CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4675 |
1.4658 |
-0.0017 |
-0.1% |
1.4432 |
| High |
1.4679 |
1.4660 |
-0.0019 |
-0.1% |
1.4679 |
| Low |
1.4675 |
1.4485 |
-0.0190 |
-1.3% |
1.4386 |
| Close |
1.4706 |
1.4515 |
-0.0191 |
-1.3% |
1.4515 |
| Range |
0.0004 |
0.0175 |
0.0171 |
4,275.0% |
0.0293 |
| ATR |
0.0107 |
0.0115 |
0.0008 |
7.7% |
0.0000 |
| Volume |
11 |
5 |
-6 |
-54.5% |
44 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5078 |
1.4972 |
1.4611 |
|
| R3 |
1.4903 |
1.4797 |
1.4563 |
|
| R2 |
1.4728 |
1.4728 |
1.4547 |
|
| R1 |
1.4622 |
1.4622 |
1.4531 |
1.4588 |
| PP |
1.4553 |
1.4553 |
1.4553 |
1.4536 |
| S1 |
1.4447 |
1.4447 |
1.4499 |
1.4413 |
| S2 |
1.4378 |
1.4378 |
1.4483 |
|
| S3 |
1.4203 |
1.4272 |
1.4467 |
|
| S4 |
1.4028 |
1.4097 |
1.4419 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5406 |
1.5253 |
1.4676 |
|
| R3 |
1.5113 |
1.4960 |
1.4596 |
|
| R2 |
1.4820 |
1.4820 |
1.4569 |
|
| R1 |
1.4667 |
1.4667 |
1.4542 |
1.4744 |
| PP |
1.4527 |
1.4527 |
1.4527 |
1.4565 |
| S1 |
1.4374 |
1.4374 |
1.4488 |
1.4451 |
| S2 |
1.4234 |
1.4234 |
1.4461 |
|
| S3 |
1.3941 |
1.4081 |
1.4434 |
|
| S4 |
1.3648 |
1.3788 |
1.4354 |
|
|
| 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% |
0.0064 |
0.4% |
44% |
False |
False |
8 |
| 10 |
1.4679 |
1.4386 |
0.0293 |
2.0% |
0.0032 |
0.2% |
44% |
False |
False |
10 |
| 20 |
1.4679 |
1.4313 |
0.0366 |
2.5% |
0.0029 |
0.2% |
55% |
False |
False |
8 |
| 40 |
1.5441 |
1.4313 |
0.1128 |
7.8% |
0.0036 |
0.3% |
18% |
False |
False |
6 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0025 |
0.2% |
17% |
False |
False |
5 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
8.1% |
0.0019 |
0.1% |
17% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5404 |
|
2.618 |
1.5118 |
|
1.618 |
1.4943 |
|
1.000 |
1.4835 |
|
0.618 |
1.4768 |
|
HIGH |
1.4660 |
|
0.618 |
1.4593 |
|
0.500 |
1.4573 |
|
0.382 |
1.4552 |
|
LOW |
1.4485 |
|
0.618 |
1.4377 |
|
1.000 |
1.4310 |
|
1.618 |
1.4202 |
|
2.618 |
1.4027 |
|
4.250 |
1.3741 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4573 |
1.4582 |
| PP |
1.4553 |
1.4560 |
| S1 |
1.4534 |
1.4537 |
|