CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4815 |
1.4636 |
-0.0179 |
-1.2% |
1.5207 |
| High |
1.4815 |
1.4636 |
-0.0179 |
-1.2% |
1.5207 |
| Low |
1.4815 |
1.4636 |
-0.0179 |
-1.2% |
1.4672 |
| Close |
1.4815 |
1.4636 |
-0.0179 |
-1.2% |
1.4810 |
| Range |
|
|
|
|
|
| ATR |
0.0115 |
0.0119 |
0.0005 |
4.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
32 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4636 |
1.4636 |
1.4636 |
|
| R3 |
1.4636 |
1.4636 |
1.4636 |
|
| R2 |
1.4636 |
1.4636 |
1.4636 |
|
| R1 |
1.4636 |
1.4636 |
1.4636 |
1.4636 |
| PP |
1.4636 |
1.4636 |
1.4636 |
1.4636 |
| S1 |
1.4636 |
1.4636 |
1.4636 |
1.4636 |
| S2 |
1.4636 |
1.4636 |
1.4636 |
|
| S3 |
1.4636 |
1.4636 |
1.4636 |
|
| S4 |
1.4636 |
1.4636 |
1.4636 |
|
|
| 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 |
1.5018 |
1.4636 |
0.0382 |
2.6% |
0.0070 |
0.5% |
0% |
False |
True |
8 |
| 10 |
1.5262 |
1.4636 |
0.0626 |
4.3% |
0.0087 |
0.6% |
0% |
False |
True |
5 |
| 20 |
1.5441 |
1.4636 |
0.0805 |
5.5% |
0.0044 |
0.3% |
0% |
False |
True |
3 |
| 40 |
1.5488 |
1.4636 |
0.0852 |
5.8% |
0.0023 |
0.2% |
0% |
False |
True |
3 |
| 60 |
1.5488 |
1.4636 |
0.0852 |
5.8% |
0.0015 |
0.1% |
0% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4636 |
|
2.618 |
1.4636 |
|
1.618 |
1.4636 |
|
1.000 |
1.4636 |
|
0.618 |
1.4636 |
|
HIGH |
1.4636 |
|
0.618 |
1.4636 |
|
0.500 |
1.4636 |
|
0.382 |
1.4636 |
|
LOW |
1.4636 |
|
0.618 |
1.4636 |
|
1.000 |
1.4636 |
|
1.618 |
1.4636 |
|
2.618 |
1.4636 |
|
4.250 |
1.4636 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4636 |
1.4820 |
| PP |
1.4636 |
1.4759 |
| S1 |
1.4636 |
1.4697 |
|