CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
1.5170 |
1.5113 |
-0.0057 |
-0.4% |
1.5441 |
High |
1.5178 |
1.5139 |
-0.0039 |
-0.3% |
1.5441 |
Low |
1.5112 |
1.5113 |
0.0001 |
0.0% |
1.5140 |
Close |
1.5152 |
1.5095 |
-0.0057 |
-0.4% |
1.5262 |
Range |
0.0066 |
0.0026 |
-0.0040 |
-60.6% |
0.0301 |
ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
3 |
6 |
3 |
100.0% |
11 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5194 |
1.5170 |
1.5109 |
|
R3 |
1.5168 |
1.5144 |
1.5102 |
|
R2 |
1.5142 |
1.5142 |
1.5100 |
|
R1 |
1.5118 |
1.5118 |
1.5097 |
1.5117 |
PP |
1.5116 |
1.5116 |
1.5116 |
1.5115 |
S1 |
1.5092 |
1.5092 |
1.5093 |
1.5091 |
S2 |
1.5090 |
1.5090 |
1.5090 |
|
S3 |
1.5064 |
1.5066 |
1.5088 |
|
S4 |
1.5038 |
1.5040 |
1.5081 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6184 |
1.6024 |
1.5428 |
|
R3 |
1.5883 |
1.5723 |
1.5345 |
|
R2 |
1.5582 |
1.5582 |
1.5317 |
|
R1 |
1.5422 |
1.5422 |
1.5290 |
1.5352 |
PP |
1.5281 |
1.5281 |
1.5281 |
1.5246 |
S1 |
1.5121 |
1.5121 |
1.5234 |
1.5051 |
S2 |
1.4980 |
1.4980 |
1.5207 |
|
S3 |
1.4679 |
1.4820 |
1.5179 |
|
S4 |
1.4378 |
1.4519 |
1.5096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5320 |
1.5112 |
0.0208 |
1.4% |
0.0018 |
0.1% |
-8% |
False |
False |
2 |
10 |
1.5441 |
1.5112 |
0.0329 |
2.2% |
0.0009 |
0.1% |
-5% |
False |
False |
2 |
20 |
1.5488 |
1.5112 |
0.0376 |
2.5% |
0.0005 |
0.0% |
-5% |
False |
False |
1 |
40 |
1.5488 |
1.4802 |
0.0686 |
4.5% |
0.0003 |
0.0% |
43% |
False |
False |
2 |
60 |
1.5749 |
1.4802 |
0.0947 |
6.3% |
0.0002 |
0.0% |
31% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5250 |
2.618 |
1.5207 |
1.618 |
1.5181 |
1.000 |
1.5165 |
0.618 |
1.5155 |
HIGH |
1.5139 |
0.618 |
1.5129 |
0.500 |
1.5126 |
0.382 |
1.5123 |
LOW |
1.5113 |
0.618 |
1.5097 |
1.000 |
1.5087 |
1.618 |
1.5071 |
2.618 |
1.5045 |
4.250 |
1.5003 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5126 |
1.5160 |
PP |
1.5116 |
1.5138 |
S1 |
1.5105 |
1.5117 |
|