CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4636 |
1.4601 |
-0.0035 |
-0.2% |
1.4893 |
| High |
1.4636 |
1.4601 |
-0.0035 |
-0.2% |
1.5018 |
| Low |
1.4636 |
1.4500 |
-0.0136 |
-0.9% |
1.4500 |
| Close |
1.4636 |
1.4556 |
-0.0080 |
-0.5% |
1.4556 |
| Range |
0.0000 |
0.0101 |
0.0101 |
|
0.0518 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
1.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
24 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4855 |
1.4807 |
1.4612 |
|
| R3 |
1.4754 |
1.4706 |
1.4584 |
|
| R2 |
1.4653 |
1.4653 |
1.4575 |
|
| R1 |
1.4605 |
1.4605 |
1.4565 |
1.4579 |
| PP |
1.4552 |
1.4552 |
1.4552 |
1.4539 |
| S1 |
1.4504 |
1.4504 |
1.4547 |
1.4478 |
| S2 |
1.4451 |
1.4451 |
1.4537 |
|
| S3 |
1.4350 |
1.4403 |
1.4528 |
|
| S4 |
1.4249 |
1.4302 |
1.4500 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6245 |
1.5919 |
1.4841 |
|
| R3 |
1.5727 |
1.5401 |
1.4698 |
|
| R2 |
1.5209 |
1.5209 |
1.4651 |
|
| R1 |
1.4883 |
1.4883 |
1.4603 |
1.4787 |
| PP |
1.4691 |
1.4691 |
1.4691 |
1.4644 |
| S1 |
1.4365 |
1.4365 |
1.4509 |
1.4269 |
| S2 |
1.4173 |
1.4173 |
1.4461 |
|
| S3 |
1.3655 |
1.3847 |
1.4414 |
|
| S4 |
1.3137 |
1.3329 |
1.4271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5018 |
1.4500 |
0.0518 |
3.6% |
0.0079 |
0.5% |
11% |
False |
True |
4 |
| 10 |
1.5207 |
1.4500 |
0.0707 |
4.9% |
0.0097 |
0.7% |
8% |
False |
True |
5 |
| 20 |
1.5441 |
1.4500 |
0.0941 |
6.5% |
0.0049 |
0.3% |
6% |
False |
True |
3 |
| 40 |
1.5488 |
1.4500 |
0.0988 |
6.8% |
0.0025 |
0.2% |
6% |
False |
True |
3 |
| 60 |
1.5488 |
1.4500 |
0.0988 |
6.8% |
0.0017 |
0.1% |
6% |
False |
True |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5030 |
|
2.618 |
1.4865 |
|
1.618 |
1.4764 |
|
1.000 |
1.4702 |
|
0.618 |
1.4663 |
|
HIGH |
1.4601 |
|
0.618 |
1.4562 |
|
0.500 |
1.4551 |
|
0.382 |
1.4539 |
|
LOW |
1.4500 |
|
0.618 |
1.4438 |
|
1.000 |
1.4399 |
|
1.618 |
1.4337 |
|
2.618 |
1.4236 |
|
4.250 |
1.4071 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4554 |
1.4658 |
| PP |
1.4552 |
1.4624 |
| S1 |
1.4551 |
1.4590 |
|