CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4380 |
1.4426 |
0.0046 |
0.3% |
1.4377 |
| High |
1.4380 |
1.4426 |
0.0046 |
0.3% |
1.4473 |
| Low |
1.4380 |
1.4426 |
0.0046 |
0.3% |
1.4313 |
| Close |
1.4380 |
1.4426 |
0.0046 |
0.3% |
1.4477 |
| Range |
|
|
|
|
|
| ATR |
0.0109 |
0.0105 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
13 |
13 |
0 |
0.0% |
19 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4426 |
1.4426 |
1.4426 |
|
| R3 |
1.4426 |
1.4426 |
1.4426 |
|
| R2 |
1.4426 |
1.4426 |
1.4426 |
|
| R1 |
1.4426 |
1.4426 |
1.4426 |
1.4426 |
| PP |
1.4426 |
1.4426 |
1.4426 |
1.4426 |
| S1 |
1.4426 |
1.4426 |
1.4426 |
1.4426 |
| S2 |
1.4426 |
1.4426 |
1.4426 |
|
| S3 |
1.4426 |
1.4426 |
1.4426 |
|
| S4 |
1.4426 |
1.4426 |
1.4426 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4901 |
1.4849 |
1.4565 |
|
| R3 |
1.4741 |
1.4689 |
1.4521 |
|
| R2 |
1.4581 |
1.4581 |
1.4506 |
|
| R1 |
1.4529 |
1.4529 |
1.4492 |
1.4555 |
| PP |
1.4421 |
1.4421 |
1.4421 |
1.4434 |
| S1 |
1.4369 |
1.4369 |
1.4462 |
1.4395 |
| S2 |
1.4261 |
1.4261 |
1.4448 |
|
| S3 |
1.4101 |
1.4209 |
1.4433 |
|
| S4 |
1.3941 |
1.4049 |
1.4389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4473 |
1.4313 |
0.0160 |
1.1% |
0.0032 |
0.2% |
71% |
False |
False |
8 |
| 10 |
1.4636 |
1.4313 |
0.0323 |
2.2% |
0.0026 |
0.2% |
35% |
False |
False |
6 |
| 20 |
1.5320 |
1.4313 |
0.1007 |
7.0% |
0.0057 |
0.4% |
11% |
False |
False |
5 |
| 40 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0028 |
0.2% |
10% |
False |
False |
4 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0019 |
0.1% |
10% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4426 |
|
2.618 |
1.4426 |
|
1.618 |
1.4426 |
|
1.000 |
1.4426 |
|
0.618 |
1.4426 |
|
HIGH |
1.4426 |
|
0.618 |
1.4426 |
|
0.500 |
1.4426 |
|
0.382 |
1.4426 |
|
LOW |
1.4426 |
|
0.618 |
1.4426 |
|
1.000 |
1.4426 |
|
1.618 |
1.4426 |
|
2.618 |
1.4426 |
|
4.250 |
1.4426 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4426 |
1.4423 |
| PP |
1.4426 |
1.4419 |
| S1 |
1.4426 |
1.4416 |
|