CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4830 |
1.4922 |
0.0092 |
0.6% |
1.5260 |
| High |
1.4995 |
1.5039 |
0.0044 |
0.3% |
1.5270 |
| Low |
1.4721 |
1.4813 |
0.0092 |
0.6% |
1.4478 |
| Close |
1.4948 |
1.4817 |
-0.0131 |
-0.9% |
1.4809 |
| Range |
0.0274 |
0.0226 |
-0.0048 |
-17.5% |
0.0792 |
| ATR |
0.0190 |
0.0192 |
0.0003 |
1.4% |
0.0000 |
| Volume |
2,834 |
1,203 |
-1,631 |
-57.6% |
3,806 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5568 |
1.5418 |
1.4941 |
|
| R3 |
1.5342 |
1.5192 |
1.4879 |
|
| R2 |
1.5116 |
1.5116 |
1.4858 |
|
| R1 |
1.4966 |
1.4966 |
1.4838 |
1.4928 |
| PP |
1.4890 |
1.4890 |
1.4890 |
1.4871 |
| S1 |
1.4740 |
1.4740 |
1.4796 |
1.4702 |
| S2 |
1.4664 |
1.4664 |
1.4776 |
|
| S3 |
1.4438 |
1.4514 |
1.4755 |
|
| S4 |
1.4212 |
1.4288 |
1.4693 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7228 |
1.6811 |
1.5245 |
|
| R3 |
1.6436 |
1.6019 |
1.5027 |
|
| R2 |
1.5644 |
1.5644 |
1.4954 |
|
| R1 |
1.5227 |
1.5227 |
1.4882 |
1.5040 |
| PP |
1.4852 |
1.4852 |
1.4852 |
1.4759 |
| S1 |
1.4435 |
1.4435 |
1.4736 |
1.4248 |
| S2 |
1.4060 |
1.4060 |
1.4664 |
|
| S3 |
1.3268 |
1.3643 |
1.4591 |
|
| S4 |
1.2476 |
1.2851 |
1.4373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5144 |
1.4478 |
0.0666 |
4.5% |
0.0338 |
2.3% |
51% |
False |
False |
1,834 |
| 10 |
1.5380 |
1.4478 |
0.0902 |
6.1% |
0.0233 |
1.6% |
38% |
False |
False |
1,279 |
| 20 |
1.5509 |
1.4478 |
0.1031 |
7.0% |
0.0180 |
1.2% |
33% |
False |
False |
825 |
| 40 |
1.5509 |
1.4478 |
0.1031 |
7.0% |
0.0157 |
1.1% |
33% |
False |
False |
550 |
| 60 |
1.5509 |
1.4478 |
0.1031 |
7.0% |
0.0115 |
0.8% |
33% |
False |
False |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6000 |
|
2.618 |
1.5631 |
|
1.618 |
1.5405 |
|
1.000 |
1.5265 |
|
0.618 |
1.5179 |
|
HIGH |
1.5039 |
|
0.618 |
1.4953 |
|
0.500 |
1.4926 |
|
0.382 |
1.4899 |
|
LOW |
1.4813 |
|
0.618 |
1.4673 |
|
1.000 |
1.4587 |
|
1.618 |
1.4447 |
|
2.618 |
1.4221 |
|
4.250 |
1.3853 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4926 |
1.4884 |
| PP |
1.4890 |
1.4862 |
| S1 |
1.4853 |
1.4839 |
|