CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5056 |
1.5098 |
0.0042 |
0.3% |
1.4850 |
| High |
1.5130 |
1.5120 |
-0.0010 |
-0.1% |
1.5080 |
| Low |
1.5017 |
1.5012 |
-0.0005 |
0.0% |
1.4688 |
| Close |
1.5108 |
1.5080 |
-0.0028 |
-0.2% |
1.5038 |
| Range |
0.0113 |
0.0108 |
-0.0005 |
-4.4% |
0.0392 |
| ATR |
0.0183 |
0.0178 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
114,887 |
91,976 |
-22,911 |
-19.9% |
535,679 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5395 |
1.5345 |
1.5139 |
|
| R3 |
1.5287 |
1.5237 |
1.5110 |
|
| R2 |
1.5179 |
1.5179 |
1.5100 |
|
| R1 |
1.5129 |
1.5129 |
1.5090 |
1.5100 |
| PP |
1.5071 |
1.5071 |
1.5071 |
1.5056 |
| S1 |
1.5021 |
1.5021 |
1.5070 |
1.4992 |
| S2 |
1.4963 |
1.4963 |
1.5060 |
|
| S3 |
1.4855 |
1.4913 |
1.5050 |
|
| S4 |
1.4747 |
1.4805 |
1.5021 |
|
|
| 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 |
1.4802 |
0.0328 |
2.2% |
0.0143 |
0.9% |
85% |
False |
False |
117,853 |
| 10 |
1.5130 |
1.4645 |
0.0485 |
3.2% |
0.0153 |
1.0% |
90% |
False |
False |
106,142 |
| 20 |
1.5130 |
1.4349 |
0.0781 |
5.2% |
0.0180 |
1.2% |
94% |
False |
False |
77,600 |
| 40 |
1.5250 |
1.4233 |
0.1017 |
6.7% |
0.0204 |
1.4% |
83% |
False |
False |
39,579 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0179 |
1.2% |
66% |
False |
False |
26,513 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0164 |
1.1% |
66% |
False |
False |
19,955 |
| 100 |
1.5758 |
1.4233 |
0.1525 |
10.1% |
0.0131 |
0.9% |
56% |
False |
False |
15,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5579 |
|
2.618 |
1.5403 |
|
1.618 |
1.5295 |
|
1.000 |
1.5228 |
|
0.618 |
1.5187 |
|
HIGH |
1.5120 |
|
0.618 |
1.5079 |
|
0.500 |
1.5066 |
|
0.382 |
1.5053 |
|
LOW |
1.5012 |
|
0.618 |
1.4945 |
|
1.000 |
1.4904 |
|
1.618 |
1.4837 |
|
2.618 |
1.4729 |
|
4.250 |
1.4553 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5075 |
1.5051 |
| PP |
1.5071 |
1.5022 |
| S1 |
1.5066 |
1.4993 |
|