |
641 |
| 80 |
1.5948 |
1.4233 |
0.1715 |
11.9% |
0.0108 |
0.7% |
13% |
False |
False |
481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5225 |
|
2.618 |
1.4956 |
|
1.618 |
1.4791 |
|
1.000 |
1.4689 |
|
0.618 |
1.4626 |
|
HIGH |
1.4524 |
|
0.618 |
1.4461 |
|
0.500 |
1.4442 |
|
0.382 |
1.4422 |
|
LOW |
1.4359 |
|
0.618 |
1.4257 |
|
1.000 |
1.4194 |
|
1.618 |
1.4092 |
|
2.618 |
1.3927 |
|
4.250 |
1.3658 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4446 |
1.4425 |
| PP |
1.4444 |
1.4402 |
| S1 |
1.4442 |
1.4379 |
|