CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4658 |
1.4585 |
-0.0073 |
-0.5% |
1.4432 |
| High |
1.4660 |
1.4791 |
0.0131 |
0.9% |
1.4679 |
| Low |
1.4485 |
1.4585 |
0.0100 |
0.7% |
1.4386 |
| Close |
1.4515 |
1.4775 |
0.0260 |
1.8% |
1.4515 |
| Range |
0.0175 |
0.0206 |
0.0031 |
17.7% |
0.0293 |
| ATR |
0.0115 |
0.0126 |
0.0012 |
10.0% |
0.0000 |
| Volume |
5 |
25 |
20 |
400.0% |
44 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5335 |
1.5261 |
1.4888 |
|
| R3 |
1.5129 |
1.5055 |
1.4832 |
|
| R2 |
1.4923 |
1.4923 |
1.4813 |
|
| R1 |
1.4849 |
1.4849 |
1.4794 |
1.4886 |
| PP |
1.4717 |
1.4717 |
1.4717 |
1.4736 |
| S1 |
1.4643 |
1.4643 |
1.4756 |
1.4680 |
| S2 |
1.4511 |
1.4511 |
1.4737 |
|
| S3 |
1.4305 |
1.4437 |
1.4718 |
|
| S4 |
1.4099 |
1.4231 |
1.4662 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5406 |
1.5253 |
1.4676 |
|
| R3 |
1.5113 |
1.4960 |
1.4596 |
|
| R2 |
1.4820 |
1.4820 |
1.4569 |
|
| R1 |
1.4667 |
1.4667 |
1.4542 |
1.4744 |
| PP |
1.4527 |
1.4527 |
1.4527 |
1.4565 |
| S1 |
1.4374 |
1.4374 |
1.4488 |
1.4451 |
| S2 |
1.4234 |
1.4234 |
1.4461 |
|
| S3 |
1.3941 |
1.4081 |
1.4434 |
|
| S4 |
1.3648 |
1.3788 |
1.4354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4791 |
1.4386 |
0.0405 |
2.7% |
0.0077 |
0.5% |
96% |
True |
False |
11 |
| 10 |
1.4791 |
1.4386 |
0.0405 |
2.7% |
0.0053 |
0.4% |
96% |
True |
False |
11 |
| 20 |
1.4791 |
1.4313 |
0.0478 |
3.2% |
0.0035 |
0.2% |
97% |
True |
False |
10 |
| 40 |
1.5441 |
1.4313 |
0.1128 |
7.6% |
0.0042 |
0.3% |
41% |
False |
False |
6 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
8.0% |
0.0028 |
0.2% |
39% |
False |
False |
5 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
8.0% |
0.0021 |
0.1% |
39% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5667 |
|
2.618 |
1.5330 |
|
1.618 |
1.5124 |
|
1.000 |
1.4997 |
|
0.618 |
1.4918 |
|
HIGH |
1.4791 |
|
0.618 |
1.4712 |
|
0.500 |
1.4688 |
|
0.382 |
1.4664 |
|
LOW |
1.4585 |
|
0.618 |
1.4458 |
|
1.000 |
1.4379 |
|
1.618 |
1.4252 |
|
2.618 |
1.4046 |
|
4.250 |
1.3710 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4746 |
1.4729 |
| PP |
1.4717 |
1.4684 |
| S1 |
1.4688 |
1.4638 |
|