CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4658 |
1.4616 |
-0.0042 |
-0.3% |
1.4442 |
| High |
1.4744 |
1.4682 |
-0.0062 |
-0.4% |
1.4772 |
| Low |
1.4587 |
1.4450 |
-0.0137 |
-0.9% |
1.4425 |
| Close |
1.4637 |
1.4459 |
-0.0178 |
-1.2% |
1.4459 |
| Range |
0.0157 |
0.0232 |
0.0075 |
47.8% |
0.0347 |
| ATR |
0.0209 |
0.0210 |
0.0002 |
0.8% |
0.0000 |
| Volume |
133,683 |
91,809 |
-41,874 |
-31.3% |
526,361 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5226 |
1.5075 |
1.4587 |
|
| R3 |
1.4994 |
1.4843 |
1.4523 |
|
| R2 |
1.4762 |
1.4762 |
1.4502 |
|
| R1 |
1.4611 |
1.4611 |
1.4480 |
1.4571 |
| PP |
1.4530 |
1.4530 |
1.4530 |
1.4510 |
| S1 |
1.4379 |
1.4379 |
1.4438 |
1.4339 |
| S2 |
1.4298 |
1.4298 |
1.4416 |
|
| S3 |
1.4066 |
1.4147 |
1.4395 |
|
| S4 |
1.3834 |
1.3915 |
1.4331 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5593 |
1.5373 |
1.4650 |
|
| R3 |
1.5246 |
1.5026 |
1.4554 |
|
| R2 |
1.4899 |
1.4899 |
1.4523 |
|
| R1 |
1.4679 |
1.4679 |
1.4491 |
1.4789 |
| PP |
1.4552 |
1.4552 |
1.4552 |
1.4607 |
| S1 |
1.4332 |
1.4332 |
1.4427 |
1.4442 |
| S2 |
1.4205 |
1.4205 |
1.4395 |
|
| S3 |
1.3858 |
1.3985 |
1.4364 |
|
| S4 |
1.3511 |
1.3638 |
1.4268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4772 |
1.4425 |
0.0347 |
2.4% |
0.0217 |
1.5% |
10% |
False |
False |
132,989 |
| 10 |
1.4772 |
1.4260 |
0.0512 |
3.5% |
0.0198 |
1.4% |
39% |
False |
False |
127,074 |
| 20 |
1.5054 |
1.4227 |
0.0827 |
5.7% |
0.0234 |
1.6% |
28% |
False |
False |
156,743 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0198 |
1.4% |
18% |
False |
False |
137,044 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0188 |
1.3% |
18% |
False |
False |
125,174 |
| 80 |
1.5800 |
1.4227 |
0.1573 |
10.9% |
0.0182 |
1.3% |
15% |
False |
False |
95,382 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.3% |
0.0173 |
1.2% |
11% |
False |
False |
76,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5668 |
|
2.618 |
1.5289 |
|
1.618 |
1.5057 |
|
1.000 |
1.4914 |
|
0.618 |
1.4825 |
|
HIGH |
1.4682 |
|
0.618 |
1.4593 |
|
0.500 |
1.4566 |
|
0.382 |
1.4539 |
|
LOW |
1.4450 |
|
0.618 |
1.4307 |
|
1.000 |
1.4218 |
|
1.618 |
1.4075 |
|
2.618 |
1.3843 |
|
4.250 |
1.3464 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4566 |
1.4611 |
| PP |
1.4530 |
1.4560 |
| S1 |
1.4495 |
1.4510 |
|