CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5260 |
1.5226 |
-0.0034 |
-0.2% |
1.5420 |
| High |
1.5270 |
1.5250 |
-0.0020 |
-0.1% |
1.5485 |
| Low |
1.5207 |
1.5087 |
-0.0120 |
-0.8% |
1.5138 |
| Close |
1.5249 |
1.5155 |
-0.0094 |
-0.6% |
1.5268 |
| Range |
0.0063 |
0.0163 |
0.0100 |
158.7% |
0.0347 |
| ATR |
0.0132 |
0.0134 |
0.0002 |
1.7% |
0.0000 |
| Volume |
319 |
93 |
-226 |
-70.8% |
3,766 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5653 |
1.5567 |
1.5245 |
|
| R3 |
1.5490 |
1.5404 |
1.5200 |
|
| R2 |
1.5327 |
1.5327 |
1.5185 |
|
| R1 |
1.5241 |
1.5241 |
1.5170 |
1.5203 |
| PP |
1.5164 |
1.5164 |
1.5164 |
1.5145 |
| S1 |
1.5078 |
1.5078 |
1.5140 |
1.5040 |
| S2 |
1.5001 |
1.5001 |
1.5125 |
|
| S3 |
1.4838 |
1.4915 |
1.5110 |
|
| S4 |
1.4675 |
1.4752 |
1.5065 |
|
|
| 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 |
1.5380 |
1.5087 |
0.0293 |
1.9% |
0.0136 |
0.9% |
23% |
False |
True |
663 |
| 10 |
1.5485 |
1.5087 |
0.0398 |
2.6% |
0.0130 |
0.9% |
17% |
False |
True |
530 |
| 20 |
1.5509 |
1.5087 |
0.0422 |
2.8% |
0.0127 |
0.8% |
16% |
False |
True |
384 |
| 40 |
1.5509 |
1.4795 |
0.0714 |
4.7% |
0.0127 |
0.8% |
50% |
False |
False |
333 |
| 60 |
1.5758 |
1.4795 |
0.0963 |
6.4% |
0.0085 |
0.6% |
37% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5943 |
|
2.618 |
1.5677 |
|
1.618 |
1.5514 |
|
1.000 |
1.5413 |
|
0.618 |
1.5351 |
|
HIGH |
1.5250 |
|
0.618 |
1.5188 |
|
0.500 |
1.5169 |
|
0.382 |
1.5149 |
|
LOW |
1.5087 |
|
0.618 |
1.4986 |
|
1.000 |
1.4924 |
|
1.618 |
1.4823 |
|
2.618 |
1.4660 |
|
4.250 |
1.4394 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5169 |
1.5234 |
| PP |
1.5164 |
1.5207 |
| S1 |
1.5160 |
1.5181 |
|