CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4545 |
1.4675 |
0.0130 |
0.9% |
1.4520 |
| High |
1.4545 |
1.4679 |
0.0134 |
0.9% |
1.4650 |
| Low |
1.4545 |
1.4675 |
0.0130 |
0.9% |
1.4464 |
| Close |
1.4532 |
1.4706 |
0.0174 |
1.2% |
1.4464 |
| Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0186 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
3.0% |
0.0000 |
| Volume |
10 |
11 |
1 |
10.0% |
49 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4699 |
1.4706 |
1.4708 |
|
| R3 |
1.4695 |
1.4702 |
1.4707 |
|
| R2 |
1.4691 |
1.4691 |
1.4707 |
|
| R1 |
1.4698 |
1.4698 |
1.4706 |
1.4695 |
| PP |
1.4687 |
1.4687 |
1.4687 |
1.4685 |
| S1 |
1.4694 |
1.4694 |
1.4706 |
1.4691 |
| S2 |
1.4683 |
1.4683 |
1.4705 |
|
| S3 |
1.4679 |
1.4690 |
1.4705 |
|
| S4 |
1.4675 |
1.4686 |
1.4704 |
|
|
| 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 |
1.4679 |
1.4386 |
0.0293 |
2.0% |
0.0029 |
0.2% |
109% |
True |
False |
10 |
| 10 |
1.4679 |
1.4386 |
0.0293 |
2.0% |
0.0015 |
0.1% |
109% |
True |
False |
11 |
| 20 |
1.4679 |
1.4313 |
0.0366 |
2.5% |
0.0021 |
0.1% |
107% |
True |
False |
8 |
| 40 |
1.5488 |
1.4313 |
0.1175 |
8.0% |
0.0032 |
0.2% |
33% |
False |
False |
6 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
8.0% |
0.0022 |
0.1% |
33% |
False |
False |
4 |
| 80 |
1.5599 |
1.4313 |
0.1286 |
8.7% |
0.0016 |
0.1% |
31% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4696 |
|
2.618 |
1.4689 |
|
1.618 |
1.4685 |
|
1.000 |
1.4683 |
|
0.618 |
1.4681 |
|
HIGH |
1.4679 |
|
0.618 |
1.4677 |
|
0.500 |
1.4677 |
|
0.382 |
1.4677 |
|
LOW |
1.4675 |
|
0.618 |
1.4673 |
|
1.000 |
1.4671 |
|
1.618 |
1.4669 |
|
2.618 |
1.4665 |
|
4.250 |
1.4658 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4696 |
1.4648 |
| PP |
1.4687 |
1.4590 |
| S1 |
1.4677 |
1.4533 |
|