CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4534 |
1.4709 |
0.0175 |
1.2% |
1.4428 |
| High |
1.4722 |
1.4764 |
0.0042 |
0.3% |
1.4764 |
| Low |
1.4508 |
1.4505 |
-0.0003 |
0.0% |
1.4349 |
| Close |
1.4702 |
1.4512 |
-0.0190 |
-1.3% |
1.4512 |
| Range |
0.0214 |
0.0259 |
0.0045 |
21.0% |
0.0415 |
| ATR |
0.0201 |
0.0205 |
0.0004 |
2.1% |
0.0000 |
| Volume |
43,053 |
103,828 |
60,775 |
141.2% |
227,282 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5371 |
1.5200 |
1.4654 |
|
| R3 |
1.5112 |
1.4941 |
1.4583 |
|
| R2 |
1.4853 |
1.4853 |
1.4559 |
|
| R1 |
1.4682 |
1.4682 |
1.4536 |
1.4638 |
| PP |
1.4594 |
1.4594 |
1.4594 |
1.4572 |
| S1 |
1.4423 |
1.4423 |
1.4488 |
1.4379 |
| S2 |
1.4335 |
1.4335 |
1.4465 |
|
| S3 |
1.4076 |
1.4164 |
1.4441 |
|
| S4 |
1.3817 |
1.3905 |
1.4370 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5787 |
1.5564 |
1.4740 |
|
| R3 |
1.5372 |
1.5149 |
1.4626 |
|
| R2 |
1.4957 |
1.4957 |
1.4588 |
|
| R1 |
1.4734 |
1.4734 |
1.4550 |
1.4846 |
| PP |
1.4542 |
1.4542 |
1.4542 |
1.4597 |
| S1 |
1.4319 |
1.4319 |
1.4474 |
1.4431 |
| S2 |
1.4127 |
1.4127 |
1.4436 |
|
| S3 |
1.3712 |
1.3904 |
1.4398 |
|
| S4 |
1.3297 |
1.3489 |
1.4284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4764 |
1.4349 |
0.0415 |
2.9% |
0.0211 |
1.5% |
39% |
True |
False |
45,456 |
| 10 |
1.4772 |
1.4349 |
0.0423 |
2.9% |
0.0212 |
1.5% |
39% |
False |
False |
23,869 |
| 20 |
1.4772 |
1.4233 |
0.0539 |
3.7% |
0.0199 |
1.4% |
52% |
False |
False |
12,810 |
| 40 |
1.5485 |
1.4233 |
0.1252 |
8.6% |
0.0194 |
1.3% |
22% |
False |
False |
6,831 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0175 |
1.2% |
22% |
False |
False |
4,642 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0140 |
1.0% |
22% |
False |
False |
3,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5865 |
|
2.618 |
1.5442 |
|
1.618 |
1.5183 |
|
1.000 |
1.5023 |
|
0.618 |
1.4924 |
|
HIGH |
1.4764 |
|
0.618 |
1.4665 |
|
0.500 |
1.4635 |
|
0.382 |
1.4604 |
|
LOW |
1.4505 |
|
0.618 |
1.4345 |
|
1.000 |
1.4246 |
|
1.618 |
1.4086 |
|
2.618 |
1.3827 |
|
4.250 |
1.3404 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4635 |
1.4574 |
| PP |
1.4594 |
1.4553 |
| S1 |
1.4553 |
1.4533 |
|