CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4740 |
1.4807 |
0.0067 |
0.5% |
1.4428 |
| High |
1.4840 |
1.4858 |
0.0018 |
0.1% |
1.4764 |
| Low |
1.4685 |
1.4727 |
0.0042 |
0.3% |
1.4349 |
| Close |
1.4816 |
1.4795 |
-0.0021 |
-0.1% |
1.4512 |
| Range |
0.0155 |
0.0131 |
-0.0024 |
-15.5% |
0.0415 |
| ATR |
0.0208 |
0.0202 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
115,142 |
112,463 |
-2,679 |
-2.3% |
227,282 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5186 |
1.5122 |
1.4867 |
|
| R3 |
1.5055 |
1.4991 |
1.4831 |
|
| R2 |
1.4924 |
1.4924 |
1.4819 |
|
| R1 |
1.4860 |
1.4860 |
1.4807 |
1.4827 |
| PP |
1.4793 |
1.4793 |
1.4793 |
1.4777 |
| S1 |
1.4729 |
1.4729 |
1.4783 |
1.4696 |
| S2 |
1.4662 |
1.4662 |
1.4771 |
|
| S3 |
1.4531 |
1.4598 |
1.4759 |
|
| S4 |
1.4400 |
1.4467 |
1.4723 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5787 |
1.5564 |
1.4740 |
|
| R3 |
1.5372 |
1.5149 |
1.4626 |
|
| R2 |
1.4957 |
1.4957 |
1.4588 |
|
| R1 |
1.4734 |
1.4734 |
1.4550 |
1.4846 |
| PP |
1.4542 |
1.4542 |
1.4542 |
1.4597 |
| S1 |
1.4319 |
1.4319 |
1.4474 |
1.4431 |
| S2 |
1.4127 |
1.4127 |
1.4436 |
|
| S3 |
1.3712 |
1.3904 |
1.4398 |
|
| S4 |
1.3297 |
1.3489 |
1.4284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4858 |
1.4505 |
0.0353 |
2.4% |
0.0204 |
1.4% |
82% |
True |
False |
102,782 |
| 10 |
1.4858 |
1.4349 |
0.0509 |
3.4% |
0.0198 |
1.3% |
88% |
True |
False |
59,993 |
| 20 |
1.4858 |
1.4233 |
0.0625 |
4.2% |
0.0196 |
1.3% |
90% |
True |
False |
30,786 |
| 40 |
1.5485 |
1.4233 |
0.1252 |
8.5% |
0.0198 |
1.3% |
45% |
False |
False |
15,985 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0175 |
1.2% |
44% |
False |
False |
10,732 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0146 |
1.0% |
44% |
False |
False |
8,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5415 |
|
2.618 |
1.5201 |
|
1.618 |
1.5070 |
|
1.000 |
1.4989 |
|
0.618 |
1.4939 |
|
HIGH |
1.4858 |
|
0.618 |
1.4808 |
|
0.500 |
1.4793 |
|
0.382 |
1.4777 |
|
LOW |
1.4727 |
|
0.618 |
1.4646 |
|
1.000 |
1.4596 |
|
1.618 |
1.4515 |
|
2.618 |
1.4384 |
|
4.250 |
1.4170 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4794 |
1.4765 |
| PP |
1.4793 |
1.4735 |
| S1 |
1.4793 |
1.4705 |
|