CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4455 |
1.4541 |
0.0086 |
0.6% |
1.4442 |
| High |
1.4609 |
1.4722 |
0.0113 |
0.8% |
1.4772 |
| Low |
1.4394 |
1.4508 |
0.0114 |
0.8% |
1.4425 |
| Close |
1.4528 |
1.4702 |
0.0174 |
1.2% |
1.4459 |
| Range |
0.0215 |
0.0214 |
-0.0001 |
-0.5% |
0.0347 |
| ATR |
0.0208 |
0.0208 |
0.0000 |
0.2% |
0.0000 |
| Volume |
151,769 |
117,941 |
-33,828 |
-22.3% |
526,361 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5286 |
1.5208 |
1.4820 |
|
| R3 |
1.5072 |
1.4994 |
1.4761 |
|
| R2 |
1.4858 |
1.4858 |
1.4741 |
|
| R1 |
1.4780 |
1.4780 |
1.4722 |
1.4819 |
| PP |
1.4644 |
1.4644 |
1.4644 |
1.4664 |
| S1 |
1.4566 |
1.4566 |
1.4682 |
1.4605 |
| S2 |
1.4430 |
1.4430 |
1.4663 |
|
| S3 |
1.4216 |
1.4352 |
1.4643 |
|
| S4 |
1.4002 |
1.4138 |
1.4584 |
|
|
| 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 |
1.4722 |
1.4346 |
0.0376 |
2.6% |
0.0204 |
1.4% |
95% |
True |
False |
125,483 |
| 10 |
1.4772 |
1.4346 |
0.0426 |
2.9% |
0.0211 |
1.4% |
84% |
False |
False |
130,962 |
| 20 |
1.4916 |
1.4227 |
0.0689 |
4.7% |
0.0210 |
1.4% |
69% |
False |
False |
135,512 |
| 40 |
1.5520 |
1.4227 |
0.1293 |
8.8% |
0.0205 |
1.4% |
37% |
False |
False |
140,712 |
| 60 |
1.5520 |
1.4227 |
0.1293 |
8.8% |
0.0187 |
1.3% |
37% |
False |
False |
128,297 |
| 80 |
1.5800 |
1.4227 |
0.1573 |
10.7% |
0.0184 |
1.2% |
30% |
False |
False |
102,060 |
| 100 |
1.6434 |
1.4227 |
0.2207 |
15.0% |
0.0176 |
1.2% |
22% |
False |
False |
81,714 |
| 120 |
1.6434 |
1.4227 |
0.2207 |
15.0% |
0.0170 |
1.2% |
22% |
False |
False |
68,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5632 |
|
2.618 |
1.5282 |
|
1.618 |
1.5068 |
|
1.000 |
1.4936 |
|
0.618 |
1.4854 |
|
HIGH |
1.4722 |
|
0.618 |
1.4640 |
|
0.500 |
1.4615 |
|
0.382 |
1.4590 |
|
LOW |
1.4508 |
|
0.618 |
1.4376 |
|
1.000 |
1.4294 |
|
1.618 |
1.4162 |
|
2.618 |
1.3948 |
|
4.250 |
1.3599 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4673 |
1.4646 |
| PP |
1.4644 |
1.4590 |
| S1 |
1.4615 |
1.4534 |
|