CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4841 |
1.4786 |
-0.0055 |
-0.4% |
1.4585 |
| High |
1.4924 |
1.4851 |
-0.0073 |
-0.5% |
1.4890 |
| Low |
1.4743 |
1.4703 |
-0.0040 |
-0.3% |
1.4585 |
| Close |
1.4760 |
1.4813 |
0.0053 |
0.4% |
1.4798 |
| Range |
0.0181 |
0.0148 |
-0.0033 |
-18.2% |
0.0305 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
1.1% |
0.0000 |
| Volume |
55 |
50 |
-5 |
-9.1% |
212 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5233 |
1.5171 |
1.4894 |
|
| R3 |
1.5085 |
1.5023 |
1.4854 |
|
| R2 |
1.4937 |
1.4937 |
1.4840 |
|
| R1 |
1.4875 |
1.4875 |
1.4827 |
1.4906 |
| PP |
1.4789 |
1.4789 |
1.4789 |
1.4805 |
| S1 |
1.4727 |
1.4727 |
1.4799 |
1.4758 |
| S2 |
1.4641 |
1.4641 |
1.4786 |
|
| S3 |
1.4493 |
1.4579 |
1.4772 |
|
| S4 |
1.4345 |
1.4431 |
1.4732 |
|
|
| 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% |
0.0136 |
0.9% |
59% |
False |
False |
43 |
| 10 |
1.4924 |
1.4485 |
0.0439 |
3.0% |
0.0119 |
0.8% |
75% |
False |
False |
34 |
| 20 |
1.4924 |
1.4380 |
0.0544 |
3.7% |
0.0067 |
0.5% |
80% |
False |
False |
23 |
| 40 |
1.5320 |
1.4313 |
0.1007 |
6.8% |
0.0062 |
0.4% |
50% |
False |
False |
13 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0041 |
0.3% |
43% |
False |
False |
10 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0031 |
0.2% |
43% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5480 |
|
2.618 |
1.5238 |
|
1.618 |
1.5090 |
|
1.000 |
1.4999 |
|
0.618 |
1.4942 |
|
HIGH |
1.4851 |
|
0.618 |
1.4794 |
|
0.500 |
1.4777 |
|
0.382 |
1.4760 |
|
LOW |
1.4703 |
|
0.618 |
1.4612 |
|
1.000 |
1.4555 |
|
1.618 |
1.4464 |
|
2.618 |
1.4316 |
|
4.250 |
1.4074 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4801 |
1.4814 |
| PP |
1.4789 |
1.4813 |
| S1 |
1.4777 |
1.4813 |
|