CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4762 |
1.4804 |
0.0042 |
0.3% |
1.4555 |
| High |
1.4861 |
1.4973 |
0.0112 |
0.8% |
1.4890 |
| Low |
1.4688 |
1.4802 |
0.0114 |
0.8% |
1.4552 |
| Close |
1.4812 |
1.4964 |
0.0152 |
1.0% |
1.4796 |
| Range |
0.0173 |
0.0171 |
-0.0002 |
-1.2% |
0.0338 |
| ATR |
0.0194 |
0.0192 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
80,443 |
143,731 |
63,288 |
78.7% |
573,454 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5426 |
1.5366 |
1.5058 |
|
| R3 |
1.5255 |
1.5195 |
1.5011 |
|
| R2 |
1.5084 |
1.5084 |
1.4995 |
|
| R1 |
1.5024 |
1.5024 |
1.4980 |
1.5054 |
| PP |
1.4913 |
1.4913 |
1.4913 |
1.4928 |
| S1 |
1.4853 |
1.4853 |
1.4948 |
1.4883 |
| S2 |
1.4742 |
1.4742 |
1.4933 |
|
| S3 |
1.4571 |
1.4682 |
1.4917 |
|
| S4 |
1.4400 |
1.4511 |
1.4870 |
|
|
| 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 |
1.4973 |
1.4645 |
0.0328 |
2.2% |
0.0171 |
1.1% |
97% |
True |
False |
100,685 |
| 10 |
1.4973 |
1.4505 |
0.0468 |
3.1% |
0.0187 |
1.3% |
98% |
True |
False |
101,734 |
| 20 |
1.4973 |
1.4343 |
0.0630 |
4.2% |
0.0193 |
1.3% |
99% |
True |
False |
55,569 |
| 40 |
1.5380 |
1.4233 |
0.1147 |
7.7% |
0.0204 |
1.4% |
64% |
False |
False |
28,521 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0177 |
1.2% |
57% |
False |
False |
19,105 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0157 |
1.0% |
57% |
False |
False |
14,386 |
| 100 |
1.5948 |
1.4233 |
0.1715 |
11.5% |
0.0126 |
0.8% |
43% |
False |
False |
11,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5700 |
|
2.618 |
1.5421 |
|
1.618 |
1.5250 |
|
1.000 |
1.5144 |
|
0.618 |
1.5079 |
|
HIGH |
1.4973 |
|
0.618 |
1.4908 |
|
0.500 |
1.4888 |
|
0.382 |
1.4867 |
|
LOW |
1.4802 |
|
0.618 |
1.4696 |
|
1.000 |
1.4631 |
|
1.618 |
1.4525 |
|
2.618 |
1.4354 |
|
4.250 |
1.4075 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4939 |
1.4920 |
| PP |
1.4913 |
1.4875 |
| S1 |
1.4888 |
1.4831 |
|