CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4592 |
1.4518 |
-0.0074 |
-0.5% |
1.4829 |
| High |
1.4637 |
1.4558 |
-0.0079 |
-0.5% |
1.5054 |
| Low |
1.4495 |
1.4250 |
-0.0245 |
-1.7% |
1.4495 |
| Close |
1.4558 |
1.4476 |
-0.0082 |
-0.6% |
1.4558 |
| Range |
0.0142 |
0.0308 |
0.0166 |
116.9% |
0.0559 |
| ATR |
0.0213 |
0.0219 |
0.0007 |
3.2% |
0.0000 |
| Volume |
131,077 |
155,463 |
24,386 |
18.6% |
999,093 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5352 |
1.5222 |
1.4645 |
|
| R3 |
1.5044 |
1.4914 |
1.4561 |
|
| R2 |
1.4736 |
1.4736 |
1.4532 |
|
| R1 |
1.4606 |
1.4606 |
1.4504 |
1.4517 |
| PP |
1.4428 |
1.4428 |
1.4428 |
1.4384 |
| S1 |
1.4298 |
1.4298 |
1.4448 |
1.4209 |
| S2 |
1.4120 |
1.4120 |
1.4420 |
|
| S3 |
1.3812 |
1.3990 |
1.4391 |
|
| S4 |
1.3504 |
1.3682 |
1.4307 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6379 |
1.6028 |
1.4865 |
|
| R3 |
1.5820 |
1.5469 |
1.4712 |
|
| R2 |
1.5261 |
1.5261 |
1.4660 |
|
| R1 |
1.4910 |
1.4910 |
1.4609 |
1.4806 |
| PP |
1.4702 |
1.4702 |
1.4702 |
1.4651 |
| S1 |
1.4351 |
1.4351 |
1.4507 |
1.4247 |
| S2 |
1.4143 |
1.4143 |
1.4456 |
|
| S3 |
1.3584 |
1.3792 |
1.4404 |
|
| S4 |
1.3025 |
1.3233 |
1.4251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5043 |
1.4250 |
0.0793 |
5.5% |
0.0257 |
1.8% |
28% |
False |
True |
169,953 |
| 10 |
1.5263 |
1.4250 |
0.1013 |
7.0% |
0.0282 |
1.9% |
22% |
False |
True |
177,439 |
| 20 |
1.5498 |
1.4250 |
0.1248 |
8.6% |
0.0215 |
1.5% |
18% |
False |
True |
152,451 |
| 40 |
1.5520 |
1.4250 |
0.1270 |
8.8% |
0.0181 |
1.3% |
18% |
False |
True |
126,137 |
| 60 |
1.5556 |
1.4250 |
0.1306 |
9.0% |
0.0180 |
1.2% |
17% |
False |
True |
98,201 |
| 80 |
1.6256 |
1.4250 |
0.2006 |
13.9% |
0.0173 |
1.2% |
11% |
False |
True |
73,752 |
| 100 |
1.6434 |
1.4250 |
0.2184 |
15.1% |
0.0165 |
1.1% |
10% |
False |
True |
59,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5867 |
|
2.618 |
1.5364 |
|
1.618 |
1.5056 |
|
1.000 |
1.4866 |
|
0.618 |
1.4748 |
|
HIGH |
1.4558 |
|
0.618 |
1.4440 |
|
0.500 |
1.4404 |
|
0.382 |
1.4368 |
|
LOW |
1.4250 |
|
0.618 |
1.4060 |
|
1.000 |
1.3942 |
|
1.618 |
1.3752 |
|
2.618 |
1.3444 |
|
4.250 |
1.2941 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4452 |
1.4583 |
| PP |
1.4428 |
1.4547 |
| S1 |
1.4404 |
1.4512 |
|