CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4708 |
1.4558 |
-0.0150 |
-1.0% |
1.4425 |
| High |
1.4761 |
1.4788 |
0.0027 |
0.2% |
1.4761 |
| Low |
1.4502 |
1.4510 |
0.0008 |
0.1% |
1.4346 |
| Close |
1.4510 |
1.4755 |
0.0245 |
1.7% |
1.4510 |
| Range |
0.0259 |
0.0278 |
0.0019 |
7.3% |
0.0415 |
| ATR |
0.0212 |
0.0217 |
0.0005 |
2.2% |
0.0000 |
| Volume |
117,039 |
42,800 |
-74,239 |
-63.4% |
652,645 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5518 |
1.5415 |
1.4908 |
|
| R3 |
1.5240 |
1.5137 |
1.4831 |
|
| R2 |
1.4962 |
1.4962 |
1.4806 |
|
| R1 |
1.4859 |
1.4859 |
1.4780 |
1.4911 |
| PP |
1.4684 |
1.4684 |
1.4684 |
1.4710 |
| S1 |
1.4581 |
1.4581 |
1.4730 |
1.4633 |
| S2 |
1.4406 |
1.4406 |
1.4704 |
|
| S3 |
1.4128 |
1.4303 |
1.4679 |
|
| S4 |
1.3850 |
1.4025 |
1.4602 |
|
|
| 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 |
1.4788 |
1.4346 |
0.0442 |
3.0% |
0.0230 |
1.6% |
93% |
True |
False |
112,569 |
| 10 |
1.4788 |
1.4346 |
0.0442 |
3.0% |
0.0223 |
1.5% |
93% |
True |
False |
122,180 |
| 20 |
1.4788 |
1.4227 |
0.0561 |
3.8% |
0.0214 |
1.5% |
94% |
True |
False |
129,291 |
| 40 |
1.5498 |
1.4227 |
0.1271 |
8.6% |
0.0212 |
1.4% |
42% |
False |
False |
139,862 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.8% |
0.0191 |
1.3% |
41% |
False |
False |
126,473 |
| 80 |
1.5556 |
1.4227 |
0.1329 |
9.0% |
0.0186 |
1.3% |
40% |
False |
False |
104,043 |
| 100 |
1.6259 |
1.4227 |
0.2032 |
13.8% |
0.0179 |
1.2% |
26% |
False |
False |
83,307 |
| 120 |
1.6434 |
1.4227 |
0.2207 |
15.0% |
0.0171 |
1.2% |
24% |
False |
False |
69,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5970 |
|
2.618 |
1.5516 |
|
1.618 |
1.5238 |
|
1.000 |
1.5066 |
|
0.618 |
1.4960 |
|
HIGH |
1.4788 |
|
0.618 |
1.4682 |
|
0.500 |
1.4649 |
|
0.382 |
1.4616 |
|
LOW |
1.4510 |
|
0.618 |
1.4338 |
|
1.000 |
1.4232 |
|
1.618 |
1.4060 |
|
2.618 |
1.3782 |
|
4.250 |
1.3329 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4720 |
1.4718 |
| PP |
1.4684 |
1.4682 |
| S1 |
1.4649 |
1.4645 |
|