CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5337 |
1.5260 |
-0.0077 |
-0.5% |
1.5420 |
| High |
1.5380 |
1.5270 |
-0.0110 |
-0.7% |
1.5485 |
| Low |
1.5248 |
1.5207 |
-0.0041 |
-0.3% |
1.5138 |
| Close |
1.5268 |
1.5249 |
-0.0019 |
-0.1% |
1.5268 |
| Range |
0.0132 |
0.0063 |
-0.0069 |
-52.3% |
0.0347 |
| ATR |
0.0138 |
0.0132 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
499 |
319 |
-180 |
-36.1% |
3,766 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5431 |
1.5403 |
1.5284 |
|
| R3 |
1.5368 |
1.5340 |
1.5266 |
|
| R2 |
1.5305 |
1.5305 |
1.5261 |
|
| R1 |
1.5277 |
1.5277 |
1.5255 |
1.5260 |
| PP |
1.5242 |
1.5242 |
1.5242 |
1.5233 |
| S1 |
1.5214 |
1.5214 |
1.5243 |
1.5197 |
| S2 |
1.5179 |
1.5179 |
1.5237 |
|
| S3 |
1.5116 |
1.5151 |
1.5232 |
|
| S4 |
1.5053 |
1.5088 |
1.5214 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6338 |
1.6150 |
1.5459 |
|
| R3 |
1.5991 |
1.5803 |
1.5363 |
|
| R2 |
1.5644 |
1.5644 |
1.5332 |
|
| R1 |
1.5456 |
1.5456 |
1.5300 |
1.5377 |
| PP |
1.5297 |
1.5297 |
1.5297 |
1.5257 |
| S1 |
1.5109 |
1.5109 |
1.5236 |
1.5030 |
| S2 |
1.4950 |
1.4950 |
1.5204 |
|
| S3 |
1.4603 |
1.4762 |
1.5173 |
|
| S4 |
1.4256 |
1.4415 |
1.5077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5470 |
1.5138 |
0.0332 |
2.2% |
0.0150 |
1.0% |
33% |
False |
False |
706 |
| 10 |
1.5485 |
1.5138 |
0.0347 |
2.3% |
0.0126 |
0.8% |
32% |
False |
False |
538 |
| 20 |
1.5509 |
1.5122 |
0.0387 |
2.5% |
0.0127 |
0.8% |
33% |
False |
False |
382 |
| 40 |
1.5509 |
1.4795 |
0.0714 |
4.7% |
0.0123 |
0.8% |
64% |
False |
False |
330 |
| 60 |
1.5758 |
1.4795 |
0.0963 |
6.3% |
0.0082 |
0.5% |
47% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5538 |
|
2.618 |
1.5435 |
|
1.618 |
1.5372 |
|
1.000 |
1.5333 |
|
0.618 |
1.5309 |
|
HIGH |
1.5270 |
|
0.618 |
1.5246 |
|
0.500 |
1.5239 |
|
0.382 |
1.5231 |
|
LOW |
1.5207 |
|
0.618 |
1.5168 |
|
1.000 |
1.5144 |
|
1.618 |
1.5105 |
|
2.618 |
1.5042 |
|
4.250 |
1.4939 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5246 |
1.5259 |
| PP |
1.5242 |
1.5256 |
| S1 |
1.5239 |
1.5252 |
|