CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4724 |
1.4820 |
0.0096 |
0.7% |
1.4555 |
| High |
1.4842 |
1.4890 |
0.0048 |
0.3% |
1.4890 |
| Low |
1.4645 |
1.4773 |
0.0128 |
0.9% |
1.4552 |
| Close |
1.4811 |
1.4796 |
-0.0015 |
-0.1% |
1.4796 |
| Range |
0.0197 |
0.0117 |
-0.0080 |
-40.6% |
0.0338 |
| ATR |
0.0202 |
0.0196 |
-0.0006 |
-3.0% |
0.0000 |
| Volume |
102,249 |
104,174 |
1,925 |
1.9% |
573,454 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5171 |
1.5100 |
1.4860 |
|
| R3 |
1.5054 |
1.4983 |
1.4828 |
|
| R2 |
1.4937 |
1.4937 |
1.4817 |
|
| R1 |
1.4866 |
1.4866 |
1.4807 |
1.4843 |
| PP |
1.4820 |
1.4820 |
1.4820 |
1.4808 |
| S1 |
1.4749 |
1.4749 |
1.4785 |
1.4726 |
| S2 |
1.4703 |
1.4703 |
1.4775 |
|
| S3 |
1.4586 |
1.4632 |
1.4764 |
|
| S4 |
1.4469 |
1.4515 |
1.4732 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5760 |
1.5616 |
1.4982 |
|
| R3 |
1.5422 |
1.5278 |
1.4889 |
|
| R2 |
1.5084 |
1.5084 |
1.4858 |
|
| R1 |
1.4940 |
1.4940 |
1.4827 |
1.5012 |
| PP |
1.4746 |
1.4746 |
1.4746 |
1.4782 |
| S1 |
1.4602 |
1.4602 |
1.4765 |
1.4674 |
| S2 |
1.4408 |
1.4408 |
1.4734 |
|
| S3 |
1.4070 |
1.4264 |
1.4703 |
|
| S4 |
1.3732 |
1.3926 |
1.4610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4890 |
1.4552 |
0.0338 |
2.3% |
0.0172 |
1.2% |
72% |
True |
False |
114,690 |
| 10 |
1.4890 |
1.4349 |
0.0541 |
3.7% |
0.0192 |
1.3% |
83% |
True |
False |
80,073 |
| 20 |
1.4890 |
1.4271 |
0.0619 |
4.2% |
0.0190 |
1.3% |
85% |
True |
False |
40,957 |
| 40 |
1.5485 |
1.4233 |
0.1252 |
8.5% |
0.0200 |
1.4% |
45% |
False |
False |
21,129 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0174 |
1.2% |
44% |
False |
False |
14,163 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0150 |
1.0% |
44% |
False |
False |
10,673 |
| 100 |
1.6100 |
1.4233 |
0.1867 |
12.6% |
0.0121 |
0.8% |
30% |
False |
False |
8,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5387 |
|
2.618 |
1.5196 |
|
1.618 |
1.5079 |
|
1.000 |
1.5007 |
|
0.618 |
1.4962 |
|
HIGH |
1.4890 |
|
0.618 |
1.4845 |
|
0.500 |
1.4832 |
|
0.382 |
1.4818 |
|
LOW |
1.4773 |
|
0.618 |
1.4701 |
|
1.000 |
1.4656 |
|
1.618 |
1.4584 |
|
2.618 |
1.4467 |
|
4.250 |
1.4276 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4832 |
1.4787 |
| PP |
1.4820 |
1.4777 |
| S1 |
1.4808 |
1.4768 |
|