CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5315 |
1.5237 |
-0.0078 |
-0.5% |
1.5375 |
| High |
1.5317 |
1.5263 |
-0.0054 |
-0.4% |
1.5498 |
| Low |
1.5208 |
1.5088 |
-0.0120 |
-0.8% |
1.5122 |
| Close |
1.5254 |
1.5159 |
-0.0095 |
-0.6% |
1.5273 |
| Range |
0.0109 |
0.0175 |
0.0066 |
60.6% |
0.0376 |
| ATR |
0.0152 |
0.0154 |
0.0002 |
1.1% |
0.0000 |
| Volume |
127,142 |
60,398 |
-66,744 |
-52.5% |
694,316 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5695 |
1.5602 |
1.5255 |
|
| R3 |
1.5520 |
1.5427 |
1.5207 |
|
| R2 |
1.5345 |
1.5345 |
1.5191 |
|
| R1 |
1.5252 |
1.5252 |
1.5175 |
1.5211 |
| PP |
1.5170 |
1.5170 |
1.5170 |
1.5150 |
| S1 |
1.5077 |
1.5077 |
1.5143 |
1.5036 |
| S2 |
1.4995 |
1.4995 |
1.5127 |
|
| S3 |
1.4820 |
1.4902 |
1.5111 |
|
| S4 |
1.4645 |
1.4727 |
1.5063 |
|
|
| 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 |
1.5389 |
1.5088 |
0.0301 |
2.0% |
0.0157 |
1.0% |
24% |
False |
True |
128,565 |
| 10 |
1.5498 |
1.5088 |
0.0410 |
2.7% |
0.0152 |
1.0% |
17% |
False |
True |
120,957 |
| 20 |
1.5520 |
1.5088 |
0.0432 |
2.8% |
0.0146 |
1.0% |
16% |
False |
True |
112,893 |
| 40 |
1.5520 |
1.4790 |
0.0730 |
4.8% |
0.0156 |
1.0% |
51% |
False |
False |
103,282 |
| 60 |
1.5800 |
1.4772 |
0.1028 |
6.8% |
0.0159 |
1.0% |
38% |
False |
False |
69,721 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
11.0% |
0.0154 |
1.0% |
23% |
False |
False |
52,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6007 |
|
2.618 |
1.5721 |
|
1.618 |
1.5546 |
|
1.000 |
1.5438 |
|
0.618 |
1.5371 |
|
HIGH |
1.5263 |
|
0.618 |
1.5196 |
|
0.500 |
1.5176 |
|
0.382 |
1.5155 |
|
LOW |
1.5088 |
|
0.618 |
1.4980 |
|
1.000 |
1.4913 |
|
1.618 |
1.4805 |
|
2.618 |
1.4630 |
|
4.250 |
1.4344 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5176 |
1.5239 |
| PP |
1.5170 |
1.5212 |
| S1 |
1.5165 |
1.5186 |
|