CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4570 |
1.4450 |
-0.0120 |
-0.8% |
1.4469 |
| High |
1.4619 |
1.4725 |
0.0106 |
0.7% |
1.4619 |
| Low |
1.4440 |
1.4435 |
-0.0005 |
0.0% |
1.4271 |
| Close |
1.4492 |
1.4666 |
0.0174 |
1.2% |
1.4492 |
| Range |
0.0179 |
0.0290 |
0.0111 |
62.0% |
0.0348 |
| ATR |
0.0194 |
0.0201 |
0.0007 |
3.5% |
0.0000 |
| Volume |
1,600 |
1,089 |
-511 |
-31.9% |
6,954 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5479 |
1.5362 |
1.4826 |
|
| R3 |
1.5189 |
1.5072 |
1.4746 |
|
| R2 |
1.4899 |
1.4899 |
1.4719 |
|
| R1 |
1.4782 |
1.4782 |
1.4693 |
1.4841 |
| PP |
1.4609 |
1.4609 |
1.4609 |
1.4638 |
| S1 |
1.4492 |
1.4492 |
1.4639 |
1.4551 |
| S2 |
1.4319 |
1.4319 |
1.4613 |
|
| S3 |
1.4029 |
1.4202 |
1.4586 |
|
| S4 |
1.3739 |
1.3912 |
1.4507 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5505 |
1.5346 |
1.4683 |
|
| R3 |
1.5157 |
1.4998 |
1.4588 |
|
| R2 |
1.4809 |
1.4809 |
1.4556 |
|
| R1 |
1.4650 |
1.4650 |
1.4524 |
1.4730 |
| PP |
1.4461 |
1.4461 |
1.4461 |
1.4500 |
| S1 |
1.4302 |
1.4302 |
1.4460 |
1.4382 |
| S2 |
1.4113 |
1.4113 |
1.4428 |
|
| S3 |
1.3765 |
1.3954 |
1.4396 |
|
| S4 |
1.3417 |
1.3606 |
1.4301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4725 |
1.4271 |
0.0454 |
3.1% |
0.0190 |
1.3% |
87% |
True |
False |
1,188 |
| 10 |
1.4725 |
1.4233 |
0.0492 |
3.4% |
0.0193 |
1.3% |
88% |
True |
False |
1,366 |
| 20 |
1.5250 |
1.4233 |
0.1017 |
6.9% |
0.0229 |
1.6% |
43% |
False |
False |
1,558 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0178 |
1.2% |
34% |
False |
False |
970 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0158 |
1.1% |
34% |
False |
False |
740 |
| 80 |
1.5758 |
1.4233 |
0.1525 |
10.4% |
0.0119 |
0.8% |
28% |
False |
False |
555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5958 |
|
2.618 |
1.5484 |
|
1.618 |
1.5194 |
|
1.000 |
1.5015 |
|
0.618 |
1.4904 |
|
HIGH |
1.4725 |
|
0.618 |
1.4614 |
|
0.500 |
1.4580 |
|
0.382 |
1.4546 |
|
LOW |
1.4435 |
|
0.618 |
1.4256 |
|
1.000 |
1.4145 |
|
1.618 |
1.3966 |
|
2.618 |
1.3676 |
|
4.250 |
1.3203 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4637 |
1.4629 |
| PP |
1.4609 |
1.4592 |
| S1 |
1.4580 |
1.4555 |
|