CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4541 |
1.4708 |
0.0167 |
1.1% |
1.4425 |
| High |
1.4722 |
1.4761 |
0.0039 |
0.3% |
1.4761 |
| Low |
1.4508 |
1.4502 |
-0.0006 |
0.0% |
1.4346 |
| Close |
1.4702 |
1.4510 |
-0.0192 |
-1.3% |
1.4510 |
| Range |
0.0214 |
0.0259 |
0.0045 |
21.0% |
0.0415 |
| ATR |
0.0208 |
0.0212 |
0.0004 |
1.7% |
0.0000 |
| Volume |
117,941 |
117,039 |
-902 |
-0.8% |
652,645 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5368 |
1.5198 |
1.4652 |
|
| R3 |
1.5109 |
1.4939 |
1.4581 |
|
| R2 |
1.4850 |
1.4850 |
1.4557 |
|
| R1 |
1.4680 |
1.4680 |
1.4534 |
1.4636 |
| PP |
1.4591 |
1.4591 |
1.4591 |
1.4569 |
| S1 |
1.4421 |
1.4421 |
1.4486 |
1.4377 |
| S2 |
1.4332 |
1.4332 |
1.4463 |
|
| S3 |
1.4073 |
1.4162 |
1.4439 |
|
| S4 |
1.3814 |
1.3903 |
1.4368 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5784 |
1.5562 |
1.4738 |
|
| R3 |
1.5369 |
1.5147 |
1.4624 |
|
| R2 |
1.4954 |
1.4954 |
1.4586 |
|
| R1 |
1.4732 |
1.4732 |
1.4548 |
1.4843 |
| PP |
1.4539 |
1.4539 |
1.4539 |
1.4595 |
| S1 |
1.4317 |
1.4317 |
1.4472 |
1.4428 |
| S2 |
1.4124 |
1.4124 |
1.4434 |
|
| S3 |
1.3709 |
1.3902 |
1.4396 |
|
| S4 |
1.3294 |
1.3487 |
1.4282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4761 |
1.4346 |
0.0415 |
2.9% |
0.0210 |
1.4% |
40% |
True |
False |
130,529 |
| 10 |
1.4772 |
1.4346 |
0.0426 |
2.9% |
0.0213 |
1.5% |
38% |
False |
False |
131,759 |
| 20 |
1.4772 |
1.4227 |
0.0545 |
3.8% |
0.0207 |
1.4% |
52% |
False |
False |
133,705 |
| 40 |
1.5498 |
1.4227 |
0.1271 |
8.8% |
0.0208 |
1.4% |
22% |
False |
False |
141,433 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0189 |
1.3% |
22% |
False |
False |
128,093 |
| 80 |
1.5672 |
1.4227 |
0.1445 |
10.0% |
0.0185 |
1.3% |
20% |
False |
False |
103,515 |
| 100 |
1.6302 |
1.4227 |
0.2075 |
14.3% |
0.0177 |
1.2% |
14% |
False |
False |
82,881 |
| 120 |
1.6434 |
1.4227 |
0.2207 |
15.2% |
0.0170 |
1.2% |
13% |
False |
False |
69,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5862 |
|
2.618 |
1.5439 |
|
1.618 |
1.5180 |
|
1.000 |
1.5020 |
|
0.618 |
1.4921 |
|
HIGH |
1.4761 |
|
0.618 |
1.4662 |
|
0.500 |
1.4632 |
|
0.382 |
1.4601 |
|
LOW |
1.4502 |
|
0.618 |
1.4342 |
|
1.000 |
1.4243 |
|
1.618 |
1.4083 |
|
2.618 |
1.3824 |
|
4.250 |
1.3401 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4632 |
1.4578 |
| PP |
1.4591 |
1.4555 |
| S1 |
1.4551 |
1.4533 |
|