CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4616 |
1.4425 |
-0.0191 |
-1.3% |
1.4442 |
| High |
1.4682 |
1.4564 |
-0.0118 |
-0.8% |
1.4772 |
| Low |
1.4450 |
1.4387 |
-0.0063 |
-0.4% |
1.4425 |
| Close |
1.4459 |
1.4470 |
0.0011 |
0.1% |
1.4459 |
| Range |
0.0232 |
0.0177 |
-0.0055 |
-23.7% |
0.0347 |
| ATR |
0.0210 |
0.0208 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
91,809 |
132,596 |
40,787 |
44.4% |
526,361 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5005 |
1.4914 |
1.4567 |
|
| R3 |
1.4828 |
1.4737 |
1.4519 |
|
| R2 |
1.4651 |
1.4651 |
1.4502 |
|
| R1 |
1.4560 |
1.4560 |
1.4486 |
1.4606 |
| PP |
1.4474 |
1.4474 |
1.4474 |
1.4496 |
| S1 |
1.4383 |
1.4383 |
1.4454 |
1.4429 |
| S2 |
1.4297 |
1.4297 |
1.4438 |
|
| S3 |
1.4120 |
1.4206 |
1.4421 |
|
| S4 |
1.3943 |
1.4029 |
1.4373 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5593 |
1.5373 |
1.4650 |
|
| R3 |
1.5246 |
1.5026 |
1.4554 |
|
| R2 |
1.4899 |
1.4899 |
1.4523 |
|
| R1 |
1.4679 |
1.4679 |
1.4491 |
1.4789 |
| PP |
1.4552 |
1.4552 |
1.4552 |
1.4607 |
| S1 |
1.4332 |
1.4332 |
1.4427 |
1.4442 |
| S2 |
1.4205 |
1.4205 |
1.4395 |
|
| S3 |
1.3858 |
1.3985 |
1.4364 |
|
| S4 |
1.3511 |
1.3638 |
1.4268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4772 |
1.4387 |
0.0385 |
2.7% |
0.0217 |
1.5% |
22% |
False |
True |
131,791 |
| 10 |
1.4772 |
1.4260 |
0.0512 |
3.5% |
0.0198 |
1.4% |
41% |
False |
False |
123,369 |
| 20 |
1.5054 |
1.4227 |
0.0827 |
5.7% |
0.0220 |
1.5% |
29% |
False |
False |
151,104 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0199 |
1.4% |
19% |
False |
False |
137,815 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0189 |
1.3% |
19% |
False |
False |
126,538 |
| 80 |
1.5800 |
1.4227 |
0.1573 |
10.9% |
0.0182 |
1.3% |
15% |
False |
False |
97,038 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.3% |
0.0174 |
1.2% |
11% |
False |
False |
77,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5316 |
|
2.618 |
1.5027 |
|
1.618 |
1.4850 |
|
1.000 |
1.4741 |
|
0.618 |
1.4673 |
|
HIGH |
1.4564 |
|
0.618 |
1.4496 |
|
0.500 |
1.4476 |
|
0.382 |
1.4455 |
|
LOW |
1.4387 |
|
0.618 |
1.4278 |
|
1.000 |
1.4210 |
|
1.618 |
1.4101 |
|
2.618 |
1.3924 |
|
4.250 |
1.3635 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4476 |
1.4566 |
| PP |
1.4474 |
1.4534 |
| S1 |
1.4472 |
1.4502 |
|