CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4922 |
1.5056 |
0.0134 |
0.9% |
1.4850 |
| High |
1.5080 |
1.5130 |
0.0050 |
0.3% |
1.5080 |
| Low |
1.4855 |
1.5017 |
0.0162 |
1.1% |
1.4688 |
| Close |
1.5038 |
1.5108 |
0.0070 |
0.5% |
1.5038 |
| Range |
0.0225 |
0.0113 |
-0.0112 |
-49.8% |
0.0392 |
| ATR |
0.0188 |
0.0183 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
110,175 |
114,887 |
4,712 |
4.3% |
535,679 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5424 |
1.5379 |
1.5170 |
|
| R3 |
1.5311 |
1.5266 |
1.5139 |
|
| R2 |
1.5198 |
1.5198 |
1.5129 |
|
| R1 |
1.5153 |
1.5153 |
1.5118 |
1.5176 |
| PP |
1.5085 |
1.5085 |
1.5085 |
1.5096 |
| S1 |
1.5040 |
1.5040 |
1.5098 |
1.5063 |
| S2 |
1.4972 |
1.4972 |
1.5087 |
|
| S3 |
1.4859 |
1.4927 |
1.5077 |
|
| S4 |
1.4746 |
1.4814 |
1.5046 |
|
|
| 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 |
1.5130 |
1.4688 |
0.0442 |
2.9% |
0.0156 |
1.0% |
95% |
True |
False |
115,547 |
| 10 |
1.5130 |
1.4645 |
0.0485 |
3.2% |
0.0158 |
1.0% |
95% |
True |
False |
108,459 |
| 20 |
1.5130 |
1.4349 |
0.0781 |
5.2% |
0.0189 |
1.3% |
97% |
True |
False |
73,055 |
| 40 |
1.5270 |
1.4233 |
0.1037 |
6.9% |
0.0203 |
1.3% |
84% |
False |
False |
37,288 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0178 |
1.2% |
69% |
False |
False |
24,982 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0162 |
1.1% |
69% |
False |
False |
18,805 |
| 100 |
1.5758 |
1.4233 |
0.1525 |
10.1% |
0.0130 |
0.9% |
57% |
False |
False |
15,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5610 |
|
2.618 |
1.5426 |
|
1.618 |
1.5313 |
|
1.000 |
1.5243 |
|
0.618 |
1.5200 |
|
HIGH |
1.5130 |
|
0.618 |
1.5087 |
|
0.500 |
1.5074 |
|
0.382 |
1.5060 |
|
LOW |
1.5017 |
|
0.618 |
1.4947 |
|
1.000 |
1.4904 |
|
1.618 |
1.4834 |
|
2.618 |
1.4721 |
|
4.250 |
1.4537 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5097 |
1.5070 |
| PP |
1.5085 |
1.5031 |
| S1 |
1.5074 |
1.4993 |
|