CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 27-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.4426 |
1.4596 |
0.0170 |
1.2% |
1.4377 |
High |
1.4426 |
1.4596 |
0.0170 |
1.2% |
1.4473 |
Low |
1.4426 |
1.4596 |
0.0170 |
1.2% |
1.4313 |
Close |
1.4426 |
1.4596 |
0.0170 |
1.2% |
1.4477 |
Range |
|
|
|
|
|
ATR |
0.0105 |
0.0110 |
0.0005 |
4.4% |
0.0000 |
Volume |
13 |
13 |
0 |
0.0% |
19 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4596 |
1.4596 |
1.4596 |
|
R3 |
1.4596 |
1.4596 |
1.4596 |
|
R2 |
1.4596 |
1.4596 |
1.4596 |
|
R1 |
1.4596 |
1.4596 |
1.4596 |
1.4596 |
PP |
1.4596 |
1.4596 |
1.4596 |
1.4596 |
S1 |
1.4596 |
1.4596 |
1.4596 |
1.4596 |
S2 |
1.4596 |
1.4596 |
1.4596 |
|
S3 |
1.4596 |
1.4596 |
1.4596 |
|
S4 |
1.4596 |
1.4596 |
1.4596 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4901 |
1.4849 |
1.4565 |
|
R3 |
1.4741 |
1.4689 |
1.4521 |
|
R2 |
1.4581 |
1.4581 |
1.4506 |
|
R1 |
1.4529 |
1.4529 |
1.4492 |
1.4555 |
PP |
1.4421 |
1.4421 |
1.4421 |
1.4434 |
S1 |
1.4369 |
1.4369 |
1.4462 |
1.4395 |
S2 |
1.4261 |
1.4261 |
1.4448 |
|
S3 |
1.4101 |
1.4209 |
1.4433 |
|
S4 |
1.3941 |
1.4049 |
1.4389 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4596 |
1.4313 |
0.0283 |
1.9% |
0.0032 |
0.2% |
100% |
True |
False |
10 |
10 |
1.4601 |
1.4313 |
0.0288 |
2.0% |
0.0026 |
0.2% |
98% |
False |
False |
7 |
20 |
1.5262 |
1.4313 |
0.0949 |
6.5% |
0.0057 |
0.4% |
30% |
False |
False |
6 |
40 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0028 |
0.2% |
24% |
False |
False |
4 |
60 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0019 |
0.1% |
24% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4596 |
2.618 |
1.4596 |
1.618 |
1.4596 |
1.000 |
1.4596 |
0.618 |
1.4596 |
HIGH |
1.4596 |
0.618 |
1.4596 |
0.500 |
1.4596 |
0.382 |
1.4596 |
LOW |
1.4596 |
0.618 |
1.4596 |
1.000 |
1.4596 |
1.618 |
1.4596 |
2.618 |
1.4596 |
4.250 |
1.4596 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.4596 |
1.4560 |
PP |
1.4596 |
1.4524 |
S1 |
1.4596 |
1.4488 |
|