CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4820 |
1.4850 |
0.0030 |
0.2% |
1.4555 |
| High |
1.4890 |
1.4937 |
0.0047 |
0.3% |
1.4890 |
| Low |
1.4773 |
1.4740 |
-0.0033 |
-0.2% |
1.4552 |
| Close |
1.4796 |
1.4759 |
-0.0037 |
-0.3% |
1.4796 |
| Range |
0.0117 |
0.0197 |
0.0080 |
68.4% |
0.0338 |
| ATR |
0.0196 |
0.0196 |
0.0000 |
0.0% |
0.0000 |
| Volume |
104,174 |
72,831 |
-31,343 |
-30.1% |
573,454 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5403 |
1.5278 |
1.4867 |
|
| R3 |
1.5206 |
1.5081 |
1.4813 |
|
| R2 |
1.5009 |
1.5009 |
1.4795 |
|
| R1 |
1.4884 |
1.4884 |
1.4777 |
1.4848 |
| PP |
1.4812 |
1.4812 |
1.4812 |
1.4794 |
| S1 |
1.4687 |
1.4687 |
1.4741 |
1.4651 |
| S2 |
1.4615 |
1.4615 |
1.4723 |
|
| S3 |
1.4418 |
1.4490 |
1.4705 |
|
| S4 |
1.4221 |
1.4293 |
1.4651 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5760 |
1.5616 |
1.4982 |
|
| R3 |
1.5422 |
1.5278 |
1.4889 |
|
| R2 |
1.5084 |
1.5084 |
1.4858 |
|
| R1 |
1.4940 |
1.4940 |
1.4827 |
1.5012 |
| PP |
1.4746 |
1.4746 |
1.4746 |
1.4782 |
| S1 |
1.4602 |
1.4602 |
1.4765 |
1.4674 |
| S2 |
1.4408 |
1.4408 |
1.4734 |
|
| S3 |
1.4070 |
1.4264 |
1.4703 |
|
| S4 |
1.3732 |
1.3926 |
1.4610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4937 |
1.4645 |
0.0292 |
2.0% |
0.0159 |
1.1% |
39% |
True |
False |
101,371 |
| 10 |
1.4937 |
1.4349 |
0.0588 |
4.0% |
0.0194 |
1.3% |
70% |
True |
False |
86,486 |
| 20 |
1.4937 |
1.4271 |
0.0666 |
4.5% |
0.0191 |
1.3% |
73% |
True |
False |
44,516 |
| 40 |
1.5485 |
1.4233 |
0.1252 |
8.5% |
0.0203 |
1.4% |
42% |
False |
False |
22,938 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0176 |
1.2% |
41% |
False |
False |
15,373 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.6% |
0.0153 |
1.0% |
41% |
False |
False |
11,583 |
| 100 |
1.5964 |
1.4233 |
0.1731 |
11.7% |
0.0123 |
0.8% |
30% |
False |
False |
9,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5774 |
|
2.618 |
1.5453 |
|
1.618 |
1.5256 |
|
1.000 |
1.5134 |
|
0.618 |
1.5059 |
|
HIGH |
1.4937 |
|
0.618 |
1.4862 |
|
0.500 |
1.4839 |
|
0.382 |
1.4815 |
|
LOW |
1.4740 |
|
0.618 |
1.4618 |
|
1.000 |
1.4543 |
|
1.618 |
1.4421 |
|
2.618 |
1.4224 |
|
4.250 |
1.3903 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4839 |
1.4791 |
| PP |
1.4812 |
1.4780 |
| S1 |
1.4786 |
1.4770 |
|