CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4489 |
1.4296 |
-0.0193 |
-1.3% |
1.4803 |
| High |
1.4516 |
1.4442 |
-0.0074 |
-0.5% |
1.5047 |
| Low |
1.4313 |
1.4237 |
-0.0076 |
-0.5% |
1.4494 |
| Close |
1.4320 |
1.4397 |
0.0077 |
0.5% |
1.4557 |
| Range |
0.0203 |
0.0205 |
0.0002 |
1.0% |
0.0553 |
| ATR |
0.0204 |
0.0204 |
0.0000 |
0.0% |
0.0000 |
| Volume |
968 |
1,007 |
39 |
4.0% |
12,761 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4974 |
1.4890 |
1.4510 |
|
| R3 |
1.4769 |
1.4685 |
1.4453 |
|
| R2 |
1.4564 |
1.4564 |
1.4435 |
|
| R1 |
1.4480 |
1.4480 |
1.4416 |
1.4522 |
| PP |
1.4359 |
1.4359 |
1.4359 |
1.4380 |
| S1 |
1.4275 |
1.4275 |
1.4378 |
1.4317 |
| S2 |
1.4154 |
1.4154 |
1.4359 |
|
| S3 |
1.3949 |
1.4070 |
1.4341 |
|
| S4 |
1.3744 |
1.3865 |
1.4284 |
|
|
| 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 |
1.4908 |
1.4237 |
0.0671 |
4.7% |
0.0223 |
1.5% |
24% |
False |
True |
1,895 |
| 10 |
1.5144 |
1.4237 |
0.0907 |
6.3% |
0.0280 |
1.9% |
18% |
False |
True |
1,865 |
| 20 |
1.5485 |
1.4237 |
0.1248 |
8.7% |
0.0205 |
1.4% |
13% |
False |
True |
1,217 |
| 40 |
1.5509 |
1.4237 |
0.1272 |
8.8% |
0.0165 |
1.1% |
13% |
False |
True |
723 |
| 60 |
1.5509 |
1.4237 |
0.1272 |
8.8% |
0.0133 |
0.9% |
13% |
False |
True |
545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5313 |
|
2.618 |
1.4979 |
|
1.618 |
1.4774 |
|
1.000 |
1.4647 |
|
0.618 |
1.4569 |
|
HIGH |
1.4442 |
|
0.618 |
1.4364 |
|
0.500 |
1.4340 |
|
0.382 |
1.4315 |
|
LOW |
1.4237 |
|
0.618 |
1.4110 |
|
1.000 |
1.4032 |
|
1.618 |
1.3905 |
|
2.618 |
1.3700 |
|
4.250 |
1.3366 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4378 |
1.4390 |
| PP |
1.4359 |
1.4384 |
| S1 |
1.4340 |
1.4377 |
|