CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4429 |
1.4373 |
-0.0056 |
-0.4% |
1.4518 |
| High |
1.4446 |
1.4609 |
0.0163 |
1.1% |
1.4558 |
| Low |
1.4330 |
1.4373 |
0.0043 |
0.3% |
1.4227 |
| Close |
1.4411 |
1.4587 |
0.0176 |
1.2% |
1.4472 |
| Range |
0.0116 |
0.0236 |
0.0120 |
103.4% |
0.0331 |
| ATR |
0.0205 |
0.0208 |
0.0002 |
1.1% |
0.0000 |
| Volume |
105,256 |
109,077 |
3,821 |
3.6% |
789,295 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5231 |
1.5145 |
1.4717 |
|
| R3 |
1.4995 |
1.4909 |
1.4652 |
|
| R2 |
1.4759 |
1.4759 |
1.4630 |
|
| R1 |
1.4673 |
1.4673 |
1.4609 |
1.4716 |
| PP |
1.4523 |
1.4523 |
1.4523 |
1.4545 |
| S1 |
1.4437 |
1.4437 |
1.4565 |
1.4480 |
| S2 |
1.4287 |
1.4287 |
1.4544 |
|
| S3 |
1.4051 |
1.4201 |
1.4522 |
|
| S4 |
1.3815 |
1.3965 |
1.4457 |
|
|
| 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 |
1.4609 |
1.4260 |
0.0349 |
2.4% |
0.0179 |
1.2% |
94% |
True |
False |
121,159 |
| 10 |
1.4637 |
1.4227 |
0.0410 |
2.8% |
0.0201 |
1.4% |
88% |
False |
False |
135,652 |
| 20 |
1.5389 |
1.4227 |
0.1162 |
8.0% |
0.0231 |
1.6% |
31% |
False |
False |
154,907 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0188 |
1.3% |
28% |
False |
False |
130,518 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0182 |
1.2% |
28% |
False |
False |
115,794 |
| 80 |
1.6046 |
1.4227 |
0.1819 |
12.5% |
0.0178 |
1.2% |
20% |
False |
False |
87,100 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.1% |
0.0169 |
1.2% |
16% |
False |
False |
69,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5612 |
|
2.618 |
1.5227 |
|
1.618 |
1.4991 |
|
1.000 |
1.4845 |
|
0.618 |
1.4755 |
|
HIGH |
1.4609 |
|
0.618 |
1.4519 |
|
0.500 |
1.4491 |
|
0.382 |
1.4463 |
|
LOW |
1.4373 |
|
0.618 |
1.4227 |
|
1.000 |
1.4137 |
|
1.618 |
1.3991 |
|
2.618 |
1.3755 |
|
4.250 |
1.3370 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4555 |
1.4536 |
| PP |
1.4523 |
1.4485 |
| S1 |
1.4491 |
1.4435 |
|