CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5194 |
1.5149 |
-0.0045 |
-0.3% |
1.5056 |
| High |
1.5227 |
1.5218 |
-0.0009 |
-0.1% |
1.5229 |
| Low |
1.5081 |
1.5080 |
-0.0001 |
0.0% |
1.4873 |
| Close |
1.5145 |
1.5203 |
0.0058 |
0.4% |
1.5194 |
| Range |
0.0146 |
0.0138 |
-0.0008 |
-5.5% |
0.0356 |
| ATR |
0.0176 |
0.0174 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
87,913 |
105,053 |
17,140 |
19.5% |
635,562 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5581 |
1.5530 |
1.5279 |
|
| R3 |
1.5443 |
1.5392 |
1.5241 |
|
| R2 |
1.5305 |
1.5305 |
1.5228 |
|
| R1 |
1.5254 |
1.5254 |
1.5216 |
1.5280 |
| PP |
1.5167 |
1.5167 |
1.5167 |
1.5180 |
| S1 |
1.5116 |
1.5116 |
1.5190 |
1.5142 |
| S2 |
1.5029 |
1.5029 |
1.5178 |
|
| S3 |
1.4891 |
1.4978 |
1.5165 |
|
| S4 |
1.4753 |
1.4840 |
1.5127 |
|
|
| 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 |
2.3% |
0.0167 |
1.1% |
93% |
False |
False |
124,333 |
| 10 |
1.5229 |
1.4802 |
0.0427 |
2.8% |
0.0155 |
1.0% |
94% |
False |
False |
121,093 |
| 20 |
1.5229 |
1.4383 |
0.0846 |
5.6% |
0.0174 |
1.1% |
97% |
False |
False |
106,369 |
| 40 |
1.5229 |
1.4233 |
0.0996 |
6.6% |
0.0189 |
1.2% |
97% |
False |
False |
54,971 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0181 |
1.2% |
76% |
False |
False |
36,861 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0172 |
1.1% |
76% |
False |
False |
27,725 |
| 100 |
1.5758 |
1.4233 |
0.1525 |
10.0% |
0.0139 |
0.9% |
64% |
False |
False |
22,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5805 |
|
2.618 |
1.5579 |
|
1.618 |
1.5441 |
|
1.000 |
1.5356 |
|
0.618 |
1.5303 |
|
HIGH |
1.5218 |
|
0.618 |
1.5165 |
|
0.500 |
1.5149 |
|
0.382 |
1.5133 |
|
LOW |
1.5080 |
|
0.618 |
1.4995 |
|
1.000 |
1.4942 |
|
1.618 |
1.4857 |
|
2.618 |
1.4719 |
|
4.250 |
1.4494 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5185 |
1.5187 |
| PP |
1.5167 |
1.5171 |
| S1 |
1.5149 |
1.5155 |
|