CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4855 |
1.4930 |
0.0075 |
0.5% |
1.5315 |
| High |
1.5006 |
1.5043 |
0.0037 |
0.2% |
1.5317 |
| Low |
1.4720 |
1.4815 |
0.0095 |
0.6% |
1.4476 |
| Close |
1.4951 |
1.4819 |
-0.0132 |
-0.9% |
1.4808 |
| Range |
0.0286 |
0.0228 |
-0.0058 |
-20.3% |
0.0841 |
| ATR |
0.0209 |
0.0210 |
0.0001 |
0.7% |
0.0000 |
| Volume |
192,465 |
217,579 |
25,114 |
13.0% |
746,983 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5576 |
1.5426 |
1.4944 |
|
| R3 |
1.5348 |
1.5198 |
1.4882 |
|
| R2 |
1.5120 |
1.5120 |
1.4861 |
|
| R1 |
1.4970 |
1.4970 |
1.4840 |
1.4931 |
| PP |
1.4892 |
1.4892 |
1.4892 |
1.4873 |
| S1 |
1.4742 |
1.4742 |
1.4798 |
1.4703 |
| S2 |
1.4664 |
1.4664 |
1.4777 |
|
| S3 |
1.4436 |
1.4514 |
1.4756 |
|
| S4 |
1.4208 |
1.4286 |
1.4694 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7390 |
1.6940 |
1.5271 |
|
| R3 |
1.6549 |
1.6099 |
1.5039 |
|
| R2 |
1.5708 |
1.5708 |
1.4962 |
|
| R1 |
1.5258 |
1.5258 |
1.4885 |
1.5063 |
| PP |
1.4867 |
1.4867 |
1.4867 |
1.4769 |
| S1 |
1.4417 |
1.4417 |
1.4731 |
1.4222 |
| S2 |
1.4026 |
1.4026 |
1.4654 |
|
| S3 |
1.3185 |
1.3576 |
1.4577 |
|
| S4 |
1.2344 |
1.2735 |
1.4345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5148 |
1.4476 |
0.0672 |
4.5% |
0.0354 |
2.4% |
51% |
False |
False |
222,861 |
| 10 |
1.5389 |
1.4476 |
0.0913 |
6.2% |
0.0250 |
1.7% |
38% |
False |
False |
175,261 |
| 20 |
1.5520 |
1.4476 |
0.1044 |
7.0% |
0.0200 |
1.4% |
33% |
False |
False |
145,912 |
| 40 |
1.5520 |
1.4476 |
0.1044 |
7.0% |
0.0176 |
1.2% |
33% |
False |
False |
124,689 |
| 60 |
1.5800 |
1.4476 |
0.1324 |
8.9% |
0.0175 |
1.2% |
26% |
False |
False |
90,909 |
| 80 |
1.6434 |
1.4476 |
0.1958 |
13.2% |
0.0168 |
1.1% |
18% |
False |
False |
68,264 |
| 100 |
1.6434 |
1.4476 |
0.1958 |
13.2% |
0.0162 |
1.1% |
18% |
False |
False |
54,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6012 |
|
2.618 |
1.5640 |
|
1.618 |
1.5412 |
|
1.000 |
1.5271 |
|
0.618 |
1.5184 |
|
HIGH |
1.5043 |
|
0.618 |
1.4956 |
|
0.500 |
1.4929 |
|
0.382 |
1.4902 |
|
LOW |
1.4815 |
|
0.618 |
1.4674 |
|
1.000 |
1.4587 |
|
1.618 |
1.4446 |
|
2.618 |
1.4218 |
|
4.250 |
1.3846 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4929 |
1.4887 |
| PP |
1.4892 |
1.4864 |
| S1 |
1.4856 |
1.4842 |
|