CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4392 |
1.4570 |
0.0178 |
1.2% |
1.4469 |
| High |
1.4610 |
1.4619 |
0.0009 |
0.1% |
1.4619 |
| Low |
1.4384 |
1.4440 |
0.0056 |
0.4% |
1.4271 |
| Close |
1.4590 |
1.4492 |
-0.0098 |
-0.7% |
1.4492 |
| Range |
0.0226 |
0.0179 |
-0.0047 |
-20.8% |
0.0348 |
| ATR |
0.0195 |
0.0194 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
796 |
1,600 |
804 |
101.0% |
6,954 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5054 |
1.4952 |
1.4590 |
|
| R3 |
1.4875 |
1.4773 |
1.4541 |
|
| R2 |
1.4696 |
1.4696 |
1.4525 |
|
| R1 |
1.4594 |
1.4594 |
1.4508 |
1.4556 |
| PP |
1.4517 |
1.4517 |
1.4517 |
1.4498 |
| S1 |
1.4415 |
1.4415 |
1.4476 |
1.4377 |
| S2 |
1.4338 |
1.4338 |
1.4459 |
|
| S3 |
1.4159 |
1.4236 |
1.4443 |
|
| S4 |
1.3980 |
1.4057 |
1.4394 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5505 |
1.5346 |
1.4683 |
|
| R3 |
1.5157 |
1.4998 |
1.4588 |
|
| R2 |
1.4809 |
1.4809 |
1.4556 |
|
| R1 |
1.4650 |
1.4650 |
1.4524 |
1.4730 |
| PP |
1.4461 |
1.4461 |
1.4461 |
1.4500 |
| S1 |
1.4302 |
1.4302 |
1.4460 |
1.4382 |
| S2 |
1.4113 |
1.4113 |
1.4428 |
|
| S3 |
1.3765 |
1.3954 |
1.4396 |
|
| S4 |
1.3417 |
1.3606 |
1.4301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4619 |
1.4271 |
0.0348 |
2.4% |
0.0165 |
1.1% |
64% |
True |
False |
1,390 |
| 10 |
1.4619 |
1.4233 |
0.0386 |
2.7% |
0.0190 |
1.3% |
67% |
True |
False |
1,384 |
| 20 |
1.5270 |
1.4233 |
0.1037 |
7.2% |
0.0218 |
1.5% |
25% |
False |
False |
1,520 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0173 |
1.2% |
20% |
False |
False |
946 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0154 |
1.1% |
20% |
False |
False |
722 |
| 80 |
1.5758 |
1.4233 |
0.1525 |
10.5% |
0.0115 |
0.8% |
17% |
False |
False |
542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5380 |
|
2.618 |
1.5088 |
|
1.618 |
1.4909 |
|
1.000 |
1.4798 |
|
0.618 |
1.4730 |
|
HIGH |
1.4619 |
|
0.618 |
1.4551 |
|
0.500 |
1.4530 |
|
0.382 |
1.4508 |
|
LOW |
1.4440 |
|
0.618 |
1.4329 |
|
1.000 |
1.4261 |
|
1.618 |
1.4150 |
|
2.618 |
1.3971 |
|
4.250 |
1.3679 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4530 |
1.4488 |
| PP |
1.4517 |
1.4485 |
| S1 |
1.4505 |
1.4481 |
|