CME British Pound Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-May-2010 | 
                    17-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4601 | 
                        1.4377 | 
                        -0.0224 | 
                        -1.5% | 
                        1.4893 | 
                     
                    
                        | High | 
                        1.4601 | 
                        1.4377 | 
                        -0.0224 | 
                        -1.5% | 
                        1.5018 | 
                     
                    
                        | Low | 
                        1.4500 | 
                        1.4377 | 
                        -0.0123 | 
                        -0.8% | 
                        1.4500 | 
                     
                    
                        | Close | 
                        1.4556 | 
                        1.4476 | 
                        -0.0080 | 
                        -0.5% | 
                        1.4556 | 
                     
                    
                        | Range | 
                        0.0101 | 
                        0.0000 | 
                        -0.0101 | 
                        -100.0% | 
                        0.0518 | 
                     
                    
                        | ATR | 
                        0.0120 | 
                        0.0125 | 
                        0.0004 | 
                        3.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        2 | 
                        11 | 
                        9 | 
                        450.0% | 
                        24 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4410 | 
                1.4443 | 
                1.4476 | 
                 | 
             
            
                | R3 | 
                1.4410 | 
                1.4443 | 
                1.4476 | 
                 | 
             
            
                | R2 | 
                1.4410 | 
                1.4410 | 
                1.4476 | 
                 | 
             
            
                | R1 | 
                1.4443 | 
                1.4443 | 
                1.4476 | 
                1.4427 | 
             
            
                | PP | 
                1.4410 | 
                1.4410 | 
                1.4410 | 
                1.4402 | 
             
            
                | S1 | 
                1.4443 | 
                1.4443 | 
                1.4476 | 
                1.4427 | 
             
            
                | S2 | 
                1.4410 | 
                1.4410 | 
                1.4476 | 
                 | 
             
            
                | S3 | 
                1.4410 | 
                1.4443 | 
                1.4476 | 
                 | 
             
            
                | S4 | 
                1.4410 | 
                1.4443 | 
                1.4476 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1.5004 | 
                1.4377 | 
                0.0627 | 
                4.3% | 
                0.0054 | 
                0.4% | 
                16% | 
                False | 
                True | 
                5 | 
                 
                
                | 10 | 
                1.5178 | 
                1.4377 | 
                0.0801 | 
                5.5% | 
                0.0097 | 
                0.7% | 
                12% | 
                False | 
                True | 
                6 | 
                 
                
                | 20 | 
                1.5441 | 
                1.4377 | 
                0.1064 | 
                7.4% | 
                0.0049 | 
                0.3% | 
                9% | 
                False | 
                True | 
                4 | 
                 
                
                | 40 | 
                1.5488 | 
                1.4377 | 
                0.1111 | 
                7.7% | 
                0.0024 | 
                0.2% | 
                9% | 
                False | 
                True | 
                3 | 
                 
                
                | 60 | 
                1.5488 | 
                1.4377 | 
                0.1111 | 
                7.7% | 
                0.0017 | 
                0.1% | 
                9% | 
                False | 
                True | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4377 | 
         
        
            | 
2.618             | 
            1.4377 | 
         
        
            | 
1.618             | 
            1.4377 | 
         
        
            | 
1.000             | 
            1.4377 | 
         
        
            | 
0.618             | 
            1.4377 | 
         
        
            | 
HIGH             | 
            1.4377 | 
         
        
            | 
0.618             | 
            1.4377 | 
         
        
            | 
0.500             | 
            1.4377 | 
         
        
            | 
0.382             | 
            1.4377 | 
         
        
            | 
LOW             | 
            1.4377 | 
         
        
            | 
0.618             | 
            1.4377 | 
         
        
            | 
1.000             | 
            1.4377 | 
         
        
            | 
1.618             | 
            1.4377 | 
         
        
            | 
2.618             | 
            1.4377 | 
         
        
            | 
4.250             | 
            1.4377 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4443 | 
                                1.4507 | 
                             
                            
                                | PP | 
                                1.4410 | 
                                1.4496 | 
                             
                            
                                | S1 | 
                                1.4377 | 
                                1.4486 | 
                             
             
         |