CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4411 |
1.4429 |
0.0018 |
0.1% |
1.4518 |
| High |
1.4445 |
1.4446 |
0.0001 |
0.0% |
1.4558 |
| Low |
1.4260 |
1.4330 |
0.0070 |
0.5% |
1.4227 |
| Close |
1.4365 |
1.4411 |
0.0046 |
0.3% |
1.4472 |
| Range |
0.0185 |
0.0116 |
-0.0069 |
-37.3% |
0.0331 |
| ATR |
0.0212 |
0.0205 |
-0.0007 |
-3.2% |
0.0000 |
| Volume |
84,453 |
105,256 |
20,803 |
24.6% |
789,295 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4744 |
1.4693 |
1.4475 |
|
| R3 |
1.4628 |
1.4577 |
1.4443 |
|
| R2 |
1.4512 |
1.4512 |
1.4432 |
|
| R1 |
1.4461 |
1.4461 |
1.4422 |
1.4429 |
| PP |
1.4396 |
1.4396 |
1.4396 |
1.4379 |
| S1 |
1.4345 |
1.4345 |
1.4400 |
1.4313 |
| S2 |
1.4280 |
1.4280 |
1.4390 |
|
| S3 |
1.4164 |
1.4229 |
1.4379 |
|
| S4 |
1.4048 |
1.4113 |
1.4347 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5412 |
1.5273 |
1.4654 |
|
| R3 |
1.5081 |
1.4942 |
1.4563 |
|
| R2 |
1.4750 |
1.4750 |
1.4533 |
|
| R1 |
1.4611 |
1.4611 |
1.4502 |
1.4515 |
| PP |
1.4419 |
1.4419 |
1.4419 |
1.4371 |
| S1 |
1.4280 |
1.4280 |
1.4442 |
1.4184 |
| S2 |
1.4088 |
1.4088 |
1.4411 |
|
| S3 |
1.3757 |
1.3949 |
1.4381 |
|
| S4 |
1.3426 |
1.3618 |
1.4290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4529 |
1.4227 |
0.0302 |
2.1% |
0.0178 |
1.2% |
61% |
False |
False |
133,041 |
| 10 |
1.4916 |
1.4227 |
0.0689 |
4.8% |
0.0210 |
1.5% |
27% |
False |
False |
140,062 |
| 20 |
1.5389 |
1.4227 |
0.1162 |
8.1% |
0.0230 |
1.6% |
16% |
False |
False |
157,662 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
9.0% |
0.0186 |
1.3% |
14% |
False |
False |
130,767 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
9.0% |
0.0181 |
1.3% |
14% |
False |
False |
114,044 |
| 80 |
1.6046 |
1.4227 |
0.1819 |
12.6% |
0.0176 |
1.2% |
10% |
False |
False |
85,739 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.3% |
0.0169 |
1.2% |
8% |
False |
False |
68,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4939 |
|
2.618 |
1.4750 |
|
1.618 |
1.4634 |
|
1.000 |
1.4562 |
|
0.618 |
1.4518 |
|
HIGH |
1.4446 |
|
0.618 |
1.4402 |
|
0.500 |
1.4388 |
|
0.382 |
1.4374 |
|
LOW |
1.4330 |
|
0.618 |
1.4258 |
|
1.000 |
1.4214 |
|
1.618 |
1.4142 |
|
2.618 |
1.4026 |
|
4.250 |
1.3837 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4403 |
1.4406 |
| PP |
1.4396 |
1.4400 |
| S1 |
1.4388 |
1.4395 |
|