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 | 
                             
             
         |