CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4425 |
1.4470 |
0.0045 |
0.3% |
1.4442 |
| High |
1.4564 |
1.4530 |
-0.0034 |
-0.2% |
1.4772 |
| Low |
1.4387 |
1.4346 |
-0.0041 |
-0.3% |
1.4425 |
| Close |
1.4470 |
1.4381 |
-0.0089 |
-0.6% |
1.4459 |
| Range |
0.0177 |
0.0184 |
0.0007 |
4.0% |
0.0347 |
| ATR |
0.0208 |
0.0206 |
-0.0002 |
-0.8% |
0.0000 |
| Volume |
132,596 |
133,300 |
704 |
0.5% |
526,361 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4971 |
1.4860 |
1.4482 |
|
| R3 |
1.4787 |
1.4676 |
1.4432 |
|
| R2 |
1.4603 |
1.4603 |
1.4415 |
|
| R1 |
1.4492 |
1.4492 |
1.4398 |
1.4456 |
| PP |
1.4419 |
1.4419 |
1.4419 |
1.4401 |
| S1 |
1.4308 |
1.4308 |
1.4364 |
1.4272 |
| S2 |
1.4235 |
1.4235 |
1.4347 |
|
| S3 |
1.4051 |
1.4124 |
1.4330 |
|
| S4 |
1.3867 |
1.3940 |
1.4280 |
|
|
| 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 |
1.4346 |
0.0426 |
3.0% |
0.0194 |
1.3% |
8% |
False |
True |
133,421 |
| 10 |
1.4772 |
1.4260 |
0.0512 |
3.6% |
0.0198 |
1.4% |
24% |
False |
False |
122,962 |
| 20 |
1.5043 |
1.4227 |
0.0816 |
5.7% |
0.0215 |
1.5% |
19% |
False |
False |
142,529 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
9.0% |
0.0200 |
1.4% |
12% |
False |
False |
138,145 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
9.0% |
0.0188 |
1.3% |
12% |
False |
False |
127,355 |
| 80 |
1.5800 |
1.4227 |
0.1573 |
10.9% |
0.0182 |
1.3% |
10% |
False |
False |
98,699 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.3% |
0.0174 |
1.2% |
7% |
False |
False |
79,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5312 |
|
2.618 |
1.5012 |
|
1.618 |
1.4828 |
|
1.000 |
1.4714 |
|
0.618 |
1.4644 |
|
HIGH |
1.4530 |
|
0.618 |
1.4460 |
|
0.500 |
1.4438 |
|
0.382 |
1.4416 |
|
LOW |
1.4346 |
|
0.618 |
1.4232 |
|
1.000 |
1.4162 |
|
1.618 |
1.4048 |
|
2.618 |
1.3864 |
|
4.250 |
1.3564 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4438 |
1.4514 |
| PP |
1.4419 |
1.4470 |
| S1 |
1.4400 |
1.4425 |
|