CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5149 |
1.5181 |
0.0032 |
0.2% |
1.5056 |
| High |
1.5218 |
1.5248 |
0.0030 |
0.2% |
1.5229 |
| Low |
1.5080 |
1.5099 |
0.0019 |
0.1% |
1.4873 |
| Close |
1.5203 |
1.5152 |
-0.0051 |
-0.3% |
1.5194 |
| Range |
0.0138 |
0.0149 |
0.0011 |
8.0% |
0.0356 |
| ATR |
0.0174 |
0.0172 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
105,053 |
90,300 |
-14,753 |
-14.0% |
635,562 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5613 |
1.5532 |
1.5234 |
|
| R3 |
1.5464 |
1.5383 |
1.5193 |
|
| R2 |
1.5315 |
1.5315 |
1.5179 |
|
| R1 |
1.5234 |
1.5234 |
1.5166 |
1.5200 |
| PP |
1.5166 |
1.5166 |
1.5166 |
1.5150 |
| S1 |
1.5085 |
1.5085 |
1.5138 |
1.5051 |
| S2 |
1.5017 |
1.5017 |
1.5125 |
|
| S3 |
1.4868 |
1.4936 |
1.5111 |
|
| S4 |
1.4719 |
1.4787 |
1.5070 |
|
|
| 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 |
1.5248 |
1.4873 |
0.0375 |
2.5% |
0.0168 |
1.1% |
74% |
True |
False |
120,112 |
| 10 |
1.5248 |
1.4855 |
0.0393 |
2.6% |
0.0153 |
1.0% |
76% |
True |
False |
115,750 |
| 20 |
1.5248 |
1.4505 |
0.0743 |
4.9% |
0.0170 |
1.1% |
87% |
True |
False |
108,742 |
| 40 |
1.5248 |
1.4233 |
0.1015 |
6.7% |
0.0186 |
1.2% |
91% |
True |
False |
57,158 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0182 |
1.2% |
72% |
False |
False |
38,364 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0171 |
1.1% |
72% |
False |
False |
28,848 |
| 100 |
1.5667 |
1.4233 |
0.1434 |
9.5% |
0.0141 |
0.9% |
64% |
False |
False |
23,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5881 |
|
2.618 |
1.5638 |
|
1.618 |
1.5489 |
|
1.000 |
1.5397 |
|
0.618 |
1.5340 |
|
HIGH |
1.5248 |
|
0.618 |
1.5191 |
|
0.500 |
1.5174 |
|
0.382 |
1.5156 |
|
LOW |
1.5099 |
|
0.618 |
1.5007 |
|
1.000 |
1.4950 |
|
1.618 |
1.4858 |
|
2.618 |
1.4709 |
|
4.250 |
1.4466 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5174 |
1.5164 |
| PP |
1.5166 |
1.5160 |
| S1 |
1.5159 |
1.5156 |
|