CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4893 |
1.4834 |
-0.0059 |
-0.4% |
1.5207 |
| High |
1.5018 |
1.5004 |
-0.0014 |
-0.1% |
1.5207 |
| Low |
1.4893 |
1.4834 |
-0.0059 |
-0.4% |
1.4672 |
| Close |
1.4871 |
1.4945 |
0.0074 |
0.5% |
1.4810 |
| Range |
0.0125 |
0.0170 |
0.0045 |
36.0% |
0.0535 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
4.0% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
32 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5438 |
1.5361 |
1.5039 |
|
| R3 |
1.5268 |
1.5191 |
1.4992 |
|
| R2 |
1.5098 |
1.5098 |
1.4976 |
|
| R1 |
1.5021 |
1.5021 |
1.4961 |
1.5060 |
| PP |
1.4928 |
1.4928 |
1.4928 |
1.4947 |
| S1 |
1.4851 |
1.4851 |
1.4929 |
1.4890 |
| S2 |
1.4758 |
1.4758 |
1.4914 |
|
| S3 |
1.4588 |
1.4681 |
1.4898 |
|
| S4 |
1.4418 |
1.4511 |
1.4852 |
|
|
| 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 |
1.5139 |
1.4672 |
0.0467 |
3.1% |
0.0161 |
1.1% |
58% |
False |
False |
9 |
| 10 |
1.5320 |
1.4672 |
0.0648 |
4.3% |
0.0087 |
0.6% |
42% |
False |
False |
5 |
| 20 |
1.5488 |
1.4672 |
0.0816 |
5.5% |
0.0044 |
0.3% |
33% |
False |
False |
3 |
| 40 |
1.5488 |
1.4672 |
0.0816 |
5.5% |
0.0023 |
0.2% |
33% |
False |
False |
3 |
| 60 |
1.5659 |
1.4672 |
0.0987 |
6.6% |
0.0015 |
0.1% |
28% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5727 |
|
2.618 |
1.5449 |
|
1.618 |
1.5279 |
|
1.000 |
1.5174 |
|
0.618 |
1.5109 |
|
HIGH |
1.5004 |
|
0.618 |
1.4939 |
|
0.500 |
1.4919 |
|
0.382 |
1.4899 |
|
LOW |
1.4834 |
|
0.618 |
1.4729 |
|
1.000 |
1.4664 |
|
1.618 |
1.4559 |
|
2.618 |
1.4389 |
|
4.250 |
1.4112 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4936 |
1.4914 |
| PP |
1.4928 |
1.4883 |
| S1 |
1.4919 |
1.4852 |
|