CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4807 |
1.4724 |
-0.0083 |
-0.6% |
1.4428 |
| High |
1.4858 |
1.4842 |
-0.0016 |
-0.1% |
1.4764 |
| Low |
1.4727 |
1.4645 |
-0.0082 |
-0.6% |
1.4349 |
| Close |
1.4795 |
1.4811 |
0.0016 |
0.1% |
1.4512 |
| Range |
0.0131 |
0.0197 |
0.0066 |
50.4% |
0.0415 |
| ATR |
0.0202 |
0.0202 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
112,463 |
102,249 |
-10,214 |
-9.1% |
227,282 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5357 |
1.5281 |
1.4919 |
|
| R3 |
1.5160 |
1.5084 |
1.4865 |
|
| R2 |
1.4963 |
1.4963 |
1.4847 |
|
| R1 |
1.4887 |
1.4887 |
1.4829 |
1.4925 |
| PP |
1.4766 |
1.4766 |
1.4766 |
1.4785 |
| S1 |
1.4690 |
1.4690 |
1.4793 |
1.4728 |
| S2 |
1.4569 |
1.4569 |
1.4775 |
|
| S3 |
1.4372 |
1.4493 |
1.4757 |
|
| S4 |
1.4175 |
1.4296 |
1.4703 |
|
|
| 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% |
0.0200 |
1.4% |
87% |
False |
False |
114,621 |
| 10 |
1.4858 |
1.4349 |
0.0509 |
3.4% |
0.0203 |
1.4% |
91% |
False |
False |
69,952 |
| 20 |
1.4858 |
1.4233 |
0.0625 |
4.2% |
0.0196 |
1.3% |
92% |
False |
False |
35,848 |
| 40 |
1.5485 |
1.4233 |
0.1252 |
8.5% |
0.0200 |
1.4% |
46% |
False |
False |
18,533 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0176 |
1.2% |
45% |
False |
False |
12,432 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0149 |
1.0% |
45% |
False |
False |
9,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5679 |
|
2.618 |
1.5358 |
|
1.618 |
1.5161 |
|
1.000 |
1.5039 |
|
0.618 |
1.4964 |
|
HIGH |
1.4842 |
|
0.618 |
1.4767 |
|
0.500 |
1.4744 |
|
0.382 |
1.4720 |
|
LOW |
1.4645 |
|
0.618 |
1.4523 |
|
1.000 |
1.4448 |
|
1.618 |
1.4326 |
|
2.618 |
1.4129 |
|
4.250 |
1.3808 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4789 |
1.4791 |
| PP |
1.4766 |
1.4771 |
| S1 |
1.4744 |
1.4752 |
|