CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4411 |
1.4371 |
-0.0040 |
-0.3% |
1.4517 |
| High |
1.4461 |
1.4501 |
0.0040 |
0.3% |
1.4517 |
| Low |
1.4233 |
1.4318 |
0.0085 |
0.6% |
1.4233 |
| Close |
1.4418 |
1.4474 |
0.0056 |
0.4% |
1.4474 |
| Range |
0.0228 |
0.0183 |
-0.0045 |
-19.7% |
0.0284 |
| ATR |
0.0206 |
0.0204 |
-0.0002 |
-0.8% |
0.0000 |
| Volume |
2,009 |
1,642 |
-367 |
-18.3% |
6,887 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4980 |
1.4910 |
1.4575 |
|
| R3 |
1.4797 |
1.4727 |
1.4524 |
|
| R2 |
1.4614 |
1.4614 |
1.4508 |
|
| R1 |
1.4544 |
1.4544 |
1.4491 |
1.4579 |
| PP |
1.4431 |
1.4431 |
1.4431 |
1.4449 |
| S1 |
1.4361 |
1.4361 |
1.4457 |
1.4396 |
| S2 |
1.4248 |
1.4248 |
1.4440 |
|
| S3 |
1.4065 |
1.4178 |
1.4424 |
|
| S4 |
1.3882 |
1.3995 |
1.4373 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5260 |
1.5151 |
1.4630 |
|
| R3 |
1.4976 |
1.4867 |
1.4552 |
|
| R2 |
1.4692 |
1.4692 |
1.4526 |
|
| R1 |
1.4583 |
1.4583 |
1.4500 |
1.4496 |
| PP |
1.4408 |
1.4408 |
1.4408 |
1.4364 |
| S1 |
1.4299 |
1.4299 |
1.4448 |
1.4212 |
| S2 |
1.4124 |
1.4124 |
1.4422 |
|
| S3 |
1.3840 |
1.4015 |
1.4396 |
|
| S4 |
1.3556 |
1.3731 |
1.4318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4517 |
1.4233 |
0.0284 |
2.0% |
0.0215 |
1.5% |
85% |
False |
False |
1,377 |
| 10 |
1.5047 |
1.4233 |
0.0814 |
5.6% |
0.0231 |
1.6% |
30% |
False |
False |
1,964 |
| 20 |
1.5485 |
1.4233 |
0.1252 |
8.6% |
0.0214 |
1.5% |
19% |
False |
False |
1,361 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0168 |
1.2% |
19% |
False |
False |
801 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0140 |
1.0% |
19% |
False |
False |
606 |
| 80 |
1.5964 |
1.4233 |
0.1731 |
12.0% |
0.0106 |
0.7% |
14% |
False |
False |
455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5279 |
|
2.618 |
1.4980 |
|
1.618 |
1.4797 |
|
1.000 |
1.4684 |
|
0.618 |
1.4614 |
|
HIGH |
1.4501 |
|
0.618 |
1.4431 |
|
0.500 |
1.4410 |
|
0.382 |
1.4388 |
|
LOW |
1.4318 |
|
0.618 |
1.4205 |
|
1.000 |
1.4135 |
|
1.618 |
1.4022 |
|
2.618 |
1.3839 |
|
4.250 |
1.3540 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4453 |
1.4438 |
| PP |
1.4431 |
1.4403 |
| S1 |
1.4410 |
1.4367 |
|