CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.4601 |
1.4377 |
-0.0224 |
-1.5% |
1.4893 |
High |
1.4601 |
1.4377 |
-0.0224 |
-1.5% |
1.5018 |
Low |
1.4500 |
1.4377 |
-0.0123 |
-0.8% |
1.4500 |
Close |
1.4556 |
1.4476 |
-0.0080 |
-0.5% |
1.4556 |
Range |
0.0101 |
0.0000 |
-0.0101 |
-100.0% |
0.0518 |
ATR |
0.0120 |
0.0125 |
0.0004 |
3.5% |
0.0000 |
Volume |
2 |
11 |
9 |
450.0% |
24 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4410 |
1.4443 |
1.4476 |
|
R3 |
1.4410 |
1.4443 |
1.4476 |
|
R2 |
1.4410 |
1.4410 |
1.4476 |
|
R1 |
1.4443 |
1.4443 |
1.4476 |
1.4427 |
PP |
1.4410 |
1.4410 |
1.4410 |
1.4402 |
S1 |
1.4443 |
1.4443 |
1.4476 |
1.4427 |
S2 |
1.4410 |
1.4410 |
1.4476 |
|
S3 |
1.4410 |
1.4443 |
1.4476 |
|
S4 |
1.4410 |
1.4443 |
1.4476 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6245 |
1.5919 |
1.4841 |
|
R3 |
1.5727 |
1.5401 |
1.4698 |
|
R2 |
1.5209 |
1.5209 |
1.4651 |
|
R1 |
1.4883 |
1.4883 |
1.4603 |
1.4787 |
PP |
1.4691 |
1.4691 |
1.4691 |
1.4644 |
S1 |
1.4365 |
1.4365 |
1.4509 |
1.4269 |
S2 |
1.4173 |
1.4173 |
1.4461 |
|
S3 |
1.3655 |
1.3847 |
1.4414 |
|
S4 |
1.3137 |
1.3329 |
1.4271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5004 |
1.4377 |
0.0627 |
4.3% |
0.0054 |
0.4% |
16% |
False |
True |
5 |
10 |
1.5178 |
1.4377 |
0.0801 |
5.5% |
0.0097 |
0.7% |
12% |
False |
True |
6 |
20 |
1.5441 |
1.4377 |
0.1064 |
7.4% |
0.0049 |
0.3% |
9% |
False |
True |
4 |
40 |
1.5488 |
1.4377 |
0.1111 |
7.7% |
0.0024 |
0.2% |
9% |
False |
True |
3 |
60 |
1.5488 |
1.4377 |
0.1111 |
7.7% |
0.0017 |
0.1% |
9% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4377 |
2.618 |
1.4377 |
1.618 |
1.4377 |
1.000 |
1.4377 |
0.618 |
1.4377 |
HIGH |
1.4377 |
0.618 |
1.4377 |
0.500 |
1.4377 |
0.382 |
1.4377 |
LOW |
1.4377 |
0.618 |
1.4377 |
1.000 |
1.4377 |
1.618 |
1.4377 |
2.618 |
1.4377 |
4.250 |
1.4377 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.4443 |
1.4507 |
PP |
1.4410 |
1.4496 |
S1 |
1.4377 |
1.4486 |
|