CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4463 |
1.4534 |
0.0071 |
0.5% |
1.4450 |
| High |
1.4610 |
1.4722 |
0.0112 |
0.8% |
1.4772 |
| Low |
1.4383 |
1.4508 |
0.0125 |
0.9% |
1.4435 |
| Close |
1.4530 |
1.4702 |
0.0172 |
1.2% |
1.4461 |
| Range |
0.0227 |
0.0214 |
-0.0013 |
-5.7% |
0.0337 |
| ATR |
0.0200 |
0.0201 |
0.0001 |
0.5% |
0.0000 |
| Volume |
42,845 |
43,053 |
208 |
0.5% |
9,811 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5286 |
1.5208 |
1.4820 |
|
| R3 |
1.5072 |
1.4994 |
1.4761 |
|
| R2 |
1.4858 |
1.4858 |
1.4741 |
|
| R1 |
1.4780 |
1.4780 |
1.4722 |
1.4819 |
| PP |
1.4644 |
1.4644 |
1.4644 |
1.4664 |
| S1 |
1.4566 |
1.4566 |
1.4682 |
1.4605 |
| S2 |
1.4430 |
1.4430 |
1.4663 |
|
| S3 |
1.4216 |
1.4352 |
1.4643 |
|
| S4 |
1.4002 |
1.4138 |
1.4584 |
|
|
| 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 |
1.4722 |
1.4349 |
0.0373 |
2.5% |
0.0205 |
1.4% |
95% |
True |
False |
25,283 |
| 10 |
1.4772 |
1.4349 |
0.0423 |
2.9% |
0.0209 |
1.4% |
83% |
False |
False |
13,566 |
| 20 |
1.4908 |
1.4233 |
0.0675 |
4.6% |
0.0202 |
1.4% |
69% |
False |
False |
7,667 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0191 |
1.3% |
37% |
False |
False |
4,246 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0172 |
1.2% |
37% |
False |
False |
2,922 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0136 |
0.9% |
37% |
False |
False |
2,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5632 |
|
2.618 |
1.5282 |
|
1.618 |
1.5068 |
|
1.000 |
1.4936 |
|
0.618 |
1.4854 |
|
HIGH |
1.4722 |
|
0.618 |
1.4640 |
|
0.500 |
1.4615 |
|
0.382 |
1.4590 |
|
LOW |
1.4508 |
|
0.618 |
1.4376 |
|
1.000 |
1.4294 |
|
1.618 |
1.4162 |
|
2.618 |
1.3948 |
|
4.250 |
1.3599 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4673 |
1.4647 |
| PP |
1.4644 |
1.4591 |
| S1 |
1.4615 |
1.4536 |
|