CME British Pound Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jun-2010 | 
                    03-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4650 | 
                        1.4642 | 
                        -0.0008 | 
                        -0.1% | 
                        1.4452 | 
                     
                    
                        | High | 
                        1.4650 | 
                        1.4642 | 
                        -0.0008 | 
                        -0.1% | 
                        1.4596 | 
                     
                    
                        | Low | 
                        1.4650 | 
                        1.4642 | 
                        -0.0008 | 
                        -0.1% | 
                        1.4380 | 
                     
                    
                        | Close | 
                        1.4650 | 
                        1.4642 | 
                        -0.0008 | 
                        -0.1% | 
                        1.4497 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0097 | 
                        0.0091 | 
                        -0.0006 | 
                        -6.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        12 | 
                        12 | 
                        0 | 
                        0.0% | 
                        65 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
                 | 
             
            
                | R3 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
                 | 
             
            
                | R2 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
                 | 
             
            
                | R1 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
             
            
                | PP | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
             
            
                | S1 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
             
            
                | S2 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
                 | 
             
            
                | S3 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
                 | 
             
            
                | S4 | 
                1.4642 | 
                1.4642 | 
                1.4642 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5139 | 
                1.5034 | 
                1.4616 | 
                 | 
             
            
                | R3 | 
                1.4923 | 
                1.4818 | 
                1.4556 | 
                 | 
             
            
                | R2 | 
                1.4707 | 
                1.4707 | 
                1.4537 | 
                 | 
             
            
                | R1 | 
                1.4602 | 
                1.4602 | 
                1.4517 | 
                1.4655 | 
             
            
                | PP | 
                1.4491 | 
                1.4491 | 
                1.4491 | 
                1.4517 | 
             
            
                | S1 | 
                1.4386 | 
                1.4386 | 
                1.4477 | 
                1.4439 | 
             
            
                | S2 | 
                1.4275 | 
                1.4275 | 
                1.4457 | 
                 | 
             
            
                | S3 | 
                1.4059 | 
                1.4170 | 
                1.4438 | 
                 | 
             
            
                | S4 | 
                1.3843 | 
                1.3954 | 
                1.4378 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.4650 | 
                1.4497 | 
                0.0153 | 
                1.0% | 
                0.0000 | 
                0.0% | 
                95% | 
                False | 
                False | 
                12 | 
                 
                
                | 10 | 
                1.4650 | 
                1.4313 | 
                0.0337 | 
                2.3% | 
                0.0016 | 
                0.1% | 
                98% | 
                False | 
                False | 
                10 | 
                 
                
                | 20 | 
                1.5100 | 
                1.4313 | 
                0.0787 | 
                5.4% | 
                0.0052 | 
                0.4% | 
                42% | 
                False | 
                False | 
                8 | 
                 
                
                | 40 | 
                1.5488 | 
                1.4313 | 
                0.1175 | 
                8.0% | 
                0.0028 | 
                0.2% | 
                28% | 
                False | 
                False | 
                5 | 
                 
                
                | 60 | 
                1.5488 | 
                1.4313 | 
                0.1175 | 
                8.0% | 
                0.0019 | 
                0.1% | 
                28% | 
                False | 
                False | 
                4 | 
                 
                
                | 80 | 
                1.5749 | 
                1.4313 | 
                0.1436 | 
                9.8% | 
                0.0015 | 
                0.1% | 
                23% | 
                False | 
                False | 
                5 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4642 | 
         
        
            | 
2.618             | 
            1.4642 | 
         
        
            | 
1.618             | 
            1.4642 | 
         
        
            | 
1.000             | 
            1.4642 | 
         
        
            | 
0.618             | 
            1.4642 | 
         
        
            | 
HIGH             | 
            1.4642 | 
         
        
            | 
0.618             | 
            1.4642 | 
         
        
            | 
0.500             | 
            1.4642 | 
         
        
            | 
0.382             | 
            1.4642 | 
         
        
            | 
LOW             | 
            1.4642 | 
         
        
            | 
0.618             | 
            1.4642 | 
         
        
            | 
1.000             | 
            1.4642 | 
         
        
            | 
1.618             | 
            1.4642 | 
         
        
            | 
2.618             | 
            1.4642 | 
         
        
            | 
4.250             | 
            1.4642 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4642 | 
                                1.4623 | 
                             
                            
                                | PP | 
                                1.4642 | 
                                1.4604 | 
                             
                            
                                | S1 | 
                                1.4642 | 
                                1.4585 | 
                             
             
         |