CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5033 |
1.5095 |
0.0062 |
0.4% |
1.4841 |
| High |
1.5125 |
1.5095 |
-0.0030 |
-0.2% |
1.5060 |
| Low |
1.5017 |
1.5016 |
-0.0001 |
0.0% |
1.4703 |
| Close |
1.5107 |
1.5079 |
-0.0028 |
-0.2% |
1.5038 |
| Range |
0.0108 |
0.0079 |
-0.0029 |
-26.9% |
0.0357 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
48 |
42 |
-6 |
-12.5% |
448 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5300 |
1.5269 |
1.5122 |
|
| R3 |
1.5221 |
1.5190 |
1.5101 |
|
| R2 |
1.5142 |
1.5142 |
1.5093 |
|
| R1 |
1.5111 |
1.5111 |
1.5086 |
1.5087 |
| PP |
1.5063 |
1.5063 |
1.5063 |
1.5052 |
| S1 |
1.5032 |
1.5032 |
1.5072 |
1.5008 |
| S2 |
1.4984 |
1.4984 |
1.5065 |
|
| S3 |
1.4905 |
1.4953 |
1.5057 |
|
| S4 |
1.4826 |
1.4874 |
1.5036 |
|
|
| 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 |
1.5125 |
1.4833 |
0.0292 |
1.9% |
0.0119 |
0.8% |
84% |
False |
False |
86 |
| 10 |
1.5125 |
1.4655 |
0.0470 |
3.1% |
0.0127 |
0.8% |
90% |
False |
False |
64 |
| 20 |
1.5125 |
1.4386 |
0.0739 |
4.9% |
0.0096 |
0.6% |
94% |
False |
False |
41 |
| 40 |
1.5178 |
1.4313 |
0.0865 |
5.7% |
0.0077 |
0.5% |
89% |
False |
False |
24 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0051 |
0.3% |
65% |
False |
False |
17 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0039 |
0.3% |
65% |
False |
False |
13 |
| 100 |
1.5749 |
1.4313 |
0.1436 |
9.5% |
0.0031 |
0.2% |
53% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5431 |
|
2.618 |
1.5302 |
|
1.618 |
1.5223 |
|
1.000 |
1.5174 |
|
0.618 |
1.5144 |
|
HIGH |
1.5095 |
|
0.618 |
1.5065 |
|
0.500 |
1.5056 |
|
0.382 |
1.5046 |
|
LOW |
1.5016 |
|
0.618 |
1.4967 |
|
1.000 |
1.4937 |
|
1.618 |
1.4888 |
|
2.618 |
1.4809 |
|
4.250 |
1.4680 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5071 |
1.5050 |
| PP |
1.5063 |
1.5022 |
| S1 |
1.5056 |
1.4993 |
|