CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5095 |
1.5056 |
-0.0039 |
-0.3% |
1.4841 |
| High |
1.5095 |
1.5068 |
-0.0027 |
-0.2% |
1.5060 |
| Low |
1.5016 |
1.4940 |
-0.0076 |
-0.5% |
1.4703 |
| Close |
1.5079 |
1.4955 |
-0.0124 |
-0.8% |
1.5038 |
| Range |
0.0079 |
0.0128 |
0.0049 |
62.0% |
0.0357 |
| ATR |
0.0128 |
0.0129 |
0.0001 |
0.6% |
0.0000 |
| Volume |
42 |
55 |
13 |
31.0% |
448 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5372 |
1.5291 |
1.5025 |
|
| R3 |
1.5244 |
1.5163 |
1.4990 |
|
| R2 |
1.5116 |
1.5116 |
1.4978 |
|
| R1 |
1.5035 |
1.5035 |
1.4967 |
1.5012 |
| PP |
1.4988 |
1.4988 |
1.4988 |
1.4976 |
| S1 |
1.4907 |
1.4907 |
1.4943 |
1.4884 |
| S2 |
1.4860 |
1.4860 |
1.4932 |
|
| S3 |
1.4732 |
1.4779 |
1.4920 |
|
| S4 |
1.4604 |
1.4651 |
1.4885 |
|
|
| 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 |
1.4861 |
0.0264 |
1.8% |
0.0119 |
0.8% |
36% |
False |
False |
79 |
| 10 |
1.5125 |
1.4655 |
0.0470 |
3.1% |
0.0131 |
0.9% |
64% |
False |
False |
68 |
| 20 |
1.5125 |
1.4386 |
0.0739 |
4.9% |
0.0103 |
0.7% |
77% |
False |
False |
43 |
| 40 |
1.5139 |
1.4313 |
0.0826 |
5.5% |
0.0078 |
0.5% |
78% |
False |
False |
25 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0053 |
0.4% |
55% |
False |
False |
17 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0040 |
0.3% |
55% |
False |
False |
13 |
| 100 |
1.5749 |
1.4313 |
0.1436 |
9.6% |
0.0032 |
0.2% |
45% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5612 |
|
2.618 |
1.5403 |
|
1.618 |
1.5275 |
|
1.000 |
1.5196 |
|
0.618 |
1.5147 |
|
HIGH |
1.5068 |
|
0.618 |
1.5019 |
|
0.500 |
1.5004 |
|
0.382 |
1.4989 |
|
LOW |
1.4940 |
|
0.618 |
1.4861 |
|
1.000 |
1.4812 |
|
1.618 |
1.4733 |
|
2.618 |
1.4605 |
|
4.250 |
1.4396 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5004 |
1.5033 |
| PP |
1.4988 |
1.5007 |
| S1 |
1.4971 |
1.4981 |
|