CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5331 |
1.5315 |
-0.0016 |
-0.1% |
1.5375 |
| High |
1.5389 |
1.5317 |
-0.0072 |
-0.5% |
1.5498 |
| Low |
1.5250 |
1.5208 |
-0.0042 |
-0.3% |
1.5122 |
| Close |
1.5273 |
1.5254 |
-0.0019 |
-0.1% |
1.5273 |
| Range |
0.0139 |
0.0109 |
-0.0030 |
-21.6% |
0.0376 |
| ATR |
0.0155 |
0.0152 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
126,637 |
127,142 |
505 |
0.4% |
694,316 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5587 |
1.5529 |
1.5314 |
|
| R3 |
1.5478 |
1.5420 |
1.5284 |
|
| R2 |
1.5369 |
1.5369 |
1.5274 |
|
| R1 |
1.5311 |
1.5311 |
1.5264 |
1.5286 |
| PP |
1.5260 |
1.5260 |
1.5260 |
1.5247 |
| S1 |
1.5202 |
1.5202 |
1.5244 |
1.5177 |
| S2 |
1.5151 |
1.5151 |
1.5234 |
|
| S3 |
1.5042 |
1.5093 |
1.5224 |
|
| S4 |
1.4933 |
1.4984 |
1.5194 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6426 |
1.6225 |
1.5480 |
|
| R3 |
1.6050 |
1.5849 |
1.5376 |
|
| R2 |
1.5674 |
1.5674 |
1.5342 |
|
| R1 |
1.5473 |
1.5473 |
1.5307 |
1.5386 |
| PP |
1.5298 |
1.5298 |
1.5298 |
1.5254 |
| S1 |
1.5097 |
1.5097 |
1.5239 |
1.5010 |
| S2 |
1.4922 |
1.4922 |
1.5204 |
|
| S3 |
1.4546 |
1.4721 |
1.5170 |
|
| S4 |
1.4170 |
1.4345 |
1.5066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5481 |
1.5122 |
0.0359 |
2.4% |
0.0171 |
1.1% |
37% |
False |
False |
138,021 |
| 10 |
1.5498 |
1.5122 |
0.0376 |
2.5% |
0.0149 |
1.0% |
35% |
False |
False |
127,463 |
| 20 |
1.5520 |
1.5122 |
0.0398 |
2.6% |
0.0146 |
1.0% |
33% |
False |
False |
111,991 |
| 40 |
1.5520 |
1.4790 |
0.0730 |
4.8% |
0.0156 |
1.0% |
64% |
False |
False |
102,284 |
| 60 |
1.5800 |
1.4772 |
0.1028 |
6.7% |
0.0159 |
1.0% |
47% |
False |
False |
68,721 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0154 |
1.0% |
29% |
False |
False |
51,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5780 |
|
2.618 |
1.5602 |
|
1.618 |
1.5493 |
|
1.000 |
1.5426 |
|
0.618 |
1.5384 |
|
HIGH |
1.5317 |
|
0.618 |
1.5275 |
|
0.500 |
1.5263 |
|
0.382 |
1.5250 |
|
LOW |
1.5208 |
|
0.618 |
1.5141 |
|
1.000 |
1.5099 |
|
1.618 |
1.5032 |
|
2.618 |
1.4923 |
|
4.250 |
1.4745 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5263 |
1.5265 |
| PP |
1.5260 |
1.5261 |
| S1 |
1.5257 |
1.5258 |
|