CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5098 |
1.5064 |
-0.0034 |
-0.2% |
1.4850 |
| High |
1.5120 |
1.5080 |
-0.0040 |
-0.3% |
1.5080 |
| Low |
1.5012 |
1.4935 |
-0.0077 |
-0.5% |
1.4688 |
| Close |
1.5080 |
1.4956 |
-0.0124 |
-0.8% |
1.5038 |
| Range |
0.0108 |
0.0145 |
0.0037 |
34.3% |
0.0392 |
| ATR |
0.0178 |
0.0175 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
91,976 |
111,405 |
19,429 |
21.1% |
535,679 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5425 |
1.5336 |
1.5036 |
|
| R3 |
1.5280 |
1.5191 |
1.4996 |
|
| R2 |
1.5135 |
1.5135 |
1.4983 |
|
| R1 |
1.5046 |
1.5046 |
1.4969 |
1.5018 |
| PP |
1.4990 |
1.4990 |
1.4990 |
1.4977 |
| S1 |
1.4901 |
1.4901 |
1.4943 |
1.4873 |
| S2 |
1.4845 |
1.4845 |
1.4929 |
|
| S3 |
1.4700 |
1.4756 |
1.4916 |
|
| S4 |
1.4555 |
1.4611 |
1.4876 |
|
|
| 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 |
1.4855 |
0.0275 |
1.8% |
0.0138 |
0.9% |
37% |
False |
False |
111,388 |
| 10 |
1.5130 |
1.4645 |
0.0485 |
3.2% |
0.0154 |
1.0% |
64% |
False |
False |
106,037 |
| 20 |
1.5130 |
1.4349 |
0.0781 |
5.2% |
0.0176 |
1.2% |
78% |
False |
False |
83,015 |
| 40 |
1.5160 |
1.4233 |
0.0927 |
6.2% |
0.0204 |
1.4% |
78% |
False |
False |
42,362 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0178 |
1.2% |
57% |
False |
False |
28,369 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0166 |
1.1% |
57% |
False |
False |
21,347 |
| 100 |
1.5758 |
1.4233 |
0.1525 |
10.2% |
0.0133 |
0.9% |
47% |
False |
False |
17,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5696 |
|
2.618 |
1.5460 |
|
1.618 |
1.5315 |
|
1.000 |
1.5225 |
|
0.618 |
1.5170 |
|
HIGH |
1.5080 |
|
0.618 |
1.5025 |
|
0.500 |
1.5008 |
|
0.382 |
1.4990 |
|
LOW |
1.4935 |
|
0.618 |
1.4845 |
|
1.000 |
1.4790 |
|
1.618 |
1.4700 |
|
2.618 |
1.4555 |
|
4.250 |
1.4319 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5008 |
1.5033 |
| PP |
1.4990 |
1.5007 |
| S1 |
1.4973 |
1.4982 |
|