CME British Pound Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-May-2010 | 
                    06-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5113 | 
                        1.5096 | 
                        -0.0017 | 
                        -0.1% | 
                        1.5441 | 
                     
                    
                        | High | 
                        1.5139 | 
                        1.5100 | 
                        -0.0039 | 
                        -0.3% | 
                        1.5441 | 
                     
                    
                        | Low | 
                        1.5113 | 
                        1.4672 | 
                        -0.0441 | 
                        -2.9% | 
                        1.5140 | 
                     
                    
                        | Close | 
                        1.5095 | 
                        1.4783 | 
                        -0.0312 | 
                        -2.1% | 
                        1.5262 | 
                     
                    
                        | Range | 
                        0.0026 | 
                        0.0428 | 
                        0.0402 | 
                        1,546.2% | 
                        0.0301 | 
                     
                    
                        | ATR | 
                        0.0077 | 
                        0.0102 | 
                        0.0025 | 
                        32.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        6 | 
                        2 | 
                        -4 | 
                        -66.7% | 
                        11 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6136 | 
                1.5887 | 
                1.5018 | 
                 | 
             
            
                | R3 | 
                1.5708 | 
                1.5459 | 
                1.4901 | 
                 | 
             
            
                | R2 | 
                1.5280 | 
                1.5280 | 
                1.4861 | 
                 | 
             
            
                | R1 | 
                1.5031 | 
                1.5031 | 
                1.4822 | 
                1.4942 | 
             
            
                | PP | 
                1.4852 | 
                1.4852 | 
                1.4852 | 
                1.4807 | 
             
            
                | S1 | 
                1.4603 | 
                1.4603 | 
                1.4744 | 
                1.4514 | 
             
            
                | S2 | 
                1.4424 | 
                1.4424 | 
                1.4705 | 
                 | 
             
            
                | S3 | 
                1.3996 | 
                1.4175 | 
                1.4665 | 
                 | 
             
            
                | S4 | 
                1.3568 | 
                1.3747 | 
                1.4548 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1.5262 | 
                1.4672 | 
                0.0590 | 
                4.0% | 
                0.0104 | 
                0.7% | 
                19% | 
                False | 
                True | 
                2 | 
                 
                
                | 10 | 
                1.5441 | 
                1.4672 | 
                0.0769 | 
                5.2% | 
                0.0052 | 
                0.4% | 
                14% | 
                False | 
                True | 
                2 | 
                 
                
                | 20 | 
                1.5488 | 
                1.4672 | 
                0.0816 | 
                5.5% | 
                0.0026 | 
                0.2% | 
                14% | 
                False | 
                True | 
                1 | 
                 
                
                | 40 | 
                1.5488 | 
                1.4672 | 
                0.0816 | 
                5.5% | 
                0.0014 | 
                0.1% | 
                14% | 
                False | 
                True | 
                2 | 
                 
                
                | 60 | 
                1.5749 | 
                1.4672 | 
                0.1077 | 
                7.3% | 
                0.0009 | 
                0.1% | 
                10% | 
                False | 
                True | 
                3 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6919 | 
         
        
            | 
2.618             | 
            1.6221 | 
         
        
            | 
1.618             | 
            1.5793 | 
         
        
            | 
1.000             | 
            1.5528 | 
         
        
            | 
0.618             | 
            1.5365 | 
         
        
            | 
HIGH             | 
            1.5100 | 
         
        
            | 
0.618             | 
            1.4937 | 
         
        
            | 
0.500             | 
            1.4886 | 
         
        
            | 
0.382             | 
            1.4835 | 
         
        
            | 
LOW             | 
            1.4672 | 
         
        
            | 
0.618             | 
            1.4407 | 
         
        
            | 
1.000             | 
            1.4244 | 
         
        
            | 
1.618             | 
            1.3979 | 
         
        
            | 
2.618             | 
            1.3551 | 
         
        
            | 
4.250             | 
            1.2853 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4886 | 
                                1.4925 | 
                             
                            
                                | PP | 
                                1.4852 | 
                                1.4878 | 
                             
                            
                                | S1 | 
                                1.4817 | 
                                1.4830 | 
                             
             
         |