CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5137 |
1.5101 |
-0.0036 |
-0.2% |
1.5375 |
| High |
1.5171 |
1.5148 |
-0.0023 |
-0.2% |
1.5498 |
| Low |
1.5066 |
1.4650 |
-0.0416 |
-2.8% |
1.5122 |
| Close |
1.5100 |
1.4781 |
-0.0319 |
-2.1% |
1.5273 |
| Range |
0.0105 |
0.0498 |
0.0393 |
374.3% |
0.0376 |
| ATR |
0.0150 |
0.0175 |
0.0025 |
16.5% |
0.0000 |
| Volume |
159,968 |
154,094 |
-5,874 |
-3.7% |
694,316 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6354 |
1.6065 |
1.5055 |
|
| R3 |
1.5856 |
1.5567 |
1.4918 |
|
| R2 |
1.5358 |
1.5358 |
1.4872 |
|
| R1 |
1.5069 |
1.5069 |
1.4827 |
1.4965 |
| PP |
1.4860 |
1.4860 |
1.4860 |
1.4807 |
| S1 |
1.4571 |
1.4571 |
1.4735 |
1.4467 |
| S2 |
1.4362 |
1.4362 |
1.4690 |
|
| S3 |
1.3864 |
1.4073 |
1.4644 |
|
| S4 |
1.3366 |
1.3575 |
1.4507 |
|
|
| 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 |
1.4650 |
0.0739 |
5.0% |
0.0205 |
1.4% |
18% |
False |
True |
125,647 |
| 10 |
1.5498 |
1.4650 |
0.0848 |
5.7% |
0.0187 |
1.3% |
15% |
False |
True |
133,327 |
| 20 |
1.5520 |
1.4650 |
0.0870 |
5.9% |
0.0161 |
1.1% |
15% |
False |
True |
117,346 |
| 40 |
1.5520 |
1.4650 |
0.0870 |
5.9% |
0.0164 |
1.1% |
15% |
False |
True |
109,390 |
| 60 |
1.5800 |
1.4650 |
0.1150 |
7.8% |
0.0165 |
1.1% |
11% |
False |
True |
74,929 |
| 80 |
1.6434 |
1.4650 |
0.1784 |
12.1% |
0.0158 |
1.1% |
7% |
False |
True |
56,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7265 |
|
2.618 |
1.6452 |
|
1.618 |
1.5954 |
|
1.000 |
1.5646 |
|
0.618 |
1.5456 |
|
HIGH |
1.5148 |
|
0.618 |
1.4958 |
|
0.500 |
1.4899 |
|
0.382 |
1.4840 |
|
LOW |
1.4650 |
|
0.618 |
1.4342 |
|
1.000 |
1.4152 |
|
1.618 |
1.3844 |
|
2.618 |
1.3346 |
|
4.250 |
1.2534 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4899 |
1.4957 |
| PP |
1.4860 |
1.4898 |
| S1 |
1.4820 |
1.4840 |
|