CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.4596 |
1.4497 |
-0.0099 |
-0.7% |
1.4452 |
High |
1.4596 |
1.4497 |
-0.0099 |
-0.7% |
1.4596 |
Low |
1.4596 |
1.4497 |
-0.0099 |
-0.7% |
1.4380 |
Close |
1.4596 |
1.4497 |
-0.0099 |
-0.7% |
1.4497 |
Range |
|
|
|
|
|
ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
13 |
13 |
0 |
0.0% |
65 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4497 |
1.4497 |
1.4497 |
|
R3 |
1.4497 |
1.4497 |
1.4497 |
|
R2 |
1.4497 |
1.4497 |
1.4497 |
|
R1 |
1.4497 |
1.4497 |
1.4497 |
1.4497 |
PP |
1.4497 |
1.4497 |
1.4497 |
1.4497 |
S1 |
1.4497 |
1.4497 |
1.4497 |
1.4497 |
S2 |
1.4497 |
1.4497 |
1.4497 |
|
S3 |
1.4497 |
1.4497 |
1.4497 |
|
S4 |
1.4497 |
1.4497 |
1.4497 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5139 |
1.5034 |
1.4616 |
|
R3 |
1.4923 |
1.4818 |
1.4556 |
|
R2 |
1.4707 |
1.4707 |
1.4537 |
|
R1 |
1.4602 |
1.4602 |
1.4517 |
1.4655 |
PP |
1.4491 |
1.4491 |
1.4491 |
1.4517 |
S1 |
1.4386 |
1.4386 |
1.4477 |
1.4439 |
S2 |
1.4275 |
1.4275 |
1.4457 |
|
S3 |
1.4059 |
1.4170 |
1.4438 |
|
S4 |
1.3843 |
1.3954 |
1.4378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4596 |
1.4380 |
0.0216 |
1.5% |
0.0000 |
0.0% |
54% |
False |
False |
13 |
10 |
1.4596 |
1.4313 |
0.0283 |
2.0% |
0.0016 |
0.1% |
65% |
False |
False |
8 |
20 |
1.5207 |
1.4313 |
0.0894 |
6.2% |
0.0057 |
0.4% |
21% |
False |
False |
7 |
40 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0028 |
0.2% |
16% |
False |
False |
4 |
60 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0019 |
0.1% |
16% |
False |
False |
3 |
80 |
1.5749 |
1.4313 |
0.1436 |
9.9% |
0.0015 |
0.1% |
13% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4497 |
2.618 |
1.4497 |
1.618 |
1.4497 |
1.000 |
1.4497 |
0.618 |
1.4497 |
HIGH |
1.4497 |
0.618 |
1.4497 |
0.500 |
1.4497 |
0.382 |
1.4497 |
LOW |
1.4497 |
0.618 |
1.4497 |
1.000 |
1.4497 |
1.618 |
1.4497 |
2.618 |
1.4497 |
4.250 |
1.4497 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.4497 |
1.4511 |
PP |
1.4497 |
1.4506 |
S1 |
1.4497 |
1.4502 |
|