CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4809 |
1.4698 |
-0.0111 |
-0.7% |
1.4432 |
| High |
1.4847 |
1.4827 |
-0.0020 |
-0.1% |
1.4679 |
| Low |
1.4759 |
1.4655 |
-0.0104 |
-0.7% |
1.4386 |
| Close |
1.4797 |
1.4813 |
0.0016 |
0.1% |
1.4515 |
| Range |
0.0088 |
0.0172 |
0.0084 |
95.5% |
0.0293 |
| ATR |
0.0124 |
0.0127 |
0.0003 |
2.8% |
0.0000 |
| Volume |
18 |
31 |
13 |
72.2% |
44 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5281 |
1.5219 |
1.4908 |
|
| R3 |
1.5109 |
1.5047 |
1.4860 |
|
| R2 |
1.4937 |
1.4937 |
1.4845 |
|
| R1 |
1.4875 |
1.4875 |
1.4829 |
1.4906 |
| PP |
1.4765 |
1.4765 |
1.4765 |
1.4781 |
| S1 |
1.4703 |
1.4703 |
1.4797 |
1.4734 |
| S2 |
1.4593 |
1.4593 |
1.4781 |
|
| S3 |
1.4421 |
1.4531 |
1.4766 |
|
| S4 |
1.4249 |
1.4359 |
1.4718 |
|
|
| 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% |
0.0153 |
1.0% |
91% |
False |
False |
31 |
| 10 |
1.4847 |
1.4386 |
0.0461 |
3.1% |
0.0091 |
0.6% |
93% |
False |
False |
20 |
| 20 |
1.4847 |
1.4313 |
0.0534 |
3.6% |
0.0054 |
0.4% |
94% |
False |
False |
15 |
| 40 |
1.5441 |
1.4313 |
0.1128 |
7.6% |
0.0051 |
0.3% |
44% |
False |
False |
9 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0034 |
0.2% |
43% |
False |
False |
7 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0026 |
0.2% |
43% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5558 |
|
2.618 |
1.5277 |
|
1.618 |
1.5105 |
|
1.000 |
1.4999 |
|
0.618 |
1.4933 |
|
HIGH |
1.4827 |
|
0.618 |
1.4761 |
|
0.500 |
1.4741 |
|
0.382 |
1.4721 |
|
LOW |
1.4655 |
|
0.618 |
1.4549 |
|
1.000 |
1.4483 |
|
1.618 |
1.4377 |
|
2.618 |
1.4205 |
|
4.250 |
1.3924 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4789 |
1.4792 |
| PP |
1.4765 |
1.4772 |
| S1 |
1.4741 |
1.4751 |
|