CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
1.4520 |
1.4650 |
0.0130 |
0.9% |
1.4452 |
High |
1.4522 |
1.4650 |
0.0128 |
0.9% |
1.4596 |
Low |
1.4520 |
1.4650 |
0.0130 |
0.9% |
1.4380 |
Close |
1.4671 |
1.4650 |
-0.0021 |
-0.1% |
1.4497 |
Range |
0.0002 |
0.0000 |
-0.0002 |
-100.0% |
0.0216 |
ATR |
0.0103 |
0.0097 |
-0.0006 |
-5.7% |
0.0000 |
Volume |
13 |
12 |
-1 |
-7.7% |
65 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4650 |
1.4650 |
1.4650 |
|
R3 |
1.4650 |
1.4650 |
1.4650 |
|
R2 |
1.4650 |
1.4650 |
1.4650 |
|
R1 |
1.4650 |
1.4650 |
1.4650 |
1.4650 |
PP |
1.4650 |
1.4650 |
1.4650 |
1.4650 |
S1 |
1.4650 |
1.4650 |
1.4650 |
1.4650 |
S2 |
1.4650 |
1.4650 |
1.4650 |
|
S3 |
1.4650 |
1.4650 |
1.4650 |
|
S4 |
1.4650 |
1.4650 |
1.4650 |
|
|
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 |
1.4650 |
1.4426 |
0.0224 |
1.5% |
0.0000 |
0.0% |
100% |
True |
False |
12 |
10 |
1.4650 |
1.4313 |
0.0337 |
2.3% |
0.0016 |
0.1% |
100% |
True |
False |
9 |
20 |
1.5139 |
1.4313 |
0.0826 |
5.6% |
0.0053 |
0.4% |
41% |
False |
False |
8 |
40 |
1.5488 |
1.4313 |
0.1175 |
8.0% |
0.0028 |
0.2% |
29% |
False |
False |
4 |
60 |
1.5488 |
1.4313 |
0.1175 |
8.0% |
0.0019 |
0.1% |
29% |
False |
False |
4 |
80 |
1.5749 |
1.4313 |
0.1436 |
9.8% |
0.0015 |
0.1% |
23% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4650 |
2.618 |
1.4650 |
1.618 |
1.4650 |
1.000 |
1.4650 |
0.618 |
1.4650 |
HIGH |
1.4650 |
0.618 |
1.4650 |
0.500 |
1.4650 |
0.382 |
1.4650 |
LOW |
1.4650 |
0.618 |
1.4650 |
1.000 |
1.4650 |
1.618 |
1.4650 |
2.618 |
1.4650 |
4.250 |
1.4650 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
1.4650 |
1.4625 |
PP |
1.4650 |
1.4599 |
S1 |
1.4650 |
1.4574 |
|