CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4403 |
1.4432 |
0.0029 |
0.2% |
1.4517 |
| High |
1.4417 |
1.4450 |
0.0033 |
0.2% |
1.4517 |
| Low |
1.4271 |
1.4343 |
0.0072 |
0.5% |
1.4233 |
| Close |
1.4372 |
1.4416 |
0.0044 |
0.3% |
1.4474 |
| Range |
0.0146 |
0.0107 |
-0.0039 |
-26.7% |
0.0284 |
| ATR |
0.0200 |
0.0193 |
-0.0007 |
-3.3% |
0.0000 |
| Volume |
1,010 |
1,448 |
438 |
43.4% |
6,887 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4724 |
1.4677 |
1.4475 |
|
| R3 |
1.4617 |
1.4570 |
1.4445 |
|
| R2 |
1.4510 |
1.4510 |
1.4436 |
|
| R1 |
1.4463 |
1.4463 |
1.4426 |
1.4433 |
| PP |
1.4403 |
1.4403 |
1.4403 |
1.4388 |
| S1 |
1.4356 |
1.4356 |
1.4406 |
1.4326 |
| S2 |
1.4296 |
1.4296 |
1.4396 |
|
| S3 |
1.4189 |
1.4249 |
1.4387 |
|
| S4 |
1.4082 |
1.4142 |
1.4357 |
|
|
| 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% |
0.0166 |
1.2% |
63% |
False |
False |
1,641 |
| 10 |
1.4908 |
1.4233 |
0.0675 |
4.7% |
0.0194 |
1.3% |
27% |
False |
False |
1,768 |
| 20 |
1.5380 |
1.4233 |
0.1147 |
8.0% |
0.0214 |
1.5% |
16% |
False |
False |
1,524 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.9% |
0.0168 |
1.2% |
14% |
False |
False |
901 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.9% |
0.0147 |
1.0% |
14% |
False |
False |
682 |
| 80 |
1.5871 |
1.4233 |
0.1638 |
11.4% |
0.0110 |
0.8% |
11% |
False |
False |
512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4905 |
|
2.618 |
1.4730 |
|
1.618 |
1.4623 |
|
1.000 |
1.4557 |
|
0.618 |
1.4516 |
|
HIGH |
1.4450 |
|
0.618 |
1.4409 |
|
0.500 |
1.4397 |
|
0.382 |
1.4384 |
|
LOW |
1.4343 |
|
0.618 |
1.4277 |
|
1.000 |
1.4236 |
|
1.618 |
1.4170 |
|
2.618 |
1.4063 |
|
4.250 |
1.3888 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4410 |
1.4410 |
| PP |
1.4403 |
1.4404 |
| S1 |
1.4397 |
1.4398 |
|