CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4835 |
1.4600 |
-0.0235 |
-1.6% |
1.4803 |
| High |
1.4908 |
1.4628 |
-0.0280 |
-1.9% |
1.5047 |
| Low |
1.4591 |
1.4494 |
-0.0097 |
-0.7% |
1.4494 |
| Close |
1.4636 |
1.4557 |
-0.0079 |
-0.5% |
1.4557 |
| Range |
0.0317 |
0.0134 |
-0.0183 |
-57.7% |
0.0553 |
| ATR |
0.0201 |
0.0197 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
964 |
5,279 |
4,315 |
447.6% |
12,761 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4962 |
1.4893 |
1.4631 |
|
| R3 |
1.4828 |
1.4759 |
1.4594 |
|
| R2 |
1.4694 |
1.4694 |
1.4582 |
|
| R1 |
1.4625 |
1.4625 |
1.4569 |
1.4593 |
| PP |
1.4560 |
1.4560 |
1.4560 |
1.4543 |
| S1 |
1.4491 |
1.4491 |
1.4545 |
1.4459 |
| S2 |
1.4426 |
1.4426 |
1.4532 |
|
| S3 |
1.4292 |
1.4357 |
1.4520 |
|
| S4 |
1.4158 |
1.4223 |
1.4483 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6358 |
1.6011 |
1.4861 |
|
| R3 |
1.5805 |
1.5458 |
1.4709 |
|
| R2 |
1.5252 |
1.5252 |
1.4658 |
|
| R1 |
1.4905 |
1.4905 |
1.4608 |
1.4802 |
| PP |
1.4699 |
1.4699 |
1.4699 |
1.4648 |
| S1 |
1.4352 |
1.4352 |
1.4506 |
1.4249 |
| S2 |
1.4146 |
1.4146 |
1.4456 |
|
| S3 |
1.3593 |
1.3799 |
1.4405 |
|
| S4 |
1.3040 |
1.3246 |
1.4253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5047 |
1.4494 |
0.0553 |
3.8% |
0.0247 |
1.7% |
11% |
False |
True |
2,552 |
| 10 |
1.5270 |
1.4478 |
0.0792 |
5.4% |
0.0246 |
1.7% |
10% |
False |
False |
1,656 |
| 20 |
1.5485 |
1.4478 |
0.1007 |
6.9% |
0.0191 |
1.3% |
8% |
False |
False |
1,098 |
| 40 |
1.5509 |
1.4478 |
0.1031 |
7.1% |
0.0159 |
1.1% |
8% |
False |
False |
667 |
| 60 |
1.5509 |
1.4478 |
0.1031 |
7.1% |
0.0122 |
0.8% |
8% |
False |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5198 |
|
2.618 |
1.4979 |
|
1.618 |
1.4845 |
|
1.000 |
1.4762 |
|
0.618 |
1.4711 |
|
HIGH |
1.4628 |
|
0.618 |
1.4577 |
|
0.500 |
1.4561 |
|
0.382 |
1.4545 |
|
LOW |
1.4494 |
|
0.618 |
1.4411 |
|
1.000 |
1.4360 |
|
1.618 |
1.4277 |
|
2.618 |
1.4143 |
|
4.250 |
1.3925 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4561 |
1.4767 |
| PP |
1.4560 |
1.4697 |
| S1 |
1.4558 |
1.4627 |
|