CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4962 |
1.4922 |
-0.0040 |
-0.3% |
1.4850 |
| High |
1.5012 |
1.5080 |
0.0068 |
0.5% |
1.5080 |
| Low |
1.4915 |
1.4855 |
-0.0060 |
-0.4% |
1.4688 |
| Close |
1.4934 |
1.5038 |
0.0104 |
0.7% |
1.5038 |
| Range |
0.0097 |
0.0225 |
0.0128 |
132.0% |
0.0392 |
| ATR |
0.0186 |
0.0188 |
0.0003 |
1.5% |
0.0000 |
| Volume |
128,499 |
110,175 |
-18,324 |
-14.3% |
535,679 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5666 |
1.5577 |
1.5162 |
|
| R3 |
1.5441 |
1.5352 |
1.5100 |
|
| R2 |
1.5216 |
1.5216 |
1.5079 |
|
| R1 |
1.5127 |
1.5127 |
1.5059 |
1.5172 |
| PP |
1.4991 |
1.4991 |
1.4991 |
1.5013 |
| S1 |
1.4902 |
1.4902 |
1.5017 |
1.4947 |
| S2 |
1.4766 |
1.4766 |
1.4997 |
|
| S3 |
1.4541 |
1.4677 |
1.4976 |
|
| S4 |
1.4316 |
1.4452 |
1.4914 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6111 |
1.5967 |
1.5254 |
|
| R3 |
1.5719 |
1.5575 |
1.5146 |
|
| R2 |
1.5327 |
1.5327 |
1.5110 |
|
| R1 |
1.5183 |
1.5183 |
1.5074 |
1.5255 |
| PP |
1.4935 |
1.4935 |
1.4935 |
1.4972 |
| S1 |
1.4791 |
1.4791 |
1.5002 |
1.4863 |
| S2 |
1.4543 |
1.4543 |
1.4966 |
|
| S3 |
1.4151 |
1.4399 |
1.4930 |
|
| S4 |
1.3759 |
1.4007 |
1.4822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5080 |
1.4688 |
0.0392 |
2.6% |
0.0173 |
1.1% |
89% |
True |
False |
107,135 |
| 10 |
1.5080 |
1.4552 |
0.0528 |
3.5% |
0.0172 |
1.1% |
92% |
True |
False |
110,913 |
| 20 |
1.5080 |
1.4349 |
0.0731 |
4.9% |
0.0192 |
1.3% |
94% |
True |
False |
67,391 |
| 40 |
1.5380 |
1.4233 |
0.1147 |
7.6% |
0.0204 |
1.4% |
70% |
False |
False |
34,428 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0178 |
1.2% |
63% |
False |
False |
23,072 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0161 |
1.1% |
63% |
False |
False |
17,369 |
| 100 |
1.5758 |
1.4233 |
0.1525 |
10.1% |
0.0129 |
0.9% |
53% |
False |
False |
13,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6036 |
|
2.618 |
1.5669 |
|
1.618 |
1.5444 |
|
1.000 |
1.5305 |
|
0.618 |
1.5219 |
|
HIGH |
1.5080 |
|
0.618 |
1.4994 |
|
0.500 |
1.4968 |
|
0.382 |
1.4941 |
|
LOW |
1.4855 |
|
0.618 |
1.4716 |
|
1.000 |
1.4630 |
|
1.618 |
1.4491 |
|
2.618 |
1.4266 |
|
4.250 |
1.3899 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5015 |
1.5006 |
| PP |
1.4991 |
1.4973 |
| S1 |
1.4968 |
1.4941 |
|