CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.4834 |
1.4815 |
-0.0019 |
-0.1% |
1.5207 |
High |
1.5004 |
1.4815 |
-0.0189 |
-1.3% |
1.5207 |
Low |
1.4834 |
1.4815 |
-0.0019 |
-0.1% |
1.4672 |
Close |
1.4945 |
1.4815 |
-0.0130 |
-0.9% |
1.4810 |
Range |
0.0170 |
0.0000 |
-0.0170 |
-100.0% |
0.0535 |
ATR |
0.0113 |
0.0115 |
0.0001 |
1.0% |
0.0000 |
Volume |
9 |
2 |
-7 |
-77.8% |
32 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4815 |
1.4815 |
1.4815 |
|
R3 |
1.4815 |
1.4815 |
1.4815 |
|
R2 |
1.4815 |
1.4815 |
1.4815 |
|
R1 |
1.4815 |
1.4815 |
1.4815 |
1.4815 |
PP |
1.4815 |
1.4815 |
1.4815 |
1.4815 |
S1 |
1.4815 |
1.4815 |
1.4815 |
1.4815 |
S2 |
1.4815 |
1.4815 |
1.4815 |
|
S3 |
1.4815 |
1.4815 |
1.4815 |
|
S4 |
1.4815 |
1.4815 |
1.4815 |
|
|
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 |
1.5100 |
1.4672 |
0.0428 |
2.9% |
0.0156 |
1.1% |
33% |
False |
False |
8 |
10 |
1.5320 |
1.4672 |
0.0648 |
4.4% |
0.0087 |
0.6% |
22% |
False |
False |
5 |
20 |
1.5488 |
1.4672 |
0.0816 |
5.5% |
0.0044 |
0.3% |
18% |
False |
False |
3 |
40 |
1.5488 |
1.4672 |
0.0816 |
5.5% |
0.0023 |
0.2% |
18% |
False |
False |
3 |
60 |
1.5599 |
1.4672 |
0.0927 |
6.3% |
0.0015 |
0.1% |
15% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4815 |
2.618 |
1.4815 |
1.618 |
1.4815 |
1.000 |
1.4815 |
0.618 |
1.4815 |
HIGH |
1.4815 |
0.618 |
1.4815 |
0.500 |
1.4815 |
0.382 |
1.4815 |
LOW |
1.4815 |
0.618 |
1.4815 |
1.000 |
1.4815 |
1.618 |
1.4815 |
2.618 |
1.4815 |
4.250 |
1.4815 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.4815 |
1.4917 |
PP |
1.4815 |
1.4883 |
S1 |
1.4815 |
1.4849 |
|