CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4775 |
1.4809 |
0.0034 |
0.2% |
1.4432 |
| High |
1.4842 |
1.4847 |
0.0005 |
0.0% |
1.4679 |
| Low |
1.4717 |
1.4759 |
0.0042 |
0.3% |
1.4386 |
| Close |
1.4818 |
1.4797 |
-0.0021 |
-0.1% |
1.4515 |
| Range |
0.0125 |
0.0088 |
-0.0037 |
-29.6% |
0.0293 |
| ATR |
0.0126 |
0.0124 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
77 |
18 |
-59 |
-76.6% |
44 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5065 |
1.5019 |
1.4845 |
|
| R3 |
1.4977 |
1.4931 |
1.4821 |
|
| R2 |
1.4889 |
1.4889 |
1.4813 |
|
| R1 |
1.4843 |
1.4843 |
1.4805 |
1.4822 |
| PP |
1.4801 |
1.4801 |
1.4801 |
1.4791 |
| S1 |
1.4755 |
1.4755 |
1.4789 |
1.4734 |
| S2 |
1.4713 |
1.4713 |
1.4781 |
|
| S3 |
1.4625 |
1.4667 |
1.4773 |
|
| S4 |
1.4537 |
1.4579 |
1.4749 |
|
|
| 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 |
1.4847 |
1.4485 |
0.0362 |
2.4% |
0.0120 |
0.8% |
86% |
True |
False |
27 |
| 10 |
1.4847 |
1.4386 |
0.0461 |
3.1% |
0.0074 |
0.5% |
89% |
True |
False |
18 |
| 20 |
1.4847 |
1.4313 |
0.0534 |
3.6% |
0.0045 |
0.3% |
91% |
True |
False |
14 |
| 40 |
1.5441 |
1.4313 |
0.1128 |
7.6% |
0.0047 |
0.3% |
43% |
False |
False |
9 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0031 |
0.2% |
41% |
False |
False |
6 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0024 |
0.2% |
41% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5221 |
|
2.618 |
1.5077 |
|
1.618 |
1.4989 |
|
1.000 |
1.4935 |
|
0.618 |
1.4901 |
|
HIGH |
1.4847 |
|
0.618 |
1.4813 |
|
0.500 |
1.4803 |
|
0.382 |
1.4793 |
|
LOW |
1.4759 |
|
0.618 |
1.4705 |
|
1.000 |
1.4671 |
|
1.618 |
1.4617 |
|
2.618 |
1.4529 |
|
4.250 |
1.4385 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4803 |
1.4770 |
| PP |
1.4801 |
1.4743 |
| S1 |
1.4799 |
1.4716 |
|