CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4709 |
1.4555 |
-0.0154 |
-1.0% |
1.4428 |
| High |
1.4764 |
1.4811 |
0.0047 |
0.3% |
1.4764 |
| Low |
1.4505 |
1.4552 |
0.0047 |
0.3% |
1.4349 |
| Close |
1.4512 |
1.4773 |
0.0261 |
1.8% |
1.4512 |
| Range |
0.0259 |
0.0259 |
0.0000 |
0.0% |
0.0415 |
| ATR |
0.0205 |
0.0212 |
0.0007 |
3.3% |
0.0000 |
| Volume |
103,828 |
139,426 |
35,598 |
34.3% |
227,282 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5489 |
1.5390 |
1.4915 |
|
| R3 |
1.5230 |
1.5131 |
1.4844 |
|
| R2 |
1.4971 |
1.4971 |
1.4820 |
|
| R1 |
1.4872 |
1.4872 |
1.4797 |
1.4922 |
| PP |
1.4712 |
1.4712 |
1.4712 |
1.4737 |
| S1 |
1.4613 |
1.4613 |
1.4749 |
1.4663 |
| S2 |
1.4453 |
1.4453 |
1.4726 |
|
| S3 |
1.4194 |
1.4354 |
1.4702 |
|
| S4 |
1.3935 |
1.4095 |
1.4631 |
|
|
| 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 |
1.4811 |
1.4349 |
0.0462 |
3.1% |
0.0228 |
1.5% |
92% |
True |
False |
71,601 |
| 10 |
1.4811 |
1.4349 |
0.0462 |
3.1% |
0.0220 |
1.5% |
92% |
True |
False |
37,651 |
| 20 |
1.4811 |
1.4233 |
0.0578 |
3.9% |
0.0205 |
1.4% |
93% |
True |
False |
19,518 |
| 40 |
1.5485 |
1.4233 |
0.1252 |
8.5% |
0.0198 |
1.3% |
43% |
False |
False |
10,308 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0175 |
1.2% |
42% |
False |
False |
6,951 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0143 |
1.0% |
42% |
False |
False |
5,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5912 |
|
2.618 |
1.5489 |
|
1.618 |
1.5230 |
|
1.000 |
1.5070 |
|
0.618 |
1.4971 |
|
HIGH |
1.4811 |
|
0.618 |
1.4712 |
|
0.500 |
1.4682 |
|
0.382 |
1.4651 |
|
LOW |
1.4552 |
|
0.618 |
1.4392 |
|
1.000 |
1.4293 |
|
1.618 |
1.4133 |
|
2.618 |
1.3874 |
|
4.250 |
1.3451 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4743 |
1.4735 |
| PP |
1.4712 |
1.4696 |
| S1 |
1.4682 |
1.4658 |
|