CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4464 |
1.4432 |
-0.0032 |
-0.2% |
1.4520 |
| High |
1.4464 |
1.4575 |
0.0111 |
0.8% |
1.4650 |
| Low |
1.4464 |
1.4432 |
-0.0032 |
-0.2% |
1.4464 |
| Close |
1.4464 |
1.4475 |
0.0011 |
0.1% |
1.4464 |
| Range |
0.0000 |
0.0143 |
0.0143 |
|
0.0186 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
3.4% |
0.0000 |
| Volume |
12 |
12 |
0 |
0.0% |
49 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4923 |
1.4842 |
1.4554 |
|
| R3 |
1.4780 |
1.4699 |
1.4514 |
|
| R2 |
1.4637 |
1.4637 |
1.4501 |
|
| R1 |
1.4556 |
1.4556 |
1.4488 |
1.4597 |
| PP |
1.4494 |
1.4494 |
1.4494 |
1.4514 |
| S1 |
1.4413 |
1.4413 |
1.4462 |
1.4454 |
| S2 |
1.4351 |
1.4351 |
1.4449 |
|
| S3 |
1.4208 |
1.4270 |
1.4436 |
|
| S4 |
1.4065 |
1.4127 |
1.4396 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5084 |
1.4960 |
1.4566 |
|
| R3 |
1.4898 |
1.4774 |
1.4515 |
|
| R2 |
1.4712 |
1.4712 |
1.4498 |
|
| R1 |
1.4588 |
1.4588 |
1.4481 |
1.4557 |
| PP |
1.4526 |
1.4526 |
1.4526 |
1.4511 |
| S1 |
1.4402 |
1.4402 |
1.4447 |
1.4371 |
| S2 |
1.4340 |
1.4340 |
1.4430 |
|
| S3 |
1.4154 |
1.4216 |
1.4413 |
|
| S4 |
1.3968 |
1.4030 |
1.4362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4650 |
1.4432 |
0.0218 |
1.5% |
0.0029 |
0.2% |
20% |
False |
True |
12 |
| 10 |
1.4650 |
1.4380 |
0.0270 |
1.9% |
0.0015 |
0.1% |
35% |
False |
False |
12 |
| 20 |
1.5018 |
1.4313 |
0.0705 |
4.9% |
0.0035 |
0.2% |
23% |
False |
False |
8 |
| 40 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0032 |
0.2% |
14% |
False |
False |
5 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0022 |
0.2% |
14% |
False |
False |
4 |
| 80 |
1.5749 |
1.4313 |
0.1436 |
9.9% |
0.0016 |
0.1% |
11% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5183 |
|
2.618 |
1.4949 |
|
1.618 |
1.4806 |
|
1.000 |
1.4718 |
|
0.618 |
1.4663 |
|
HIGH |
1.4575 |
|
0.618 |
1.4520 |
|
0.500 |
1.4504 |
|
0.382 |
1.4487 |
|
LOW |
1.4432 |
|
0.618 |
1.4344 |
|
1.000 |
1.4289 |
|
1.618 |
1.4201 |
|
2.618 |
1.4058 |
|
4.250 |
1.3824 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4504 |
1.4537 |
| PP |
1.4494 |
1.4516 |
| S1 |
1.4485 |
1.4496 |
|