CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4450 |
1.4655 |
0.0205 |
1.4% |
1.4469 |
| High |
1.4725 |
1.4772 |
0.0047 |
0.3% |
1.4619 |
| Low |
1.4435 |
1.4558 |
0.0123 |
0.9% |
1.4271 |
| Close |
1.4666 |
1.4646 |
-0.0020 |
-0.1% |
1.4492 |
| Range |
0.0290 |
0.0214 |
-0.0076 |
-26.2% |
0.0348 |
| ATR |
0.0201 |
0.0202 |
0.0001 |
0.5% |
0.0000 |
| Volume |
1,089 |
3,101 |
2,012 |
184.8% |
6,954 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5301 |
1.5187 |
1.4764 |
|
| R3 |
1.5087 |
1.4973 |
1.4705 |
|
| R2 |
1.4873 |
1.4873 |
1.4685 |
|
| R1 |
1.4759 |
1.4759 |
1.4666 |
1.4709 |
| PP |
1.4659 |
1.4659 |
1.4659 |
1.4634 |
| S1 |
1.4545 |
1.4545 |
1.4626 |
1.4495 |
| S2 |
1.4445 |
1.4445 |
1.4607 |
|
| S3 |
1.4231 |
1.4331 |
1.4587 |
|
| S4 |
1.4017 |
1.4117 |
1.4528 |
|
|
| 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 |
1.4772 |
1.4343 |
0.0429 |
2.9% |
0.0203 |
1.4% |
71% |
True |
False |
1,606 |
| 10 |
1.4772 |
1.4233 |
0.0539 |
3.7% |
0.0194 |
1.3% |
77% |
True |
False |
1,580 |
| 20 |
1.5160 |
1.4233 |
0.0927 |
6.3% |
0.0232 |
1.6% |
45% |
False |
False |
1,709 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0179 |
1.2% |
32% |
False |
False |
1,046 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0162 |
1.1% |
32% |
False |
False |
791 |
| 80 |
1.5758 |
1.4233 |
0.1525 |
10.4% |
0.0122 |
0.8% |
27% |
False |
False |
594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5682 |
|
2.618 |
1.5332 |
|
1.618 |
1.5118 |
|
1.000 |
1.4986 |
|
0.618 |
1.4904 |
|
HIGH |
1.4772 |
|
0.618 |
1.4690 |
|
0.500 |
1.4665 |
|
0.382 |
1.4640 |
|
LOW |
1.4558 |
|
0.618 |
1.4426 |
|
1.000 |
1.4344 |
|
1.618 |
1.4212 |
|
2.618 |
1.3998 |
|
4.250 |
1.3649 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4665 |
1.4632 |
| PP |
1.4659 |
1.4618 |
| S1 |
1.4652 |
1.4604 |
|