CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4432 |
1.4392 |
-0.0040 |
-0.3% |
1.4517 |
| High |
1.4450 |
1.4610 |
0.0160 |
1.1% |
1.4517 |
| Low |
1.4343 |
1.4384 |
0.0041 |
0.3% |
1.4233 |
| Close |
1.4416 |
1.4590 |
0.0174 |
1.2% |
1.4474 |
| Range |
0.0107 |
0.0226 |
0.0119 |
111.2% |
0.0284 |
| ATR |
0.0193 |
0.0195 |
0.0002 |
1.2% |
0.0000 |
| Volume |
1,448 |
796 |
-652 |
-45.0% |
6,887 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5206 |
1.5124 |
1.4714 |
|
| R3 |
1.4980 |
1.4898 |
1.4652 |
|
| R2 |
1.4754 |
1.4754 |
1.4631 |
|
| R1 |
1.4672 |
1.4672 |
1.4611 |
1.4713 |
| PP |
1.4528 |
1.4528 |
1.4528 |
1.4549 |
| S1 |
1.4446 |
1.4446 |
1.4569 |
1.4487 |
| S2 |
1.4302 |
1.4302 |
1.4549 |
|
| S3 |
1.4076 |
1.4220 |
1.4528 |
|
| S4 |
1.3850 |
1.3994 |
1.4466 |
|
|
| 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 |
1.4610 |
1.4271 |
0.0339 |
2.3% |
0.0165 |
1.1% |
94% |
True |
False |
1,399 |
| 10 |
1.4628 |
1.4233 |
0.0395 |
2.7% |
0.0185 |
1.3% |
90% |
False |
False |
1,752 |
| 20 |
1.5380 |
1.4233 |
0.1147 |
7.9% |
0.0215 |
1.5% |
31% |
False |
False |
1,465 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0171 |
1.2% |
28% |
False |
False |
913 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0151 |
1.0% |
28% |
False |
False |
695 |
| 80 |
1.5758 |
1.4233 |
0.1525 |
10.5% |
0.0113 |
0.8% |
23% |
False |
False |
522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5571 |
|
2.618 |
1.5202 |
|
1.618 |
1.4976 |
|
1.000 |
1.4836 |
|
0.618 |
1.4750 |
|
HIGH |
1.4610 |
|
0.618 |
1.4524 |
|
0.500 |
1.4497 |
|
0.382 |
1.4470 |
|
LOW |
1.4384 |
|
0.618 |
1.4244 |
|
1.000 |
1.4158 |
|
1.618 |
1.4018 |
|
2.618 |
1.3792 |
|
4.250 |
1.3424 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4559 |
1.4540 |
| PP |
1.4528 |
1.4490 |
| S1 |
1.4497 |
1.4441 |
|