CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4624 |
1.4428 |
-0.0196 |
-1.3% |
1.4450 |
| High |
1.4681 |
1.4562 |
-0.0119 |
-0.8% |
1.4772 |
| Low |
1.4453 |
1.4389 |
-0.0064 |
-0.4% |
1.4435 |
| Close |
1.4461 |
1.4472 |
0.0011 |
0.1% |
1.4461 |
| Range |
0.0228 |
0.0173 |
-0.0055 |
-24.1% |
0.0337 |
| ATR |
0.0201 |
0.0199 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
2,964 |
8,699 |
5,735 |
193.5% |
9,811 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4993 |
1.4906 |
1.4567 |
|
| R3 |
1.4820 |
1.4733 |
1.4520 |
|
| R2 |
1.4647 |
1.4647 |
1.4504 |
|
| R1 |
1.4560 |
1.4560 |
1.4488 |
1.4604 |
| PP |
1.4474 |
1.4474 |
1.4474 |
1.4496 |
| S1 |
1.4387 |
1.4387 |
1.4456 |
1.4431 |
| S2 |
1.4301 |
1.4301 |
1.4440 |
|
| S3 |
1.4128 |
1.4214 |
1.4424 |
|
| S4 |
1.3955 |
1.4041 |
1.4377 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5567 |
1.5351 |
1.4646 |
|
| R3 |
1.5230 |
1.5014 |
1.4554 |
|
| R2 |
1.4893 |
1.4893 |
1.4523 |
|
| R1 |
1.4677 |
1.4677 |
1.4492 |
1.4785 |
| PP |
1.4556 |
1.4556 |
1.4556 |
1.4610 |
| S1 |
1.4340 |
1.4340 |
1.4430 |
1.4448 |
| S2 |
1.4219 |
1.4219 |
1.4399 |
|
| S3 |
1.3882 |
1.4003 |
1.4368 |
|
| S4 |
1.3545 |
1.3666 |
1.4276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4772 |
1.4389 |
0.0383 |
2.6% |
0.0212 |
1.5% |
22% |
False |
True |
3,702 |
| 10 |
1.4772 |
1.4271 |
0.0501 |
3.5% |
0.0188 |
1.3% |
40% |
False |
False |
2,546 |
| 20 |
1.5047 |
1.4233 |
0.0814 |
5.6% |
0.0210 |
1.4% |
29% |
False |
False |
2,255 |
| 40 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0183 |
1.3% |
19% |
False |
False |
1,389 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.8% |
0.0171 |
1.2% |
19% |
False |
False |
1,029 |
| 80 |
1.5758 |
1.4233 |
0.1525 |
10.5% |
0.0129 |
0.9% |
16% |
False |
False |
773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5297 |
|
2.618 |
1.5015 |
|
1.618 |
1.4842 |
|
1.000 |
1.4735 |
|
0.618 |
1.4669 |
|
HIGH |
1.4562 |
|
0.618 |
1.4496 |
|
0.500 |
1.4476 |
|
0.382 |
1.4455 |
|
LOW |
1.4389 |
|
0.618 |
1.4282 |
|
1.000 |
1.4216 |
|
1.618 |
1.4109 |
|
2.618 |
1.3936 |
|
4.250 |
1.3654 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4476 |
1.4567 |
| PP |
1.4474 |
1.4535 |
| S1 |
1.4473 |
1.4504 |
|