CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4698 |
1.4818 |
0.0120 |
0.8% |
1.4585 |
| High |
1.4827 |
1.4890 |
0.0063 |
0.4% |
1.4890 |
| Low |
1.4655 |
1.4798 |
0.0143 |
1.0% |
1.4585 |
| Close |
1.4813 |
1.4798 |
-0.0015 |
-0.1% |
1.4798 |
| Range |
0.0172 |
0.0092 |
-0.0080 |
-46.5% |
0.0305 |
| ATR |
0.0127 |
0.0125 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
31 |
61 |
30 |
96.8% |
212 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5105 |
1.5043 |
1.4849 |
|
| R3 |
1.5013 |
1.4951 |
1.4823 |
|
| R2 |
1.4921 |
1.4921 |
1.4815 |
|
| R1 |
1.4859 |
1.4859 |
1.4806 |
1.4844 |
| PP |
1.4829 |
1.4829 |
1.4829 |
1.4821 |
| S1 |
1.4767 |
1.4767 |
1.4790 |
1.4752 |
| S2 |
1.4737 |
1.4737 |
1.4781 |
|
| S3 |
1.4645 |
1.4675 |
1.4773 |
|
| S4 |
1.4553 |
1.4583 |
1.4747 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5673 |
1.5540 |
1.4966 |
|
| R3 |
1.5368 |
1.5235 |
1.4882 |
|
| R2 |
1.5063 |
1.5063 |
1.4854 |
|
| R1 |
1.4930 |
1.4930 |
1.4826 |
1.4997 |
| PP |
1.4758 |
1.4758 |
1.4758 |
1.4791 |
| S1 |
1.4625 |
1.4625 |
1.4770 |
1.4692 |
| S2 |
1.4453 |
1.4453 |
1.4742 |
|
| S3 |
1.4148 |
1.4320 |
1.4714 |
|
| S4 |
1.3843 |
1.4015 |
1.4630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4890 |
1.4585 |
0.0305 |
2.1% |
0.0137 |
0.9% |
70% |
True |
False |
42 |
| 10 |
1.4890 |
1.4386 |
0.0504 |
3.4% |
0.0101 |
0.7% |
82% |
True |
False |
25 |
| 20 |
1.4890 |
1.4313 |
0.0577 |
3.9% |
0.0058 |
0.4% |
84% |
True |
False |
18 |
| 40 |
1.5441 |
1.4313 |
0.1128 |
7.6% |
0.0053 |
0.4% |
43% |
False |
False |
11 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0036 |
0.2% |
41% |
False |
False |
8 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0027 |
0.2% |
41% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5281 |
|
2.618 |
1.5131 |
|
1.618 |
1.5039 |
|
1.000 |
1.4982 |
|
0.618 |
1.4947 |
|
HIGH |
1.4890 |
|
0.618 |
1.4855 |
|
0.500 |
1.4844 |
|
0.382 |
1.4833 |
|
LOW |
1.4798 |
|
0.618 |
1.4741 |
|
1.000 |
1.4706 |
|
1.618 |
1.4649 |
|
2.618 |
1.4557 |
|
4.250 |
1.4407 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4844 |
1.4790 |
| PP |
1.4829 |
1.4781 |
| S1 |
1.4813 |
1.4773 |
|