CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5207 |
1.5170 |
-0.0037 |
-0.2% |
1.5441 |
| High |
1.5207 |
1.5178 |
-0.0029 |
-0.2% |
1.5441 |
| Low |
1.5207 |
1.5112 |
-0.0095 |
-0.6% |
1.5140 |
| Close |
1.5245 |
1.5152 |
-0.0093 |
-0.6% |
1.5262 |
| Range |
0.0000 |
0.0066 |
0.0066 |
|
0.0301 |
| ATR |
0.0075 |
0.0080 |
0.0004 |
5.4% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
11 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5345 |
1.5315 |
1.5188 |
|
| R3 |
1.5279 |
1.5249 |
1.5170 |
|
| R2 |
1.5213 |
1.5213 |
1.5164 |
|
| R1 |
1.5183 |
1.5183 |
1.5158 |
1.5165 |
| PP |
1.5147 |
1.5147 |
1.5147 |
1.5139 |
| S1 |
1.5117 |
1.5117 |
1.5146 |
1.5099 |
| S2 |
1.5081 |
1.5081 |
1.5140 |
|
| S3 |
1.5015 |
1.5051 |
1.5134 |
|
| S4 |
1.4949 |
1.4985 |
1.5116 |
|
|
| 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 |
1.5112 |
0.0208 |
1.4% |
0.0013 |
0.1% |
19% |
False |
True |
1 |
| 10 |
1.5441 |
1.5112 |
0.0329 |
2.2% |
0.0007 |
0.0% |
12% |
False |
True |
1 |
| 20 |
1.5488 |
1.5112 |
0.0376 |
2.5% |
0.0003 |
0.0% |
11% |
False |
True |
1 |
| 40 |
1.5488 |
1.4802 |
0.0686 |
4.5% |
0.0002 |
0.0% |
51% |
False |
False |
2 |
| 60 |
1.5749 |
1.4802 |
0.0947 |
6.3% |
0.0002 |
0.0% |
37% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5459 |
|
2.618 |
1.5351 |
|
1.618 |
1.5285 |
|
1.000 |
1.5244 |
|
0.618 |
1.5219 |
|
HIGH |
1.5178 |
|
0.618 |
1.5153 |
|
0.500 |
1.5145 |
|
0.382 |
1.5137 |
|
LOW |
1.5112 |
|
0.618 |
1.5071 |
|
1.000 |
1.5046 |
|
1.618 |
1.5005 |
|
2.618 |
1.4939 |
|
4.250 |
1.4832 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5150 |
1.5187 |
| PP |
1.5147 |
1.5175 |
| S1 |
1.5145 |
1.5164 |
|