CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.5113 |
1.5096 |
-0.0017 |
-0.1% |
1.5441 |
High |
1.5139 |
1.5100 |
-0.0039 |
-0.3% |
1.5441 |
Low |
1.5113 |
1.4672 |
-0.0441 |
-2.9% |
1.5140 |
Close |
1.5095 |
1.4783 |
-0.0312 |
-2.1% |
1.5262 |
Range |
0.0026 |
0.0428 |
0.0402 |
1,546.2% |
0.0301 |
ATR |
0.0077 |
0.0102 |
0.0025 |
32.7% |
0.0000 |
Volume |
6 |
2 |
-4 |
-66.7% |
11 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6136 |
1.5887 |
1.5018 |
|
R3 |
1.5708 |
1.5459 |
1.4901 |
|
R2 |
1.5280 |
1.5280 |
1.4861 |
|
R1 |
1.5031 |
1.5031 |
1.4822 |
1.4942 |
PP |
1.4852 |
1.4852 |
1.4852 |
1.4807 |
S1 |
1.4603 |
1.4603 |
1.4744 |
1.4514 |
S2 |
1.4424 |
1.4424 |
1.4705 |
|
S3 |
1.3996 |
1.4175 |
1.4665 |
|
S4 |
1.3568 |
1.3747 |
1.4548 |
|
|
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 |
1.5262 |
1.4672 |
0.0590 |
4.0% |
0.0104 |
0.7% |
19% |
False |
True |
2 |
10 |
1.5441 |
1.4672 |
0.0769 |
5.2% |
0.0052 |
0.4% |
14% |
False |
True |
2 |
20 |
1.5488 |
1.4672 |
0.0816 |
5.5% |
0.0026 |
0.2% |
14% |
False |
True |
1 |
40 |
1.5488 |
1.4672 |
0.0816 |
5.5% |
0.0014 |
0.1% |
14% |
False |
True |
2 |
60 |
1.5749 |
1.4672 |
0.1077 |
7.3% |
0.0009 |
0.1% |
10% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6919 |
2.618 |
1.6221 |
1.618 |
1.5793 |
1.000 |
1.5528 |
0.618 |
1.5365 |
HIGH |
1.5100 |
0.618 |
1.4937 |
0.500 |
1.4886 |
0.382 |
1.4835 |
LOW |
1.4672 |
0.618 |
1.4407 |
1.000 |
1.4244 |
1.618 |
1.3979 |
2.618 |
1.3551 |
4.250 |
1.2853 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.4886 |
1.4925 |
PP |
1.4852 |
1.4878 |
S1 |
1.4817 |
1.4830 |
|