CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.5262 |
1.5207 |
-0.0055 |
-0.4% |
1.5441 |
High |
1.5262 |
1.5207 |
-0.0055 |
-0.4% |
1.5441 |
Low |
1.5262 |
1.5207 |
-0.0055 |
-0.4% |
1.5140 |
Close |
1.5262 |
1.5245 |
-0.0017 |
-0.1% |
1.5262 |
Range |
|
|
|
|
|
ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5220 |
1.5232 |
1.5245 |
|
R3 |
1.5220 |
1.5232 |
1.5245 |
|
R2 |
1.5220 |
1.5220 |
1.5245 |
|
R1 |
1.5232 |
1.5232 |
1.5245 |
1.5226 |
PP |
1.5220 |
1.5220 |
1.5220 |
1.5217 |
S1 |
1.5232 |
1.5232 |
1.5245 |
1.5226 |
S2 |
1.5220 |
1.5220 |
1.5245 |
|
S3 |
1.5220 |
1.5232 |
1.5245 |
|
S4 |
1.5220 |
1.5232 |
1.5245 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6184 |
1.6024 |
1.5428 |
|
R3 |
1.5883 |
1.5723 |
1.5345 |
|
R2 |
1.5582 |
1.5582 |
1.5317 |
|
R1 |
1.5422 |
1.5422 |
1.5290 |
1.5352 |
PP |
1.5281 |
1.5281 |
1.5281 |
1.5246 |
S1 |
1.5121 |
1.5121 |
1.5234 |
1.5051 |
S2 |
1.4980 |
1.4980 |
1.5207 |
|
S3 |
1.4679 |
1.4820 |
1.5179 |
|
S4 |
1.4378 |
1.4519 |
1.5096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5320 |
1.5140 |
0.0180 |
1.2% |
0.0000 |
0.0% |
58% |
False |
False |
1 |
10 |
1.5441 |
1.5140 |
0.0301 |
2.0% |
0.0000 |
0.0% |
35% |
False |
False |
1 |
20 |
1.5488 |
1.5140 |
0.0348 |
2.3% |
0.0000 |
0.0% |
30% |
False |
False |
1 |
40 |
1.5488 |
1.4802 |
0.0686 |
4.5% |
0.0001 |
0.0% |
65% |
False |
False |
1 |
60 |
1.5749 |
1.4802 |
0.0947 |
6.2% |
0.0001 |
0.0% |
47% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5207 |
2.618 |
1.5207 |
1.618 |
1.5207 |
1.000 |
1.5207 |
0.618 |
1.5207 |
HIGH |
1.5207 |
0.618 |
1.5207 |
0.500 |
1.5207 |
0.382 |
1.5207 |
LOW |
1.5207 |
0.618 |
1.5207 |
1.000 |
1.5207 |
1.618 |
1.5207 |
2.618 |
1.5207 |
4.250 |
1.5207 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5232 |
1.5264 |
PP |
1.5220 |
1.5257 |
S1 |
1.5207 |
1.5251 |
|