CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4967 |
1.4927 |
-0.0040 |
-0.3% |
1.4841 |
| High |
1.5002 |
1.5060 |
0.0058 |
0.4% |
1.5060 |
| Low |
1.4919 |
1.4861 |
-0.0058 |
-0.4% |
1.4703 |
| Close |
1.4935 |
1.5038 |
0.0103 |
0.7% |
1.5038 |
| Range |
0.0083 |
0.0199 |
0.0116 |
139.8% |
0.0357 |
| ATR |
0.0128 |
0.0133 |
0.0005 |
4.0% |
0.0000 |
| Volume |
35 |
215 |
180 |
514.3% |
448 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5583 |
1.5510 |
1.5147 |
|
| R3 |
1.5384 |
1.5311 |
1.5093 |
|
| R2 |
1.5185 |
1.5185 |
1.5074 |
|
| R1 |
1.5112 |
1.5112 |
1.5056 |
1.5149 |
| PP |
1.4986 |
1.4986 |
1.4986 |
1.5005 |
| S1 |
1.4913 |
1.4913 |
1.5020 |
1.4950 |
| S2 |
1.4787 |
1.4787 |
1.5002 |
|
| S3 |
1.4588 |
1.4714 |
1.4983 |
|
| S4 |
1.4389 |
1.4515 |
1.4929 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6005 |
1.5878 |
1.5234 |
|
| R3 |
1.5648 |
1.5521 |
1.5136 |
|
| R2 |
1.5291 |
1.5291 |
1.5103 |
|
| R1 |
1.5164 |
1.5164 |
1.5071 |
1.5228 |
| PP |
1.4934 |
1.4934 |
1.4934 |
1.4965 |
| S1 |
1.4807 |
1.4807 |
1.5005 |
1.4871 |
| S2 |
1.4577 |
1.4577 |
1.4973 |
|
| S3 |
1.4220 |
1.4450 |
1.4940 |
|
| S4 |
1.3863 |
1.4093 |
1.4842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5060 |
1.4703 |
0.0357 |
2.4% |
0.0147 |
1.0% |
94% |
True |
False |
89 |
| 10 |
1.5060 |
1.4585 |
0.0475 |
3.2% |
0.0142 |
0.9% |
95% |
True |
False |
66 |
| 20 |
1.5060 |
1.4386 |
0.0674 |
4.5% |
0.0087 |
0.6% |
97% |
True |
False |
38 |
| 40 |
1.5262 |
1.4313 |
0.0949 |
6.3% |
0.0072 |
0.5% |
76% |
False |
False |
22 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0048 |
0.3% |
62% |
False |
False |
15 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0036 |
0.2% |
62% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5906 |
|
2.618 |
1.5581 |
|
1.618 |
1.5382 |
|
1.000 |
1.5259 |
|
0.618 |
1.5183 |
|
HIGH |
1.5060 |
|
0.618 |
1.4984 |
|
0.500 |
1.4961 |
|
0.382 |
1.4937 |
|
LOW |
1.4861 |
|
0.618 |
1.4738 |
|
1.000 |
1.4662 |
|
1.618 |
1.4539 |
|
2.618 |
1.4340 |
|
4.250 |
1.4015 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5012 |
1.5008 |
| PP |
1.4986 |
1.4977 |
| S1 |
1.4961 |
1.4947 |
|