CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4428 |
1.4468 |
0.0040 |
0.3% |
1.4450 |
| High |
1.4562 |
1.4532 |
-0.0030 |
-0.2% |
1.4772 |
| Low |
1.4389 |
1.4349 |
-0.0040 |
-0.3% |
1.4435 |
| Close |
1.4472 |
1.4383 |
-0.0089 |
-0.6% |
1.4461 |
| Range |
0.0173 |
0.0183 |
0.0010 |
5.8% |
0.0337 |
| ATR |
0.0199 |
0.0198 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
8,699 |
28,857 |
20,158 |
231.7% |
9,811 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4970 |
1.4860 |
1.4484 |
|
| R3 |
1.4787 |
1.4677 |
1.4433 |
|
| R2 |
1.4604 |
1.4604 |
1.4417 |
|
| R1 |
1.4494 |
1.4494 |
1.4400 |
1.4458 |
| PP |
1.4421 |
1.4421 |
1.4421 |
1.4403 |
| S1 |
1.4311 |
1.4311 |
1.4366 |
1.4275 |
| S2 |
1.4238 |
1.4238 |
1.4349 |
|
| S3 |
1.4055 |
1.4128 |
1.4333 |
|
| S4 |
1.3872 |
1.3945 |
1.4282 |
|
|
| 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 |
1.4349 |
0.0423 |
2.9% |
0.0191 |
1.3% |
8% |
False |
True |
9,255 |
| 10 |
1.4772 |
1.4271 |
0.0501 |
3.5% |
0.0190 |
1.3% |
22% |
False |
False |
5,222 |
| 20 |
1.5039 |
1.4233 |
0.0806 |
5.6% |
0.0205 |
1.4% |
19% |
False |
False |
3,574 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.9% |
0.0185 |
1.3% |
12% |
False |
False |
2,107 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.9% |
0.0172 |
1.2% |
12% |
False |
False |
1,510 |
| 80 |
1.5758 |
1.4233 |
0.1525 |
10.6% |
0.0131 |
0.9% |
10% |
False |
False |
1,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5310 |
|
2.618 |
1.5011 |
|
1.618 |
1.4828 |
|
1.000 |
1.4715 |
|
0.618 |
1.4645 |
|
HIGH |
1.4532 |
|
0.618 |
1.4462 |
|
0.500 |
1.4441 |
|
0.382 |
1.4419 |
|
LOW |
1.4349 |
|
0.618 |
1.4236 |
|
1.000 |
1.4166 |
|
1.618 |
1.4053 |
|
2.618 |
1.3870 |
|
4.250 |
1.3571 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4441 |
1.4515 |
| PP |
1.4421 |
1.4471 |
| S1 |
1.4402 |
1.4427 |
|