CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4517 |
1.4489 |
-0.0028 |
-0.2% |
1.4803 |
| High |
1.4517 |
1.4516 |
-0.0001 |
0.0% |
1.5047 |
| Low |
1.4261 |
1.4313 |
0.0052 |
0.4% |
1.4494 |
| Close |
1.4475 |
1.4320 |
-0.0155 |
-1.1% |
1.4557 |
| Range |
0.0256 |
0.0203 |
-0.0053 |
-20.7% |
0.0553 |
| ATR |
0.0204 |
0.0204 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,261 |
968 |
-293 |
-23.2% |
12,761 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4992 |
1.4859 |
1.4432 |
|
| R3 |
1.4789 |
1.4656 |
1.4376 |
|
| R2 |
1.4586 |
1.4586 |
1.4357 |
|
| R1 |
1.4453 |
1.4453 |
1.4339 |
1.4418 |
| PP |
1.4383 |
1.4383 |
1.4383 |
1.4366 |
| S1 |
1.4250 |
1.4250 |
1.4301 |
1.4215 |
| S2 |
1.4180 |
1.4180 |
1.4283 |
|
| S3 |
1.3977 |
1.4047 |
1.4264 |
|
| S4 |
1.3774 |
1.3844 |
1.4208 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6358 |
1.6011 |
1.4861 |
|
| R3 |
1.5805 |
1.5458 |
1.4709 |
|
| R2 |
1.5252 |
1.5252 |
1.4658 |
|
| R1 |
1.4905 |
1.4905 |
1.4608 |
1.4802 |
| PP |
1.4699 |
1.4699 |
1.4699 |
1.4648 |
| S1 |
1.4352 |
1.4352 |
1.4506 |
1.4249 |
| S2 |
1.4146 |
1.4146 |
1.4456 |
|
| S3 |
1.3593 |
1.3799 |
1.4405 |
|
| S4 |
1.3040 |
1.3246 |
1.4253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5039 |
1.4261 |
0.0778 |
5.4% |
0.0227 |
1.6% |
8% |
False |
False |
1,935 |
| 10 |
1.5160 |
1.4261 |
0.0899 |
6.3% |
0.0269 |
1.9% |
7% |
False |
False |
1,838 |
| 20 |
1.5485 |
1.4261 |
0.1224 |
8.5% |
0.0199 |
1.4% |
5% |
False |
False |
1,184 |
| 40 |
1.5509 |
1.4261 |
0.1248 |
8.7% |
0.0164 |
1.1% |
5% |
False |
False |
705 |
| 60 |
1.5509 |
1.4261 |
0.1248 |
8.7% |
0.0130 |
0.9% |
5% |
False |
False |
528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5379 |
|
2.618 |
1.5047 |
|
1.618 |
1.4844 |
|
1.000 |
1.4719 |
|
0.618 |
1.4641 |
|
HIGH |
1.4516 |
|
0.618 |
1.4438 |
|
0.500 |
1.4415 |
|
0.382 |
1.4391 |
|
LOW |
1.4313 |
|
0.618 |
1.4188 |
|
1.000 |
1.4110 |
|
1.618 |
1.3985 |
|
2.618 |
1.3782 |
|
4.250 |
1.3450 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4415 |
1.4445 |
| PP |
1.4383 |
1.4403 |
| S1 |
1.4352 |
1.4362 |
|