CME British Pound Future June 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 |
1.5237 |
1.5137 |
-0.0100 |
-0.7% |
1.5375 |
| High |
1.5263 |
1.5171 |
-0.0092 |
-0.6% |
1.5498 |
| Low |
1.5088 |
1.5066 |
-0.0022 |
-0.1% |
1.5122 |
| Close |
1.5159 |
1.5100 |
-0.0059 |
-0.4% |
1.5273 |
| Range |
0.0175 |
0.0105 |
-0.0070 |
-40.0% |
0.0376 |
| ATR |
0.0154 |
0.0150 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
60,398 |
159,968 |
99,570 |
164.9% |
694,316 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5427 |
1.5369 |
1.5158 |
|
| R3 |
1.5322 |
1.5264 |
1.5129 |
|
| R2 |
1.5217 |
1.5217 |
1.5119 |
|
| R1 |
1.5159 |
1.5159 |
1.5110 |
1.5136 |
| PP |
1.5112 |
1.5112 |
1.5112 |
1.5101 |
| S1 |
1.5054 |
1.5054 |
1.5090 |
1.5031 |
| S2 |
1.5007 |
1.5007 |
1.5081 |
|
| S3 |
1.4902 |
1.4949 |
1.5071 |
|
| S4 |
1.4797 |
1.4844 |
1.5042 |
|
|
| 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 |
1.5066 |
0.0323 |
2.1% |
0.0146 |
1.0% |
11% |
False |
True |
127,661 |
| 10 |
1.5498 |
1.5066 |
0.0432 |
2.9% |
0.0151 |
1.0% |
8% |
False |
True |
127,545 |
| 20 |
1.5520 |
1.5066 |
0.0454 |
3.0% |
0.0144 |
1.0% |
7% |
False |
True |
115,099 |
| 40 |
1.5520 |
1.4790 |
0.0730 |
4.8% |
0.0156 |
1.0% |
42% |
False |
False |
106,207 |
| 60 |
1.5800 |
1.4772 |
0.1028 |
6.8% |
0.0159 |
1.1% |
32% |
False |
False |
72,368 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
11.0% |
0.0153 |
1.0% |
20% |
False |
False |
54,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5617 |
|
2.618 |
1.5446 |
|
1.618 |
1.5341 |
|
1.000 |
1.5276 |
|
0.618 |
1.5236 |
|
HIGH |
1.5171 |
|
0.618 |
1.5131 |
|
0.500 |
1.5119 |
|
0.382 |
1.5106 |
|
LOW |
1.5066 |
|
0.618 |
1.5001 |
|
1.000 |
1.4961 |
|
1.618 |
1.4896 |
|
2.618 |
1.4791 |
|
4.250 |
1.4620 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5119 |
1.5192 |
| PP |
1.5112 |
1.5161 |
| S1 |
1.5106 |
1.5131 |
|