CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5226 |
1.5130 |
-0.0096 |
-0.6% |
1.5420 |
| High |
1.5250 |
1.5160 |
-0.0090 |
-0.6% |
1.5485 |
| Low |
1.5087 |
1.5069 |
-0.0018 |
-0.1% |
1.5138 |
| Close |
1.5155 |
1.5097 |
-0.0058 |
-0.4% |
1.5268 |
| Range |
0.0163 |
0.0091 |
-0.0072 |
-44.2% |
0.0347 |
| ATR |
0.0134 |
0.0131 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
93 |
738 |
645 |
693.5% |
3,766 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5382 |
1.5330 |
1.5147 |
|
| R3 |
1.5291 |
1.5239 |
1.5122 |
|
| R2 |
1.5200 |
1.5200 |
1.5114 |
|
| R1 |
1.5148 |
1.5148 |
1.5105 |
1.5129 |
| PP |
1.5109 |
1.5109 |
1.5109 |
1.5099 |
| S1 |
1.5057 |
1.5057 |
1.5089 |
1.5038 |
| S2 |
1.5018 |
1.5018 |
1.5080 |
|
| S3 |
1.4927 |
1.4966 |
1.5072 |
|
| S4 |
1.4836 |
1.4875 |
1.5047 |
|
|
| 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 |
1.5069 |
0.0311 |
2.1% |
0.0129 |
0.9% |
9% |
False |
True |
723 |
| 10 |
1.5485 |
1.5069 |
0.0416 |
2.8% |
0.0129 |
0.9% |
7% |
False |
True |
570 |
| 20 |
1.5509 |
1.5069 |
0.0440 |
2.9% |
0.0124 |
0.8% |
6% |
False |
True |
406 |
| 40 |
1.5509 |
1.4795 |
0.0714 |
4.7% |
0.0129 |
0.9% |
42% |
False |
False |
351 |
| 60 |
1.5758 |
1.4795 |
0.0963 |
6.4% |
0.0086 |
0.6% |
31% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5547 |
|
2.618 |
1.5398 |
|
1.618 |
1.5307 |
|
1.000 |
1.5251 |
|
0.618 |
1.5216 |
|
HIGH |
1.5160 |
|
0.618 |
1.5125 |
|
0.500 |
1.5115 |
|
0.382 |
1.5104 |
|
LOW |
1.5069 |
|
0.618 |
1.5013 |
|
1.000 |
1.4978 |
|
1.618 |
1.4922 |
|
2.618 |
1.4831 |
|
4.250 |
1.4682 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5115 |
1.5170 |
| PP |
1.5109 |
1.5145 |
| S1 |
1.5103 |
1.5121 |
|