CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4646 |
1.4658 |
0.0012 |
0.1% |
1.4462 |
| High |
1.4772 |
1.4744 |
-0.0028 |
-0.2% |
1.4613 |
| Low |
1.4554 |
1.4587 |
0.0033 |
0.2% |
1.4260 |
| Close |
1.4643 |
1.4637 |
-0.0006 |
0.0% |
1.4488 |
| Range |
0.0218 |
0.0157 |
-0.0061 |
-28.0% |
0.0353 |
| ATR |
0.0213 |
0.0209 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
175,719 |
133,683 |
-42,036 |
-23.9% |
574,736 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5127 |
1.5039 |
1.4723 |
|
| R3 |
1.4970 |
1.4882 |
1.4680 |
|
| R2 |
1.4813 |
1.4813 |
1.4666 |
|
| R1 |
1.4725 |
1.4725 |
1.4651 |
1.4691 |
| PP |
1.4656 |
1.4656 |
1.4656 |
1.4639 |
| S1 |
1.4568 |
1.4568 |
1.4623 |
1.4534 |
| S2 |
1.4499 |
1.4499 |
1.4608 |
|
| S3 |
1.4342 |
1.4411 |
1.4594 |
|
| S4 |
1.4185 |
1.4254 |
1.4551 |
|
|
| 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 |
1.4373 |
0.0399 |
2.7% |
0.0218 |
1.5% |
66% |
False |
False |
136,442 |
| 10 |
1.4772 |
1.4227 |
0.0545 |
3.7% |
0.0198 |
1.4% |
75% |
False |
False |
134,742 |
| 20 |
1.5148 |
1.4227 |
0.0921 |
6.3% |
0.0248 |
1.7% |
45% |
False |
False |
159,857 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
8.8% |
0.0196 |
1.3% |
32% |
False |
False |
137,478 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.8% |
0.0186 |
1.3% |
32% |
False |
False |
124,091 |
| 80 |
1.5800 |
1.4227 |
0.1573 |
10.7% |
0.0181 |
1.2% |
26% |
False |
False |
94,240 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.1% |
0.0172 |
1.2% |
19% |
False |
False |
75,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5411 |
|
2.618 |
1.5155 |
|
1.618 |
1.4998 |
|
1.000 |
1.4901 |
|
0.618 |
1.4841 |
|
HIGH |
1.4744 |
|
0.618 |
1.4684 |
|
0.500 |
1.4666 |
|
0.382 |
1.4647 |
|
LOW |
1.4587 |
|
0.618 |
1.4490 |
|
1.000 |
1.4430 |
|
1.618 |
1.4333 |
|
2.618 |
1.4176 |
|
4.250 |
1.3920 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4666 |
1.4624 |
| PP |
1.4656 |
1.4611 |
| S1 |
1.4647 |
1.4599 |
|