CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1.4642 |
1.4464 |
-0.0178 |
-1.2% |
1.4520 |
High |
1.4642 |
1.4464 |
-0.0178 |
-1.2% |
1.4650 |
Low |
1.4642 |
1.4464 |
-0.0178 |
-1.2% |
1.4464 |
Close |
1.4642 |
1.4464 |
-0.0178 |
-1.2% |
1.4464 |
Range |
|
|
|
|
|
ATR |
0.0091 |
0.0097 |
0.0006 |
6.9% |
0.0000 |
Volume |
12 |
12 |
0 |
0.0% |
49 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4464 |
1.4464 |
1.4464 |
|
R3 |
1.4464 |
1.4464 |
1.4464 |
|
R2 |
1.4464 |
1.4464 |
1.4464 |
|
R1 |
1.4464 |
1.4464 |
1.4464 |
1.4464 |
PP |
1.4464 |
1.4464 |
1.4464 |
1.4464 |
S1 |
1.4464 |
1.4464 |
1.4464 |
1.4464 |
S2 |
1.4464 |
1.4464 |
1.4464 |
|
S3 |
1.4464 |
1.4464 |
1.4464 |
|
S4 |
1.4464 |
1.4464 |
1.4464 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5084 |
1.4960 |
1.4566 |
|
R3 |
1.4898 |
1.4774 |
1.4515 |
|
R2 |
1.4712 |
1.4712 |
1.4498 |
|
R1 |
1.4588 |
1.4588 |
1.4481 |
1.4557 |
PP |
1.4526 |
1.4526 |
1.4526 |
1.4511 |
S1 |
1.4402 |
1.4402 |
1.4447 |
1.4371 |
S2 |
1.4340 |
1.4340 |
1.4430 |
|
S3 |
1.4154 |
1.4216 |
1.4413 |
|
S4 |
1.3968 |
1.4030 |
1.4362 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4650 |
1.4464 |
0.0186 |
1.3% |
0.0000 |
0.0% |
0% |
False |
True |
12 |
10 |
1.4650 |
1.4313 |
0.0337 |
2.3% |
0.0016 |
0.1% |
45% |
False |
False |
11 |
20 |
1.5018 |
1.4313 |
0.0705 |
4.9% |
0.0031 |
0.2% |
21% |
False |
False |
8 |
40 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0028 |
0.2% |
13% |
False |
False |
5 |
60 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0019 |
0.1% |
13% |
False |
False |
4 |
80 |
1.5749 |
1.4313 |
0.1436 |
9.9% |
0.0015 |
0.1% |
11% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4464 |
2.618 |
1.4464 |
1.618 |
1.4464 |
1.000 |
1.4464 |
0.618 |
1.4464 |
HIGH |
1.4464 |
0.618 |
1.4464 |
0.500 |
1.4464 |
0.382 |
1.4464 |
LOW |
1.4464 |
0.618 |
1.4464 |
1.000 |
1.4464 |
1.618 |
1.4464 |
2.618 |
1.4464 |
4.250 |
1.4464 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1.4464 |
1.4557 |
PP |
1.4464 |
1.4526 |
S1 |
1.4464 |
1.4495 |
|