CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4469 |
1.4403 |
-0.0066 |
-0.5% |
1.4517 |
| High |
1.4524 |
1.4417 |
-0.0107 |
-0.7% |
1.4517 |
| Low |
1.4359 |
1.4271 |
-0.0088 |
-0.6% |
1.4233 |
| Close |
1.4448 |
1.4372 |
-0.0076 |
-0.5% |
1.4474 |
| Range |
0.0165 |
0.0146 |
-0.0019 |
-11.5% |
0.0284 |
| ATR |
0.0201 |
0.0200 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
2,100 |
1,010 |
-1,090 |
-51.9% |
6,887 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4791 |
1.4728 |
1.4452 |
|
| R3 |
1.4645 |
1.4582 |
1.4412 |
|
| R2 |
1.4499 |
1.4499 |
1.4399 |
|
| R1 |
1.4436 |
1.4436 |
1.4385 |
1.4395 |
| PP |
1.4353 |
1.4353 |
1.4353 |
1.4333 |
| S1 |
1.4290 |
1.4290 |
1.4359 |
1.4249 |
| S2 |
1.4207 |
1.4207 |
1.4345 |
|
| S3 |
1.4061 |
1.4144 |
1.4332 |
|
| S4 |
1.3915 |
1.3998 |
1.4292 |
|
|
| 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 |
1.4524 |
1.4233 |
0.0291 |
2.0% |
0.0185 |
1.3% |
48% |
False |
False |
1,553 |
| 10 |
1.5039 |
1.4233 |
0.0806 |
5.6% |
0.0206 |
1.4% |
17% |
False |
False |
1,744 |
| 20 |
1.5380 |
1.4233 |
0.1147 |
8.0% |
0.0215 |
1.5% |
12% |
False |
False |
1,473 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.9% |
0.0169 |
1.2% |
11% |
False |
False |
873 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.9% |
0.0145 |
1.0% |
11% |
False |
False |
658 |
| 80 |
1.5948 |
1.4233 |
0.1715 |
11.9% |
0.0109 |
0.8% |
8% |
False |
False |
494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5038 |
|
2.618 |
1.4799 |
|
1.618 |
1.4653 |
|
1.000 |
1.4563 |
|
0.618 |
1.4507 |
|
HIGH |
1.4417 |
|
0.618 |
1.4361 |
|
0.500 |
1.4344 |
|
0.382 |
1.4327 |
|
LOW |
1.4271 |
|
0.618 |
1.4181 |
|
1.000 |
1.4125 |
|
1.618 |
1.4035 |
|
2.618 |
1.3889 |
|
4.250 |
1.3651 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4363 |
1.4398 |
| PP |
1.4353 |
1.4389 |
| S1 |
1.4344 |
1.4381 |
|