CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4661 |
1.4624 |
-0.0037 |
-0.3% |
1.4450 |
| High |
1.4745 |
1.4681 |
-0.0064 |
-0.4% |
1.4772 |
| Low |
1.4590 |
1.4453 |
-0.0137 |
-0.9% |
1.4435 |
| Close |
1.4639 |
1.4461 |
-0.0178 |
-1.2% |
1.4461 |
| Range |
0.0155 |
0.0228 |
0.0073 |
47.1% |
0.0337 |
| ATR |
0.0199 |
0.0201 |
0.0002 |
1.1% |
0.0000 |
| Volume |
2,657 |
2,964 |
307 |
11.6% |
9,811 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5216 |
1.5066 |
1.4586 |
|
| R3 |
1.4988 |
1.4838 |
1.4524 |
|
| R2 |
1.4760 |
1.4760 |
1.4503 |
|
| R1 |
1.4610 |
1.4610 |
1.4482 |
1.4571 |
| PP |
1.4532 |
1.4532 |
1.4532 |
1.4512 |
| S1 |
1.4382 |
1.4382 |
1.4440 |
1.4343 |
| S2 |
1.4304 |
1.4304 |
1.4419 |
|
| S3 |
1.4076 |
1.4154 |
1.4398 |
|
| S4 |
1.3848 |
1.3926 |
1.4336 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5567 |
1.5351 |
1.4646 |
|
| R3 |
1.5230 |
1.5014 |
1.4554 |
|
| R2 |
1.4893 |
1.4893 |
1.4523 |
|
| R1 |
1.4677 |
1.4677 |
1.4492 |
1.4785 |
| PP |
1.4556 |
1.4556 |
1.4556 |
1.4610 |
| S1 |
1.4340 |
1.4340 |
1.4430 |
1.4448 |
| S2 |
1.4219 |
1.4219 |
1.4399 |
|
| S3 |
1.3882 |
1.4003 |
1.4368 |
|
| S4 |
1.3545 |
1.3666 |
1.4276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4772 |
1.4435 |
0.0337 |
2.3% |
0.0213 |
1.5% |
8% |
False |
False |
2,282 |
| 10 |
1.4772 |
1.4271 |
0.0501 |
3.5% |
0.0189 |
1.3% |
38% |
False |
False |
1,840 |
| 20 |
1.5047 |
1.4233 |
0.0814 |
5.6% |
0.0223 |
1.5% |
28% |
False |
False |
1,922 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0182 |
1.3% |
18% |
False |
False |
1,176 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0168 |
1.2% |
18% |
False |
False |
884 |
| 80 |
1.5758 |
1.4233 |
0.1525 |
10.5% |
0.0126 |
0.9% |
15% |
False |
False |
664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5650 |
|
2.618 |
1.5278 |
|
1.618 |
1.5050 |
|
1.000 |
1.4909 |
|
0.618 |
1.4822 |
|
HIGH |
1.4681 |
|
0.618 |
1.4594 |
|
0.500 |
1.4567 |
|
0.382 |
1.4540 |
|
LOW |
1.4453 |
|
0.618 |
1.4312 |
|
1.000 |
1.4225 |
|
1.618 |
1.4084 |
|
2.618 |
1.3856 |
|
4.250 |
1.3484 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4567 |
1.4613 |
| PP |
1.4532 |
1.4562 |
| S1 |
1.4496 |
1.4512 |
|