CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4585 |
1.4775 |
0.0190 |
1.3% |
1.4432 |
| High |
1.4791 |
1.4842 |
0.0051 |
0.3% |
1.4679 |
| Low |
1.4585 |
1.4717 |
0.0132 |
0.9% |
1.4386 |
| Close |
1.4775 |
1.4818 |
0.0043 |
0.3% |
1.4515 |
| Range |
0.0206 |
0.0125 |
-0.0081 |
-39.3% |
0.0293 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
25 |
77 |
52 |
208.0% |
44 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5167 |
1.5118 |
1.4887 |
|
| R3 |
1.5042 |
1.4993 |
1.4852 |
|
| R2 |
1.4917 |
1.4917 |
1.4841 |
|
| R1 |
1.4868 |
1.4868 |
1.4829 |
1.4893 |
| PP |
1.4792 |
1.4792 |
1.4792 |
1.4805 |
| S1 |
1.4743 |
1.4743 |
1.4807 |
1.4768 |
| S2 |
1.4667 |
1.4667 |
1.4795 |
|
| S3 |
1.4542 |
1.4618 |
1.4784 |
|
| S4 |
1.4417 |
1.4493 |
1.4749 |
|
|
| 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 |
1.4842 |
1.4485 |
0.0357 |
2.4% |
0.0102 |
0.7% |
93% |
True |
False |
25 |
| 10 |
1.4842 |
1.4386 |
0.0456 |
3.1% |
0.0065 |
0.4% |
95% |
True |
False |
18 |
| 20 |
1.4842 |
1.4313 |
0.0529 |
3.6% |
0.0041 |
0.3% |
95% |
True |
False |
13 |
| 40 |
1.5441 |
1.4313 |
0.1128 |
7.6% |
0.0045 |
0.3% |
45% |
False |
False |
8 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0030 |
0.2% |
43% |
False |
False |
6 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0023 |
0.2% |
43% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5373 |
|
2.618 |
1.5169 |
|
1.618 |
1.5044 |
|
1.000 |
1.4967 |
|
0.618 |
1.4919 |
|
HIGH |
1.4842 |
|
0.618 |
1.4794 |
|
0.500 |
1.4780 |
|
0.382 |
1.4765 |
|
LOW |
1.4717 |
|
0.618 |
1.4640 |
|
1.000 |
1.4592 |
|
1.618 |
1.4515 |
|
2.618 |
1.4390 |
|
4.250 |
1.4186 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4805 |
1.4767 |
| PP |
1.4792 |
1.4715 |
| S1 |
1.4780 |
1.4664 |
|