CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5178 |
1.5194 |
0.0016 |
0.1% |
1.5056 |
| High |
1.5229 |
1.5227 |
-0.0002 |
0.0% |
1.5229 |
| Low |
1.5146 |
1.5081 |
-0.0065 |
-0.4% |
1.4873 |
| Close |
1.5194 |
1.5145 |
-0.0049 |
-0.3% |
1.5194 |
| Range |
0.0083 |
0.0146 |
0.0063 |
75.9% |
0.0356 |
| ATR |
0.0179 |
0.0176 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
181,152 |
87,913 |
-93,239 |
-51.5% |
635,562 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5589 |
1.5513 |
1.5225 |
|
| R3 |
1.5443 |
1.5367 |
1.5185 |
|
| R2 |
1.5297 |
1.5297 |
1.5172 |
|
| R1 |
1.5221 |
1.5221 |
1.5158 |
1.5186 |
| PP |
1.5151 |
1.5151 |
1.5151 |
1.5134 |
| S1 |
1.5075 |
1.5075 |
1.5132 |
1.5040 |
| S2 |
1.5005 |
1.5005 |
1.5118 |
|
| S3 |
1.4859 |
1.4929 |
1.5105 |
|
| S4 |
1.4713 |
1.4783 |
1.5065 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6167 |
1.6036 |
1.5390 |
|
| R3 |
1.5811 |
1.5680 |
1.5292 |
|
| R2 |
1.5455 |
1.5455 |
1.5259 |
|
| R1 |
1.5324 |
1.5324 |
1.5227 |
1.5390 |
| PP |
1.5099 |
1.5099 |
1.5099 |
1.5131 |
| S1 |
1.4968 |
1.4968 |
1.5161 |
1.5034 |
| S2 |
1.4743 |
1.4743 |
1.5129 |
|
| S3 |
1.4387 |
1.4612 |
1.5096 |
|
| S4 |
1.4031 |
1.4256 |
1.4998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5229 |
1.4873 |
0.0356 |
2.4% |
0.0161 |
1.1% |
76% |
False |
False |
121,717 |
| 10 |
1.5229 |
1.4688 |
0.0541 |
3.6% |
0.0159 |
1.0% |
84% |
False |
False |
118,632 |
| 20 |
1.5229 |
1.4349 |
0.0880 |
5.8% |
0.0176 |
1.2% |
90% |
False |
False |
102,559 |
| 40 |
1.5229 |
1.4233 |
0.0996 |
6.6% |
0.0193 |
1.3% |
92% |
False |
False |
52,407 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0181 |
1.2% |
71% |
False |
False |
35,112 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0172 |
1.1% |
71% |
False |
False |
26,412 |
| 100 |
1.5758 |
1.4233 |
0.1525 |
10.1% |
0.0138 |
0.9% |
60% |
False |
False |
21,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5848 |
|
2.618 |
1.5609 |
|
1.618 |
1.5463 |
|
1.000 |
1.5373 |
|
0.618 |
1.5317 |
|
HIGH |
1.5227 |
|
0.618 |
1.5171 |
|
0.500 |
1.5154 |
|
0.382 |
1.5137 |
|
LOW |
1.5081 |
|
0.618 |
1.4991 |
|
1.000 |
1.4935 |
|
1.618 |
1.4845 |
|
2.618 |
1.4699 |
|
4.250 |
1.4461 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5154 |
1.5114 |
| PP |
1.5151 |
1.5082 |
| S1 |
1.5148 |
1.5051 |
|