CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4786 |
1.4839 |
0.0053 |
0.4% |
1.4585 |
| High |
1.4851 |
1.4957 |
0.0106 |
0.7% |
1.4890 |
| Low |
1.4703 |
1.4833 |
0.0130 |
0.9% |
1.4585 |
| Close |
1.4813 |
1.4965 |
0.0152 |
1.0% |
1.4798 |
| Range |
0.0148 |
0.0124 |
-0.0024 |
-16.2% |
0.0305 |
| ATR |
0.0130 |
0.0131 |
0.0001 |
0.8% |
0.0000 |
| Volume |
50 |
93 |
43 |
86.0% |
212 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5290 |
1.5252 |
1.5033 |
|
| R3 |
1.5166 |
1.5128 |
1.4999 |
|
| R2 |
1.5042 |
1.5042 |
1.4988 |
|
| R1 |
1.5004 |
1.5004 |
1.4976 |
1.5023 |
| PP |
1.4918 |
1.4918 |
1.4918 |
1.4928 |
| S1 |
1.4880 |
1.4880 |
1.4954 |
1.4899 |
| S2 |
1.4794 |
1.4794 |
1.4942 |
|
| S3 |
1.4670 |
1.4756 |
1.4931 |
|
| S4 |
1.4546 |
1.4632 |
1.4897 |
|
|
| 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 |
1.4957 |
1.4655 |
0.0302 |
2.0% |
0.0143 |
1.0% |
103% |
True |
False |
58 |
| 10 |
1.4957 |
1.4485 |
0.0472 |
3.2% |
0.0132 |
0.9% |
102% |
True |
False |
42 |
| 20 |
1.4957 |
1.4386 |
0.0571 |
3.8% |
0.0073 |
0.5% |
101% |
True |
False |
27 |
| 40 |
1.5320 |
1.4313 |
0.1007 |
6.7% |
0.0065 |
0.4% |
65% |
False |
False |
16 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0043 |
0.3% |
55% |
False |
False |
11 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0033 |
0.2% |
55% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5484 |
|
2.618 |
1.5282 |
|
1.618 |
1.5158 |
|
1.000 |
1.5081 |
|
0.618 |
1.5034 |
|
HIGH |
1.4957 |
|
0.618 |
1.4910 |
|
0.500 |
1.4895 |
|
0.382 |
1.4880 |
|
LOW |
1.4833 |
|
0.618 |
1.4756 |
|
1.000 |
1.4709 |
|
1.618 |
1.4632 |
|
2.618 |
1.4508 |
|
4.250 |
1.4306 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4942 |
1.4920 |
| PP |
1.4918 |
1.4875 |
| S1 |
1.4895 |
1.4830 |
|