CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4470 |
1.4455 |
-0.0015 |
-0.1% |
1.4442 |
| High |
1.4530 |
1.4609 |
0.0079 |
0.5% |
1.4772 |
| Low |
1.4346 |
1.4394 |
0.0048 |
0.3% |
1.4425 |
| Close |
1.4381 |
1.4528 |
0.0147 |
1.0% |
1.4459 |
| Range |
0.0184 |
0.0215 |
0.0031 |
16.8% |
0.0347 |
| ATR |
0.0206 |
0.0208 |
0.0002 |
0.8% |
0.0000 |
| Volume |
133,300 |
151,769 |
18,469 |
13.9% |
526,361 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5155 |
1.5057 |
1.4646 |
|
| R3 |
1.4940 |
1.4842 |
1.4587 |
|
| R2 |
1.4725 |
1.4725 |
1.4567 |
|
| R1 |
1.4627 |
1.4627 |
1.4548 |
1.4676 |
| PP |
1.4510 |
1.4510 |
1.4510 |
1.4535 |
| S1 |
1.4412 |
1.4412 |
1.4508 |
1.4461 |
| S2 |
1.4295 |
1.4295 |
1.4489 |
|
| S3 |
1.4080 |
1.4197 |
1.4469 |
|
| S4 |
1.3865 |
1.3982 |
1.4410 |
|
|
| 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 |
1.4744 |
1.4346 |
0.0398 |
2.7% |
0.0193 |
1.3% |
46% |
False |
False |
128,631 |
| 10 |
1.4772 |
1.4330 |
0.0442 |
3.0% |
0.0201 |
1.4% |
45% |
False |
False |
129,694 |
| 20 |
1.5043 |
1.4227 |
0.0816 |
5.6% |
0.0211 |
1.5% |
37% |
False |
False |
140,494 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0203 |
1.4% |
23% |
False |
False |
139,794 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.9% |
0.0188 |
1.3% |
23% |
False |
False |
128,036 |
| 80 |
1.5800 |
1.4227 |
0.1573 |
10.8% |
0.0183 |
1.3% |
19% |
False |
False |
100,591 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.2% |
0.0175 |
1.2% |
14% |
False |
False |
80,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5523 |
|
2.618 |
1.5172 |
|
1.618 |
1.4957 |
|
1.000 |
1.4824 |
|
0.618 |
1.4742 |
|
HIGH |
1.4609 |
|
0.618 |
1.4527 |
|
0.500 |
1.4502 |
|
0.382 |
1.4476 |
|
LOW |
1.4394 |
|
0.618 |
1.4261 |
|
1.000 |
1.4179 |
|
1.618 |
1.4046 |
|
2.618 |
1.3831 |
|
4.250 |
1.3480 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4519 |
1.4511 |
| PP |
1.4510 |
1.4494 |
| S1 |
1.4502 |
1.4478 |
|