CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4655 |
1.4661 |
0.0006 |
0.0% |
1.4469 |
| High |
1.4772 |
1.4745 |
-0.0027 |
-0.2% |
1.4619 |
| Low |
1.4558 |
1.4590 |
0.0032 |
0.2% |
1.4271 |
| Close |
1.4646 |
1.4639 |
-0.0007 |
0.0% |
1.4492 |
| Range |
0.0214 |
0.0155 |
-0.0059 |
-27.6% |
0.0348 |
| ATR |
0.0202 |
0.0199 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
3,101 |
2,657 |
-444 |
-14.3% |
6,954 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5123 |
1.5036 |
1.4724 |
|
| R3 |
1.4968 |
1.4881 |
1.4682 |
|
| R2 |
1.4813 |
1.4813 |
1.4667 |
|
| R1 |
1.4726 |
1.4726 |
1.4653 |
1.4692 |
| PP |
1.4658 |
1.4658 |
1.4658 |
1.4641 |
| S1 |
1.4571 |
1.4571 |
1.4625 |
1.4537 |
| S2 |
1.4503 |
1.4503 |
1.4611 |
|
| S3 |
1.4348 |
1.4416 |
1.4596 |
|
| S4 |
1.4193 |
1.4261 |
1.4554 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5505 |
1.5346 |
1.4683 |
|
| R3 |
1.5157 |
1.4998 |
1.4588 |
|
| R2 |
1.4809 |
1.4809 |
1.4556 |
|
| R1 |
1.4650 |
1.4650 |
1.4524 |
1.4730 |
| PP |
1.4461 |
1.4461 |
1.4461 |
1.4500 |
| S1 |
1.4302 |
1.4302 |
1.4460 |
1.4382 |
| S2 |
1.4113 |
1.4113 |
1.4428 |
|
| S3 |
1.3765 |
1.3954 |
1.4396 |
|
| S4 |
1.3417 |
1.3606 |
1.4301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4772 |
1.4384 |
0.0388 |
2.7% |
0.0213 |
1.5% |
66% |
False |
False |
1,848 |
| 10 |
1.4772 |
1.4233 |
0.0539 |
3.7% |
0.0189 |
1.3% |
75% |
False |
False |
1,745 |
| 20 |
1.5144 |
1.4233 |
0.0911 |
6.2% |
0.0235 |
1.6% |
45% |
False |
False |
1,805 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0179 |
1.2% |
32% |
False |
False |
1,105 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.7% |
0.0165 |
1.1% |
32% |
False |
False |
835 |
| 80 |
1.5758 |
1.4233 |
0.1525 |
10.4% |
0.0124 |
0.8% |
27% |
False |
False |
627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5404 |
|
2.618 |
1.5151 |
|
1.618 |
1.4996 |
|
1.000 |
1.4900 |
|
0.618 |
1.4841 |
|
HIGH |
1.4745 |
|
0.618 |
1.4686 |
|
0.500 |
1.4668 |
|
0.382 |
1.4649 |
|
LOW |
1.4590 |
|
0.618 |
1.4494 |
|
1.000 |
1.4435 |
|
1.618 |
1.4339 |
|
2.618 |
1.4184 |
|
4.250 |
1.3931 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4668 |
1.4627 |
| PP |
1.4658 |
1.4615 |
| S1 |
1.4649 |
1.4604 |
|