CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4386 |
1.4545 |
0.0159 |
1.1% |
1.4520 |
| High |
1.4386 |
1.4545 |
0.0159 |
1.1% |
1.4650 |
| Low |
1.4386 |
1.4545 |
0.0159 |
1.1% |
1.4464 |
| Close |
1.4386 |
1.4532 |
0.0146 |
1.0% |
1.4464 |
| Range |
|
|
|
|
|
| ATR |
0.0099 |
0.0104 |
0.0004 |
4.3% |
0.0000 |
| Volume |
6 |
10 |
4 |
66.7% |
49 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4541 |
1.4536 |
1.4532 |
|
| R3 |
1.4541 |
1.4536 |
1.4532 |
|
| R2 |
1.4541 |
1.4541 |
1.4532 |
|
| R1 |
1.4536 |
1.4536 |
1.4532 |
1.4539 |
| PP |
1.4541 |
1.4541 |
1.4541 |
1.4542 |
| S1 |
1.4536 |
1.4536 |
1.4532 |
1.4539 |
| S2 |
1.4541 |
1.4541 |
1.4532 |
|
| S3 |
1.4541 |
1.4536 |
1.4532 |
|
| S4 |
1.4541 |
1.4536 |
1.4532 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5084 |
1.4960 |
1.4566 |
|
| R3 |
1.4898 |
1.4774 |
1.4515 |
|
| R2 |
1.4712 |
1.4712 |
1.4498 |
|
| R1 |
1.4588 |
1.4588 |
1.4481 |
1.4557 |
| PP |
1.4526 |
1.4526 |
1.4526 |
1.4511 |
| S1 |
1.4402 |
1.4402 |
1.4447 |
1.4371 |
| S2 |
1.4340 |
1.4340 |
1.4430 |
|
| S3 |
1.4154 |
1.4216 |
1.4413 |
|
| S4 |
1.3968 |
1.4030 |
1.4362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4642 |
1.4386 |
0.0256 |
1.8% |
0.0029 |
0.2% |
57% |
False |
False |
10 |
| 10 |
1.4650 |
1.4386 |
0.0264 |
1.8% |
0.0015 |
0.1% |
55% |
False |
False |
11 |
| 20 |
1.4815 |
1.4313 |
0.0502 |
3.5% |
0.0020 |
0.1% |
44% |
False |
False |
8 |
| 40 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0032 |
0.2% |
19% |
False |
False |
5 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0022 |
0.1% |
19% |
False |
False |
4 |
| 80 |
1.5659 |
1.4313 |
0.1346 |
9.3% |
0.0016 |
0.1% |
16% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4545 |
|
2.618 |
1.4545 |
|
1.618 |
1.4545 |
|
1.000 |
1.4545 |
|
0.618 |
1.4545 |
|
HIGH |
1.4545 |
|
0.618 |
1.4545 |
|
0.500 |
1.4545 |
|
0.382 |
1.4545 |
|
LOW |
1.4545 |
|
0.618 |
1.4545 |
|
1.000 |
1.4545 |
|
1.618 |
1.4545 |
|
2.618 |
1.4545 |
|
4.250 |
1.4545 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4545 |
1.4515 |
| PP |
1.4541 |
1.4498 |
| S1 |
1.4536 |
1.4481 |
|