CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4442 |
1.4646 |
0.0204 |
1.4% |
1.4462 |
| High |
1.4724 |
1.4772 |
0.0048 |
0.3% |
1.4613 |
| Low |
1.4425 |
1.4554 |
0.0129 |
0.9% |
1.4260 |
| Close |
1.4663 |
1.4643 |
-0.0020 |
-0.1% |
1.4488 |
| Range |
0.0299 |
0.0218 |
-0.0081 |
-27.1% |
0.0353 |
| ATR |
0.0212 |
0.0213 |
0.0000 |
0.2% |
0.0000 |
| Volume |
125,150 |
175,719 |
50,569 |
40.4% |
574,736 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5310 |
1.5195 |
1.4763 |
|
| R3 |
1.5092 |
1.4977 |
1.4703 |
|
| R2 |
1.4874 |
1.4874 |
1.4683 |
|
| R1 |
1.4759 |
1.4759 |
1.4663 |
1.4708 |
| PP |
1.4656 |
1.4656 |
1.4656 |
1.4631 |
| S1 |
1.4541 |
1.4541 |
1.4623 |
1.4490 |
| S2 |
1.4438 |
1.4438 |
1.4603 |
|
| S3 |
1.4220 |
1.4323 |
1.4583 |
|
| S4 |
1.4002 |
1.4105 |
1.4523 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5513 |
1.5353 |
1.4682 |
|
| R3 |
1.5160 |
1.5000 |
1.4585 |
|
| R2 |
1.4807 |
1.4807 |
1.4553 |
|
| R1 |
1.4647 |
1.4647 |
1.4520 |
1.4727 |
| PP |
1.4454 |
1.4454 |
1.4454 |
1.4494 |
| S1 |
1.4294 |
1.4294 |
1.4456 |
1.4374 |
| S2 |
1.4101 |
1.4101 |
1.4423 |
|
| S3 |
1.3748 |
1.3941 |
1.4391 |
|
| S4 |
1.3395 |
1.3588 |
1.4294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4772 |
1.4330 |
0.0442 |
3.0% |
0.0209 |
1.4% |
71% |
True |
False |
130,757 |
| 10 |
1.4772 |
1.4227 |
0.0545 |
3.7% |
0.0204 |
1.4% |
76% |
True |
False |
135,529 |
| 20 |
1.5171 |
1.4227 |
0.0944 |
6.4% |
0.0245 |
1.7% |
44% |
False |
False |
161,171 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
8.8% |
0.0195 |
1.3% |
32% |
False |
False |
137,032 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.8% |
0.0186 |
1.3% |
32% |
False |
False |
122,579 |
| 80 |
1.5800 |
1.4227 |
0.1573 |
10.7% |
0.0180 |
1.2% |
26% |
False |
False |
92,584 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.1% |
0.0172 |
1.2% |
19% |
False |
False |
74,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5699 |
|
2.618 |
1.5343 |
|
1.618 |
1.5125 |
|
1.000 |
1.4990 |
|
0.618 |
1.4907 |
|
HIGH |
1.4772 |
|
0.618 |
1.4689 |
|
0.500 |
1.4663 |
|
0.382 |
1.4637 |
|
LOW |
1.4554 |
|
0.618 |
1.4419 |
|
1.000 |
1.4336 |
|
1.618 |
1.4201 |
|
2.618 |
1.3983 |
|
4.250 |
1.3628 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4663 |
1.4628 |
| PP |
1.4656 |
1.4613 |
| S1 |
1.4650 |
1.4599 |
|