CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4927 |
1.5033 |
0.0106 |
0.7% |
1.4841 |
| High |
1.5060 |
1.5125 |
0.0065 |
0.4% |
1.5060 |
| Low |
1.4861 |
1.5017 |
0.0156 |
1.0% |
1.4703 |
| Close |
1.5038 |
1.5107 |
0.0069 |
0.5% |
1.5038 |
| Range |
0.0199 |
0.0108 |
-0.0091 |
-45.7% |
0.0357 |
| ATR |
0.0133 |
0.0131 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
215 |
48 |
-167 |
-77.7% |
448 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5407 |
1.5365 |
1.5166 |
|
| R3 |
1.5299 |
1.5257 |
1.5137 |
|
| R2 |
1.5191 |
1.5191 |
1.5127 |
|
| R1 |
1.5149 |
1.5149 |
1.5117 |
1.5170 |
| PP |
1.5083 |
1.5083 |
1.5083 |
1.5094 |
| S1 |
1.5041 |
1.5041 |
1.5097 |
1.5062 |
| S2 |
1.4975 |
1.4975 |
1.5087 |
|
| S3 |
1.4867 |
1.4933 |
1.5077 |
|
| S4 |
1.4759 |
1.4825 |
1.5048 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6005 |
1.5878 |
1.5234 |
|
| R3 |
1.5648 |
1.5521 |
1.5136 |
|
| R2 |
1.5291 |
1.5291 |
1.5103 |
|
| R1 |
1.5164 |
1.5164 |
1.5071 |
1.5228 |
| PP |
1.4934 |
1.4934 |
1.4934 |
1.4965 |
| S1 |
1.4807 |
1.4807 |
1.5005 |
1.4871 |
| S2 |
1.4577 |
1.4577 |
1.4973 |
|
| S3 |
1.4220 |
1.4450 |
1.4940 |
|
| S4 |
1.3863 |
1.4093 |
1.4842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5125 |
1.4703 |
0.0422 |
2.8% |
0.0132 |
0.9% |
96% |
True |
False |
88 |
| 10 |
1.5125 |
1.4655 |
0.0470 |
3.1% |
0.0132 |
0.9% |
96% |
True |
False |
68 |
| 20 |
1.5125 |
1.4386 |
0.0739 |
4.9% |
0.0093 |
0.6% |
98% |
True |
False |
40 |
| 40 |
1.5207 |
1.4313 |
0.0894 |
5.9% |
0.0075 |
0.5% |
89% |
False |
False |
23 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0050 |
0.3% |
68% |
False |
False |
16 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0038 |
0.2% |
68% |
False |
False |
12 |
| 100 |
1.5749 |
1.4313 |
0.1436 |
9.5% |
0.0030 |
0.2% |
55% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5584 |
|
2.618 |
1.5408 |
|
1.618 |
1.5300 |
|
1.000 |
1.5233 |
|
0.618 |
1.5192 |
|
HIGH |
1.5125 |
|
0.618 |
1.5084 |
|
0.500 |
1.5071 |
|
0.382 |
1.5058 |
|
LOW |
1.5017 |
|
0.618 |
1.4950 |
|
1.000 |
1.4909 |
|
1.618 |
1.4842 |
|
2.618 |
1.4734 |
|
4.250 |
1.4558 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5095 |
1.5069 |
| PP |
1.5083 |
1.5031 |
| S1 |
1.5071 |
1.4993 |
|