CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4497 |
1.4520 |
0.0023 |
0.2% |
1.4452 |
| High |
1.4497 |
1.4522 |
0.0025 |
0.2% |
1.4596 |
| Low |
1.4497 |
1.4520 |
0.0023 |
0.2% |
1.4380 |
| Close |
1.4497 |
1.4671 |
0.0174 |
1.2% |
1.4497 |
| Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0216 |
| ATR |
0.0109 |
0.0103 |
-0.0006 |
-5.5% |
0.0000 |
| Volume |
13 |
13 |
0 |
0.0% |
65 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4577 |
1.4626 |
1.4672 |
|
| R3 |
1.4575 |
1.4624 |
1.4672 |
|
| R2 |
1.4573 |
1.4573 |
1.4671 |
|
| R1 |
1.4622 |
1.4622 |
1.4671 |
1.4598 |
| PP |
1.4571 |
1.4571 |
1.4571 |
1.4559 |
| S1 |
1.4620 |
1.4620 |
1.4671 |
1.4596 |
| S2 |
1.4569 |
1.4569 |
1.4671 |
|
| S3 |
1.4567 |
1.4618 |
1.4670 |
|
| S4 |
1.4565 |
1.4616 |
1.4670 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5139 |
1.5034 |
1.4616 |
|
| R3 |
1.4923 |
1.4818 |
1.4556 |
|
| R2 |
1.4707 |
1.4707 |
1.4537 |
|
| R1 |
1.4602 |
1.4602 |
1.4517 |
1.4655 |
| PP |
1.4491 |
1.4491 |
1.4491 |
1.4517 |
| S1 |
1.4386 |
1.4386 |
1.4477 |
1.4439 |
| S2 |
1.4275 |
1.4275 |
1.4457 |
|
| S3 |
1.4059 |
1.4170 |
1.4438 |
|
| S4 |
1.3843 |
1.3954 |
1.4378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4596 |
1.4380 |
0.0216 |
1.5% |
0.0000 |
0.0% |
135% |
False |
False |
13 |
| 10 |
1.4596 |
1.4313 |
0.0283 |
1.9% |
0.0016 |
0.1% |
127% |
False |
False |
8 |
| 20 |
1.5178 |
1.4313 |
0.0865 |
5.9% |
0.0057 |
0.4% |
41% |
False |
False |
7 |
| 40 |
1.5488 |
1.4313 |
0.1175 |
8.0% |
0.0028 |
0.2% |
30% |
False |
False |
4 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
8.0% |
0.0019 |
0.1% |
30% |
False |
False |
3 |
| 80 |
1.5749 |
1.4313 |
0.1436 |
9.8% |
0.0015 |
0.1% |
25% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4531 |
|
2.618 |
1.4527 |
|
1.618 |
1.4525 |
|
1.000 |
1.4524 |
|
0.618 |
1.4523 |
|
HIGH |
1.4522 |
|
0.618 |
1.4521 |
|
0.500 |
1.4521 |
|
0.382 |
1.4521 |
|
LOW |
1.4520 |
|
0.618 |
1.4519 |
|
1.000 |
1.4518 |
|
1.618 |
1.4517 |
|
2.618 |
1.4515 |
|
4.250 |
1.4512 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4621 |
1.4630 |
| PP |
1.4571 |
1.4588 |
| S1 |
1.4521 |
1.4547 |
|