CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4818 |
1.4841 |
0.0023 |
0.2% |
1.4585 |
| High |
1.4890 |
1.4924 |
0.0034 |
0.2% |
1.4890 |
| Low |
1.4798 |
1.4743 |
-0.0055 |
-0.4% |
1.4585 |
| Close |
1.4798 |
1.4760 |
-0.0038 |
-0.3% |
1.4798 |
| Range |
0.0092 |
0.0181 |
0.0089 |
96.7% |
0.0305 |
| ATR |
0.0125 |
0.0129 |
0.0004 |
3.2% |
0.0000 |
| Volume |
61 |
55 |
-6 |
-9.8% |
212 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5352 |
1.5237 |
1.4860 |
|
| R3 |
1.5171 |
1.5056 |
1.4810 |
|
| R2 |
1.4990 |
1.4990 |
1.4793 |
|
| R1 |
1.4875 |
1.4875 |
1.4777 |
1.4842 |
| PP |
1.4809 |
1.4809 |
1.4809 |
1.4793 |
| S1 |
1.4694 |
1.4694 |
1.4743 |
1.4661 |
| S2 |
1.4628 |
1.4628 |
1.4727 |
|
| S3 |
1.4447 |
1.4513 |
1.4710 |
|
| S4 |
1.4266 |
1.4332 |
1.4660 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5673 |
1.5540 |
1.4966 |
|
| R3 |
1.5368 |
1.5235 |
1.4882 |
|
| R2 |
1.5063 |
1.5063 |
1.4854 |
|
| R1 |
1.4930 |
1.4930 |
1.4826 |
1.4997 |
| PP |
1.4758 |
1.4758 |
1.4758 |
1.4791 |
| S1 |
1.4625 |
1.4625 |
1.4770 |
1.4692 |
| S2 |
1.4453 |
1.4453 |
1.4742 |
|
| S3 |
1.4148 |
1.4320 |
1.4714 |
|
| S4 |
1.3843 |
1.4015 |
1.4630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4924 |
1.4655 |
0.0269 |
1.8% |
0.0132 |
0.9% |
39% |
True |
False |
48 |
| 10 |
1.4924 |
1.4386 |
0.0538 |
3.6% |
0.0104 |
0.7% |
70% |
True |
False |
29 |
| 20 |
1.4924 |
1.4380 |
0.0544 |
3.7% |
0.0059 |
0.4% |
70% |
True |
False |
21 |
| 40 |
1.5441 |
1.4313 |
0.1128 |
7.6% |
0.0058 |
0.4% |
40% |
False |
False |
12 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
8.0% |
0.0039 |
0.3% |
38% |
False |
False |
9 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
8.0% |
0.0029 |
0.2% |
38% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5693 |
|
2.618 |
1.5398 |
|
1.618 |
1.5217 |
|
1.000 |
1.5105 |
|
0.618 |
1.5036 |
|
HIGH |
1.4924 |
|
0.618 |
1.4855 |
|
0.500 |
1.4834 |
|
0.382 |
1.4812 |
|
LOW |
1.4743 |
|
0.618 |
1.4631 |
|
1.000 |
1.4562 |
|
1.618 |
1.4450 |
|
2.618 |
1.4269 |
|
4.250 |
1.3974 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4834 |
1.4790 |
| PP |
1.4809 |
1.4780 |
| S1 |
1.4785 |
1.4770 |
|