CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4739 |
1.4893 |
0.0154 |
1.0% |
1.5207 |
| High |
1.4741 |
1.5018 |
0.0277 |
1.9% |
1.5207 |
| Low |
1.4685 |
1.4893 |
0.0208 |
1.4% |
1.4672 |
| Close |
1.4810 |
1.4871 |
0.0061 |
0.4% |
1.4810 |
| Range |
0.0056 |
0.0125 |
0.0069 |
123.2% |
0.0535 |
| ATR |
0.0101 |
0.0109 |
0.0008 |
7.5% |
0.0000 |
| Volume |
20 |
9 |
-11 |
-55.0% |
32 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5302 |
1.5212 |
1.4940 |
|
| R3 |
1.5177 |
1.5087 |
1.4905 |
|
| R2 |
1.5052 |
1.5052 |
1.4894 |
|
| R1 |
1.4962 |
1.4962 |
1.4882 |
1.4945 |
| PP |
1.4927 |
1.4927 |
1.4927 |
1.4919 |
| S1 |
1.4837 |
1.4837 |
1.4860 |
1.4820 |
| S2 |
1.4802 |
1.4802 |
1.4848 |
|
| S3 |
1.4677 |
1.4712 |
1.4837 |
|
| S4 |
1.4552 |
1.4587 |
1.4802 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6501 |
1.6191 |
1.5104 |
|
| R3 |
1.5966 |
1.5656 |
1.4957 |
|
| R2 |
1.5431 |
1.5431 |
1.4908 |
|
| R1 |
1.5121 |
1.5121 |
1.4859 |
1.5009 |
| PP |
1.4896 |
1.4896 |
1.4896 |
1.4840 |
| S1 |
1.4586 |
1.4586 |
1.4761 |
1.4474 |
| S2 |
1.4361 |
1.4361 |
1.4712 |
|
| S3 |
1.3826 |
1.4051 |
1.4663 |
|
| S4 |
1.3291 |
1.3516 |
1.4516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5178 |
1.4672 |
0.0506 |
3.4% |
0.0140 |
0.9% |
39% |
False |
False |
8 |
| 10 |
1.5320 |
1.4672 |
0.0648 |
4.4% |
0.0070 |
0.5% |
31% |
False |
False |
4 |
| 20 |
1.5488 |
1.4672 |
0.0816 |
5.5% |
0.0035 |
0.2% |
24% |
False |
False |
3 |
| 40 |
1.5488 |
1.4672 |
0.0816 |
5.5% |
0.0018 |
0.1% |
24% |
False |
False |
2 |
| 60 |
1.5749 |
1.4672 |
0.1077 |
7.2% |
0.0012 |
0.1% |
18% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5549 |
|
2.618 |
1.5345 |
|
1.618 |
1.5220 |
|
1.000 |
1.5143 |
|
0.618 |
1.5095 |
|
HIGH |
1.5018 |
|
0.618 |
1.4970 |
|
0.500 |
1.4956 |
|
0.382 |
1.4941 |
|
LOW |
1.4893 |
|
0.618 |
1.4816 |
|
1.000 |
1.4768 |
|
1.618 |
1.4691 |
|
2.618 |
1.4566 |
|
4.250 |
1.4362 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4956 |
1.4886 |
| PP |
1.4927 |
1.4881 |
| S1 |
1.4899 |
1.4876 |
|