CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4829 |
1.4592 |
-0.0237 |
-1.6% |
1.4829 |
| High |
1.4916 |
1.4637 |
-0.0279 |
-1.9% |
1.5054 |
| Low |
1.4594 |
1.4495 |
-0.0099 |
-0.7% |
1.4495 |
| Close |
1.4639 |
1.4558 |
-0.0081 |
-0.6% |
1.4558 |
| Range |
0.0322 |
0.0142 |
-0.0180 |
-55.9% |
0.0559 |
| ATR |
0.0218 |
0.0213 |
-0.0005 |
-2.4% |
0.0000 |
| Volume |
153,182 |
131,077 |
-22,105 |
-14.4% |
999,093 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4989 |
1.4916 |
1.4636 |
|
| R3 |
1.4847 |
1.4774 |
1.4597 |
|
| R2 |
1.4705 |
1.4705 |
1.4584 |
|
| R1 |
1.4632 |
1.4632 |
1.4571 |
1.4598 |
| PP |
1.4563 |
1.4563 |
1.4563 |
1.4546 |
| S1 |
1.4490 |
1.4490 |
1.4545 |
1.4456 |
| S2 |
1.4421 |
1.4421 |
1.4532 |
|
| S3 |
1.4279 |
1.4348 |
1.4519 |
|
| S4 |
1.4137 |
1.4206 |
1.4480 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6379 |
1.6028 |
1.4865 |
|
| R3 |
1.5820 |
1.5469 |
1.4712 |
|
| R2 |
1.5261 |
1.5261 |
1.4660 |
|
| R1 |
1.4910 |
1.4910 |
1.4609 |
1.4806 |
| PP |
1.4702 |
1.4702 |
1.4702 |
1.4651 |
| S1 |
1.4351 |
1.4351 |
1.4507 |
1.4247 |
| S2 |
1.4143 |
1.4143 |
1.4456 |
|
| S3 |
1.3584 |
1.3792 |
1.4404 |
|
| S4 |
1.3025 |
1.3233 |
1.4251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5054 |
1.4495 |
0.0559 |
3.8% |
0.0255 |
1.8% |
11% |
False |
True |
199,818 |
| 10 |
1.5317 |
1.4476 |
0.0841 |
5.8% |
0.0262 |
1.8% |
10% |
False |
False |
174,607 |
| 20 |
1.5498 |
1.4476 |
0.1022 |
7.0% |
0.0210 |
1.4% |
8% |
False |
False |
150,433 |
| 40 |
1.5520 |
1.4476 |
0.1044 |
7.2% |
0.0180 |
1.2% |
8% |
False |
False |
125,065 |
| 60 |
1.5556 |
1.4476 |
0.1080 |
7.4% |
0.0177 |
1.2% |
8% |
False |
False |
95,627 |
| 80 |
1.6259 |
1.4476 |
0.1783 |
12.2% |
0.0171 |
1.2% |
5% |
False |
False |
71,810 |
| 100 |
1.6434 |
1.4476 |
0.1958 |
13.4% |
0.0163 |
1.1% |
4% |
False |
False |
57,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5241 |
|
2.618 |
1.5009 |
|
1.618 |
1.4867 |
|
1.000 |
1.4779 |
|
0.618 |
1.4725 |
|
HIGH |
1.4637 |
|
0.618 |
1.4583 |
|
0.500 |
1.4566 |
|
0.382 |
1.4549 |
|
LOW |
1.4495 |
|
0.618 |
1.4407 |
|
1.000 |
1.4353 |
|
1.618 |
1.4265 |
|
2.618 |
1.4123 |
|
4.250 |
1.3892 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4566 |
1.4769 |
| PP |
1.4563 |
1.4699 |
| S1 |
1.4561 |
1.4628 |
|