CME British Pound Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-May-2010 | 
                    04-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5207 | 
                        1.5170 | 
                        -0.0037 | 
                        -0.2% | 
                        1.5441 | 
                     
                    
                        | High | 
                        1.5207 | 
                        1.5178 | 
                        -0.0029 | 
                        -0.2% | 
                        1.5441 | 
                     
                    
                        | Low | 
                        1.5207 | 
                        1.5112 | 
                        -0.0095 | 
                        -0.6% | 
                        1.5140 | 
                     
                    
                        | Close | 
                        1.5245 | 
                        1.5152 | 
                        -0.0093 | 
                        -0.6% | 
                        1.5262 | 
                     
                    
                        | Range | 
                        0.0000 | 
                        0.0066 | 
                        0.0066 | 
                         | 
                        0.0301 | 
                     
                    
                        | ATR | 
                        0.0075 | 
                        0.0080 | 
                        0.0004 | 
                        5.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        3 | 
                        2 | 
                        200.0% | 
                        11 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5345 | 
                1.5315 | 
                1.5188 | 
                 | 
             
            
                | R3 | 
                1.5279 | 
                1.5249 | 
                1.5170 | 
                 | 
             
            
                | R2 | 
                1.5213 | 
                1.5213 | 
                1.5164 | 
                 | 
             
            
                | R1 | 
                1.5183 | 
                1.5183 | 
                1.5158 | 
                1.5165 | 
             
            
                | PP | 
                1.5147 | 
                1.5147 | 
                1.5147 | 
                1.5139 | 
             
            
                | S1 | 
                1.5117 | 
                1.5117 | 
                1.5146 | 
                1.5099 | 
             
            
                | S2 | 
                1.5081 | 
                1.5081 | 
                1.5140 | 
                 | 
             
            
                | S3 | 
                1.5015 | 
                1.5051 | 
                1.5134 | 
                 | 
             
            
                | S4 | 
                1.4949 | 
                1.4985 | 
                1.5116 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6184 | 
                1.6024 | 
                1.5428 | 
                 | 
             
            
                | R3 | 
                1.5883 | 
                1.5723 | 
                1.5345 | 
                 | 
             
            
                | R2 | 
                1.5582 | 
                1.5582 | 
                1.5317 | 
                 | 
             
            
                | R1 | 
                1.5422 | 
                1.5422 | 
                1.5290 | 
                1.5352 | 
             
            
                | PP | 
                1.5281 | 
                1.5281 | 
                1.5281 | 
                1.5246 | 
             
            
                | S1 | 
                1.5121 | 
                1.5121 | 
                1.5234 | 
                1.5051 | 
             
            
                | S2 | 
                1.4980 | 
                1.4980 | 
                1.5207 | 
                 | 
             
            
                | S3 | 
                1.4679 | 
                1.4820 | 
                1.5179 | 
                 | 
             
            
                | S4 | 
                1.4378 | 
                1.4519 | 
                1.5096 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.5320 | 
                1.5112 | 
                0.0208 | 
                1.4% | 
                0.0013 | 
                0.1% | 
                19% | 
                False | 
                True | 
                1 | 
                 
                
                | 10 | 
                1.5441 | 
                1.5112 | 
                0.0329 | 
                2.2% | 
                0.0007 | 
                0.0% | 
                12% | 
                False | 
                True | 
                1 | 
                 
                
                | 20 | 
                1.5488 | 
                1.5112 | 
                0.0376 | 
                2.5% | 
                0.0003 | 
                0.0% | 
                11% | 
                False | 
                True | 
                1 | 
                 
                
                | 40 | 
                1.5488 | 
                1.4802 | 
                0.0686 | 
                4.5% | 
                0.0002 | 
                0.0% | 
                51% | 
                False | 
                False | 
                2 | 
                 
                
                | 60 | 
                1.5749 | 
                1.4802 | 
                0.0947 | 
                6.3% | 
                0.0002 | 
                0.0% | 
                37% | 
                False | 
                False | 
                5 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.5459 | 
         
        
            | 
2.618             | 
            1.5351 | 
         
        
            | 
1.618             | 
            1.5285 | 
         
        
            | 
1.000             | 
            1.5244 | 
         
        
            | 
0.618             | 
            1.5219 | 
         
        
            | 
HIGH             | 
            1.5178 | 
         
        
            | 
0.618             | 
            1.5153 | 
         
        
            | 
0.500             | 
            1.5145 | 
         
        
            | 
0.382             | 
            1.5137 | 
         
        
            | 
LOW             | 
            1.5112 | 
         
        
            | 
0.618             | 
            1.5071 | 
         
        
            | 
1.000             | 
            1.5046 | 
         
        
            | 
1.618             | 
            1.5005 | 
         
        
            | 
2.618             | 
            1.4939 | 
         
        
            | 
4.250             | 
            1.4832 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5150 | 
                                1.5187 | 
                             
                            
                                | PP | 
                                1.5147 | 
                                1.5175 | 
                             
                            
                                | S1 | 
                                1.5145 | 
                                1.5164 | 
                             
             
         |