CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5096 |
1.4739 |
-0.0357 |
-2.4% |
1.5207 |
| High |
1.5100 |
1.4741 |
-0.0359 |
-2.4% |
1.5207 |
| Low |
1.4672 |
1.4685 |
0.0013 |
0.1% |
1.4672 |
| Close |
1.4783 |
1.4810 |
0.0027 |
0.2% |
1.4810 |
| Range |
0.0428 |
0.0056 |
-0.0372 |
-86.9% |
0.0535 |
| ATR |
0.0102 |
0.0101 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2 |
20 |
18 |
900.0% |
32 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4913 |
1.4918 |
1.4841 |
|
| R3 |
1.4857 |
1.4862 |
1.4825 |
|
| R2 |
1.4801 |
1.4801 |
1.4820 |
|
| R1 |
1.4806 |
1.4806 |
1.4815 |
1.4804 |
| PP |
1.4745 |
1.4745 |
1.4745 |
1.4744 |
| S1 |
1.4750 |
1.4750 |
1.4805 |
1.4748 |
| S2 |
1.4689 |
1.4689 |
1.4800 |
|
| S3 |
1.4633 |
1.4694 |
1.4795 |
|
| S4 |
1.4577 |
1.4638 |
1.4779 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6501 |
1.6191 |
1.5104 |
|
| R3 |
1.5966 |
1.5656 |
1.4957 |
|
| R2 |
1.5431 |
1.5431 |
1.4908 |
|
| R1 |
1.5121 |
1.5121 |
1.4859 |
1.5009 |
| PP |
1.4896 |
1.4896 |
1.4896 |
1.4840 |
| S1 |
1.4586 |
1.4586 |
1.4761 |
1.4474 |
| S2 |
1.4361 |
1.4361 |
1.4712 |
|
| S3 |
1.3826 |
1.4051 |
1.4663 |
|
| S4 |
1.3291 |
1.3516 |
1.4516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5207 |
1.4672 |
0.0535 |
3.6% |
0.0115 |
0.8% |
26% |
False |
False |
6 |
| 10 |
1.5441 |
1.4672 |
0.0769 |
5.2% |
0.0058 |
0.4% |
18% |
False |
False |
4 |
| 20 |
1.5488 |
1.4672 |
0.0816 |
5.5% |
0.0029 |
0.2% |
17% |
False |
False |
2 |
| 40 |
1.5488 |
1.4672 |
0.0816 |
5.5% |
0.0015 |
0.1% |
17% |
False |
False |
2 |
| 60 |
1.5749 |
1.4672 |
0.1077 |
7.3% |
0.0010 |
0.1% |
13% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4979 |
|
2.618 |
1.4888 |
|
1.618 |
1.4832 |
|
1.000 |
1.4797 |
|
0.618 |
1.4776 |
|
HIGH |
1.4741 |
|
0.618 |
1.4720 |
|
0.500 |
1.4713 |
|
0.382 |
1.4706 |
|
LOW |
1.4685 |
|
0.618 |
1.4650 |
|
1.000 |
1.4629 |
|
1.618 |
1.4594 |
|
2.618 |
1.4538 |
|
4.250 |
1.4447 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4778 |
1.4906 |
| PP |
1.4745 |
1.4874 |
| S1 |
1.4713 |
1.4842 |
|