CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4839 |
1.4967 |
0.0128 |
0.9% |
1.4585 |
| High |
1.4957 |
1.5002 |
0.0045 |
0.3% |
1.4890 |
| Low |
1.4833 |
1.4919 |
0.0086 |
0.6% |
1.4585 |
| Close |
1.4965 |
1.4935 |
-0.0030 |
-0.2% |
1.4798 |
| Range |
0.0124 |
0.0083 |
-0.0041 |
-33.1% |
0.0305 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
93 |
35 |
-58 |
-62.4% |
212 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5201 |
1.5151 |
1.4981 |
|
| R3 |
1.5118 |
1.5068 |
1.4958 |
|
| R2 |
1.5035 |
1.5035 |
1.4950 |
|
| R1 |
1.4985 |
1.4985 |
1.4943 |
1.4969 |
| PP |
1.4952 |
1.4952 |
1.4952 |
1.4944 |
| S1 |
1.4902 |
1.4902 |
1.4927 |
1.4886 |
| S2 |
1.4869 |
1.4869 |
1.4920 |
|
| S3 |
1.4786 |
1.4819 |
1.4912 |
|
| S4 |
1.4703 |
1.4736 |
1.4889 |
|
|
| 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 |
1.5002 |
1.4703 |
0.0299 |
2.0% |
0.0126 |
0.8% |
78% |
True |
False |
58 |
| 10 |
1.5002 |
1.4485 |
0.0517 |
3.5% |
0.0139 |
0.9% |
87% |
True |
False |
45 |
| 20 |
1.5002 |
1.4386 |
0.0616 |
4.1% |
0.0077 |
0.5% |
89% |
True |
False |
28 |
| 40 |
1.5320 |
1.4313 |
0.1007 |
6.7% |
0.0067 |
0.4% |
62% |
False |
False |
17 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0045 |
0.3% |
53% |
False |
False |
12 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.9% |
0.0034 |
0.2% |
53% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5355 |
|
2.618 |
1.5219 |
|
1.618 |
1.5136 |
|
1.000 |
1.5085 |
|
0.618 |
1.5053 |
|
HIGH |
1.5002 |
|
0.618 |
1.4970 |
|
0.500 |
1.4961 |
|
0.382 |
1.4951 |
|
LOW |
1.4919 |
|
0.618 |
1.4868 |
|
1.000 |
1.4836 |
|
1.618 |
1.4785 |
|
2.618 |
1.4702 |
|
4.250 |
1.4566 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4961 |
1.4908 |
| PP |
1.4952 |
1.4880 |
| S1 |
1.4944 |
1.4853 |
|