CME British Pound Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-May-2010 | 
                    05-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5170 | 
                        1.5113 | 
                        -0.0057 | 
                        -0.4% | 
                        1.5441 | 
                     
                    
                        | High | 
                        1.5178 | 
                        1.5139 | 
                        -0.0039 | 
                        -0.3% | 
                        1.5441 | 
                     
                    
                        | Low | 
                        1.5112 | 
                        1.5113 | 
                        0.0001 | 
                        0.0% | 
                        1.5140 | 
                     
                    
                        | Close | 
                        1.5152 | 
                        1.5095 | 
                        -0.0057 | 
                        -0.4% | 
                        1.5262 | 
                     
                    
                        | Range | 
                        0.0066 | 
                        0.0026 | 
                        -0.0040 | 
                        -60.6% | 
                        0.0301 | 
                     
                    
                        | ATR | 
                        0.0080 | 
                        0.0077 | 
                        -0.0003 | 
                        -3.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        3 | 
                        6 | 
                        3 | 
                        100.0% | 
                        11 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5194 | 
                1.5170 | 
                1.5109 | 
                 | 
             
            
                | R3 | 
                1.5168 | 
                1.5144 | 
                1.5102 | 
                 | 
             
            
                | R2 | 
                1.5142 | 
                1.5142 | 
                1.5100 | 
                 | 
             
            
                | R1 | 
                1.5118 | 
                1.5118 | 
                1.5097 | 
                1.5117 | 
             
            
                | PP | 
                1.5116 | 
                1.5116 | 
                1.5116 | 
                1.5115 | 
             
            
                | S1 | 
                1.5092 | 
                1.5092 | 
                1.5093 | 
                1.5091 | 
             
            
                | S2 | 
                1.5090 | 
                1.5090 | 
                1.5090 | 
                 | 
             
            
                | S3 | 
                1.5064 | 
                1.5066 | 
                1.5088 | 
                 | 
             
            
                | S4 | 
                1.5038 | 
                1.5040 | 
                1.5081 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.0018 | 
                0.1% | 
                -8% | 
                False | 
                False | 
                2 | 
                 
                
                | 10 | 
                1.5441 | 
                1.5112 | 
                0.0329 | 
                2.2% | 
                0.0009 | 
                0.1% | 
                -5% | 
                False | 
                False | 
                2 | 
                 
                
                | 20 | 
                1.5488 | 
                1.5112 | 
                0.0376 | 
                2.5% | 
                0.0005 | 
                0.0% | 
                -5% | 
                False | 
                False | 
                1 | 
                 
                
                | 40 | 
                1.5488 | 
                1.4802 | 
                0.0686 | 
                4.5% | 
                0.0003 | 
                0.0% | 
                43% | 
                False | 
                False | 
                2 | 
                 
                
                | 60 | 
                1.5749 | 
                1.4802 | 
                0.0947 | 
                6.3% | 
                0.0002 | 
                0.0% | 
                31% | 
                False | 
                False | 
                4 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.5250 | 
         
        
            | 
2.618             | 
            1.5207 | 
         
        
            | 
1.618             | 
            1.5181 | 
         
        
            | 
1.000             | 
            1.5165 | 
         
        
            | 
0.618             | 
            1.5155 | 
         
        
            | 
HIGH             | 
            1.5139 | 
         
        
            | 
0.618             | 
            1.5129 | 
         
        
            | 
0.500             | 
            1.5126 | 
         
        
            | 
0.382             | 
            1.5123 | 
         
        
            | 
LOW             | 
            1.5113 | 
         
        
            | 
0.618             | 
            1.5097 | 
         
        
            | 
1.000             | 
            1.5087 | 
         
        
            | 
1.618             | 
            1.5071 | 
         
        
            | 
2.618             | 
            1.5045 | 
         
        
            | 
4.250             | 
            1.5003 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5126 | 
                                1.5160 | 
                             
                            
                                | PP | 
                                1.5116 | 
                                1.5138 | 
                             
                            
                                | S1 | 
                                1.5105 | 
                                1.5117 | 
                             
             
         |