CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4850 |
1.4762 |
-0.0088 |
-0.6% |
1.4555 |
| High |
1.4937 |
1.4861 |
-0.0076 |
-0.5% |
1.4890 |
| Low |
1.4740 |
1.4688 |
-0.0052 |
-0.4% |
1.4552 |
| Close |
1.4759 |
1.4812 |
0.0053 |
0.4% |
1.4796 |
| Range |
0.0197 |
0.0173 |
-0.0024 |
-12.2% |
0.0338 |
| ATR |
0.0196 |
0.0194 |
-0.0002 |
-0.8% |
0.0000 |
| Volume |
72,831 |
80,443 |
7,612 |
10.5% |
573,454 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5306 |
1.5232 |
1.4907 |
|
| R3 |
1.5133 |
1.5059 |
1.4860 |
|
| R2 |
1.4960 |
1.4960 |
1.4844 |
|
| R1 |
1.4886 |
1.4886 |
1.4828 |
1.4923 |
| PP |
1.4787 |
1.4787 |
1.4787 |
1.4806 |
| S1 |
1.4713 |
1.4713 |
1.4796 |
1.4750 |
| S2 |
1.4614 |
1.4614 |
1.4780 |
|
| S3 |
1.4441 |
1.4540 |
1.4764 |
|
| S4 |
1.4268 |
1.4367 |
1.4717 |
|
|
| 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 |
1.4937 |
1.4645 |
0.0292 |
2.0% |
0.0163 |
1.1% |
57% |
False |
False |
94,432 |
| 10 |
1.4937 |
1.4383 |
0.0554 |
3.7% |
0.0193 |
1.3% |
77% |
False |
False |
91,645 |
| 20 |
1.4937 |
1.4271 |
0.0666 |
4.5% |
0.0192 |
1.3% |
81% |
False |
False |
48,433 |
| 40 |
1.5470 |
1.4233 |
0.1237 |
8.4% |
0.0205 |
1.4% |
47% |
False |
False |
24,936 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0177 |
1.2% |
45% |
False |
False |
16,711 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0155 |
1.0% |
45% |
False |
False |
12,589 |
| 100 |
1.5948 |
1.4233 |
0.1715 |
11.6% |
0.0125 |
0.8% |
34% |
False |
False |
10,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5596 |
|
2.618 |
1.5314 |
|
1.618 |
1.5141 |
|
1.000 |
1.5034 |
|
0.618 |
1.4968 |
|
HIGH |
1.4861 |
|
0.618 |
1.4795 |
|
0.500 |
1.4775 |
|
0.382 |
1.4754 |
|
LOW |
1.4688 |
|
0.618 |
1.4581 |
|
1.000 |
1.4515 |
|
1.618 |
1.4408 |
|
2.618 |
1.4235 |
|
4.250 |
1.3953 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4800 |
1.4813 |
| PP |
1.4787 |
1.4812 |
| S1 |
1.4775 |
1.4812 |
|