CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4804 |
1.4962 |
0.0158 |
1.1% |
1.4555 |
| High |
1.4973 |
1.5012 |
0.0039 |
0.3% |
1.4890 |
| Low |
1.4802 |
1.4915 |
0.0113 |
0.8% |
1.4552 |
| Close |
1.4964 |
1.4934 |
-0.0030 |
-0.2% |
1.4796 |
| Range |
0.0171 |
0.0097 |
-0.0074 |
-43.3% |
0.0338 |
| ATR |
0.0192 |
0.0186 |
-0.0007 |
-3.5% |
0.0000 |
| Volume |
143,731 |
128,499 |
-15,232 |
-10.6% |
573,454 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5245 |
1.5186 |
1.4987 |
|
| R3 |
1.5148 |
1.5089 |
1.4961 |
|
| R2 |
1.5051 |
1.5051 |
1.4952 |
|
| R1 |
1.4992 |
1.4992 |
1.4943 |
1.4973 |
| PP |
1.4954 |
1.4954 |
1.4954 |
1.4944 |
| S1 |
1.4895 |
1.4895 |
1.4925 |
1.4876 |
| S2 |
1.4857 |
1.4857 |
1.4916 |
|
| S3 |
1.4760 |
1.4798 |
1.4907 |
|
| S4 |
1.4663 |
1.4701 |
1.4881 |
|
|
| 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 |
1.5012 |
1.4688 |
0.0324 |
2.2% |
0.0151 |
1.0% |
76% |
True |
False |
105,935 |
| 10 |
1.5012 |
1.4505 |
0.0507 |
3.4% |
0.0176 |
1.2% |
85% |
True |
False |
110,278 |
| 20 |
1.5012 |
1.4349 |
0.0663 |
4.4% |
0.0192 |
1.3% |
88% |
True |
False |
61,922 |
| 40 |
1.5380 |
1.4233 |
0.1147 |
7.7% |
0.0203 |
1.4% |
61% |
False |
False |
31,723 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0176 |
1.2% |
55% |
False |
False |
21,241 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0158 |
1.1% |
55% |
False |
False |
15,992 |
| 100 |
1.5871 |
1.4233 |
0.1638 |
11.0% |
0.0127 |
0.8% |
43% |
False |
False |
12,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5424 |
|
2.618 |
1.5266 |
|
1.618 |
1.5169 |
|
1.000 |
1.5109 |
|
0.618 |
1.5072 |
|
HIGH |
1.5012 |
|
0.618 |
1.4975 |
|
0.500 |
1.4964 |
|
0.382 |
1.4952 |
|
LOW |
1.4915 |
|
0.618 |
1.4855 |
|
1.000 |
1.4818 |
|
1.618 |
1.4758 |
|
2.618 |
1.4661 |
|
4.250 |
1.4503 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4964 |
1.4906 |
| PP |
1.4954 |
1.4878 |
| S1 |
1.4944 |
1.4850 |
|