CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4562 |
1.4442 |
-0.0120 |
-0.8% |
1.4462 |
| High |
1.4613 |
1.4724 |
0.0111 |
0.8% |
1.4613 |
| Low |
1.4435 |
1.4425 |
-0.0010 |
-0.1% |
1.4260 |
| Close |
1.4488 |
1.4663 |
0.0175 |
1.2% |
1.4488 |
| Range |
0.0178 |
0.0299 |
0.0121 |
68.0% |
0.0353 |
| ATR |
0.0205 |
0.0212 |
0.0007 |
3.3% |
0.0000 |
| Volume |
138,585 |
125,150 |
-13,435 |
-9.7% |
574,736 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5501 |
1.5381 |
1.4827 |
|
| R3 |
1.5202 |
1.5082 |
1.4745 |
|
| R2 |
1.4903 |
1.4903 |
1.4718 |
|
| R1 |
1.4783 |
1.4783 |
1.4690 |
1.4843 |
| PP |
1.4604 |
1.4604 |
1.4604 |
1.4634 |
| S1 |
1.4484 |
1.4484 |
1.4636 |
1.4544 |
| S2 |
1.4305 |
1.4305 |
1.4608 |
|
| S3 |
1.4006 |
1.4185 |
1.4581 |
|
| S4 |
1.3707 |
1.3886 |
1.4499 |
|
|
| 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 |
1.4724 |
1.4260 |
0.0464 |
3.2% |
0.0203 |
1.4% |
87% |
True |
False |
112,504 |
| 10 |
1.4724 |
1.4227 |
0.0497 |
3.4% |
0.0204 |
1.4% |
88% |
True |
False |
133,371 |
| 20 |
1.5263 |
1.4227 |
0.1036 |
7.1% |
0.0243 |
1.7% |
42% |
False |
False |
155,405 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
8.8% |
0.0194 |
1.3% |
34% |
False |
False |
133,698 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.8% |
0.0185 |
1.3% |
34% |
False |
False |
119,991 |
| 80 |
1.5800 |
1.4227 |
0.1573 |
10.7% |
0.0180 |
1.2% |
28% |
False |
False |
90,392 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.1% |
0.0171 |
1.2% |
20% |
False |
False |
72,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5995 |
|
2.618 |
1.5507 |
|
1.618 |
1.5208 |
|
1.000 |
1.5023 |
|
0.618 |
1.4909 |
|
HIGH |
1.4724 |
|
0.618 |
1.4610 |
|
0.500 |
1.4575 |
|
0.382 |
1.4539 |
|
LOW |
1.4425 |
|
0.618 |
1.4240 |
|
1.000 |
1.4126 |
|
1.618 |
1.3941 |
|
2.618 |
1.3642 |
|
4.250 |
1.3154 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4634 |
1.4625 |
| PP |
1.4604 |
1.4587 |
| S1 |
1.4575 |
1.4549 |
|