CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4555 |
1.4740 |
0.0185 |
1.3% |
1.4428 |
| High |
1.4811 |
1.4840 |
0.0029 |
0.2% |
1.4764 |
| Low |
1.4552 |
1.4685 |
0.0133 |
0.9% |
1.4349 |
| Close |
1.4773 |
1.4816 |
0.0043 |
0.3% |
1.4512 |
| Range |
0.0259 |
0.0155 |
-0.0104 |
-40.2% |
0.0415 |
| ATR |
0.0212 |
0.0208 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
139,426 |
115,142 |
-24,284 |
-17.4% |
227,282 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5245 |
1.5186 |
1.4901 |
|
| R3 |
1.5090 |
1.5031 |
1.4859 |
|
| R2 |
1.4935 |
1.4935 |
1.4844 |
|
| R1 |
1.4876 |
1.4876 |
1.4830 |
1.4906 |
| PP |
1.4780 |
1.4780 |
1.4780 |
1.4795 |
| S1 |
1.4721 |
1.4721 |
1.4802 |
1.4751 |
| S2 |
1.4625 |
1.4625 |
1.4788 |
|
| S3 |
1.4470 |
1.4566 |
1.4773 |
|
| S4 |
1.4315 |
1.4411 |
1.4731 |
|
|
| 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 |
1.4840 |
1.4383 |
0.0457 |
3.1% |
0.0223 |
1.5% |
95% |
True |
False |
88,858 |
| 10 |
1.4840 |
1.4349 |
0.0491 |
3.3% |
0.0207 |
1.4% |
95% |
True |
False |
49,057 |
| 20 |
1.4840 |
1.4233 |
0.0607 |
4.1% |
0.0200 |
1.3% |
96% |
True |
False |
25,212 |
| 40 |
1.5485 |
1.4233 |
0.1252 |
8.5% |
0.0198 |
1.3% |
47% |
False |
False |
13,178 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0175 |
1.2% |
46% |
False |
False |
8,859 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0145 |
1.0% |
46% |
False |
False |
6,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5499 |
|
2.618 |
1.5246 |
|
1.618 |
1.5091 |
|
1.000 |
1.4995 |
|
0.618 |
1.4936 |
|
HIGH |
1.4840 |
|
0.618 |
1.4781 |
|
0.500 |
1.4763 |
|
0.382 |
1.4744 |
|
LOW |
1.4685 |
|
0.618 |
1.4589 |
|
1.000 |
1.4530 |
|
1.618 |
1.4434 |
|
2.618 |
1.4279 |
|
4.250 |
1.4026 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4798 |
1.4768 |
| PP |
1.4780 |
1.4720 |
| S1 |
1.4763 |
1.4673 |
|