CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4468 |
1.4463 |
-0.0005 |
0.0% |
1.4450 |
| High |
1.4532 |
1.4610 |
0.0078 |
0.5% |
1.4772 |
| Low |
1.4349 |
1.4383 |
0.0034 |
0.2% |
1.4435 |
| Close |
1.4383 |
1.4530 |
0.0147 |
1.0% |
1.4461 |
| Range |
0.0183 |
0.0227 |
0.0044 |
24.0% |
0.0337 |
| ATR |
0.0198 |
0.0200 |
0.0002 |
1.1% |
0.0000 |
| Volume |
28,857 |
42,845 |
13,988 |
48.5% |
9,811 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5189 |
1.5086 |
1.4655 |
|
| R3 |
1.4962 |
1.4859 |
1.4592 |
|
| R2 |
1.4735 |
1.4735 |
1.4572 |
|
| R1 |
1.4632 |
1.4632 |
1.4551 |
1.4684 |
| PP |
1.4508 |
1.4508 |
1.4508 |
1.4533 |
| S1 |
1.4405 |
1.4405 |
1.4509 |
1.4457 |
| S2 |
1.4281 |
1.4281 |
1.4488 |
|
| S3 |
1.4054 |
1.4178 |
1.4468 |
|
| S4 |
1.3827 |
1.3951 |
1.4405 |
|
|
| 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 |
1.4745 |
1.4349 |
0.0396 |
2.7% |
0.0193 |
1.3% |
46% |
False |
False |
17,204 |
| 10 |
1.4772 |
1.4343 |
0.0429 |
3.0% |
0.0198 |
1.4% |
44% |
False |
False |
9,405 |
| 20 |
1.5039 |
1.4233 |
0.0806 |
5.5% |
0.0202 |
1.4% |
37% |
False |
False |
5,574 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0188 |
1.3% |
23% |
False |
False |
3,175 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0171 |
1.2% |
23% |
False |
False |
2,216 |
| 80 |
1.5667 |
1.4233 |
0.1434 |
9.9% |
0.0134 |
0.9% |
21% |
False |
False |
1,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5575 |
|
2.618 |
1.5204 |
|
1.618 |
1.4977 |
|
1.000 |
1.4837 |
|
0.618 |
1.4750 |
|
HIGH |
1.4610 |
|
0.618 |
1.4523 |
|
0.500 |
1.4497 |
|
0.382 |
1.4470 |
|
LOW |
1.4383 |
|
0.618 |
1.4243 |
|
1.000 |
1.4156 |
|
1.618 |
1.4016 |
|
2.618 |
1.3789 |
|
4.250 |
1.3418 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4519 |
1.4513 |
| PP |
1.4508 |
1.4496 |
| S1 |
1.4497 |
1.4480 |
|