CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5181 |
1.5157 |
-0.0024 |
-0.2% |
1.5194 |
| High |
1.5248 |
1.5203 |
-0.0045 |
-0.3% |
1.5248 |
| Low |
1.5099 |
1.5046 |
-0.0053 |
-0.4% |
1.5046 |
| Close |
1.5152 |
1.5061 |
-0.0091 |
-0.6% |
1.5061 |
| Range |
0.0149 |
0.0157 |
0.0008 |
5.4% |
0.0202 |
| ATR |
0.0172 |
0.0171 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
90,300 |
92,809 |
2,509 |
2.8% |
376,075 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5574 |
1.5475 |
1.5147 |
|
| R3 |
1.5417 |
1.5318 |
1.5104 |
|
| R2 |
1.5260 |
1.5260 |
1.5090 |
|
| R1 |
1.5161 |
1.5161 |
1.5075 |
1.5132 |
| PP |
1.5103 |
1.5103 |
1.5103 |
1.5089 |
| S1 |
1.5004 |
1.5004 |
1.5047 |
1.4975 |
| S2 |
1.4946 |
1.4946 |
1.5032 |
|
| S3 |
1.4789 |
1.4847 |
1.5018 |
|
| S4 |
1.4632 |
1.4690 |
1.4975 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5724 |
1.5595 |
1.5172 |
|
| R3 |
1.5522 |
1.5393 |
1.5117 |
|
| R2 |
1.5320 |
1.5320 |
1.5098 |
|
| R1 |
1.5191 |
1.5191 |
1.5080 |
1.5155 |
| PP |
1.5118 |
1.5118 |
1.5118 |
1.5100 |
| S1 |
1.4989 |
1.4989 |
1.5042 |
1.4953 |
| S2 |
1.4916 |
1.4916 |
1.5024 |
|
| S3 |
1.4714 |
1.4787 |
1.5005 |
|
| S4 |
1.4512 |
1.4585 |
1.4950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5248 |
1.5046 |
0.0202 |
1.3% |
0.0135 |
0.9% |
7% |
False |
True |
111,445 |
| 10 |
1.5248 |
1.4855 |
0.0393 |
2.6% |
0.0159 |
1.1% |
52% |
False |
False |
112,181 |
| 20 |
1.5248 |
1.4505 |
0.0743 |
4.9% |
0.0167 |
1.1% |
75% |
False |
False |
111,229 |
| 40 |
1.5248 |
1.4233 |
0.1015 |
6.7% |
0.0184 |
1.2% |
82% |
False |
False |
59,448 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0183 |
1.2% |
65% |
False |
False |
39,907 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0171 |
1.1% |
65% |
False |
False |
29,999 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0143 |
0.9% |
65% |
False |
False |
24,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5870 |
|
2.618 |
1.5614 |
|
1.618 |
1.5457 |
|
1.000 |
1.5360 |
|
0.618 |
1.5300 |
|
HIGH |
1.5203 |
|
0.618 |
1.5143 |
|
0.500 |
1.5125 |
|
0.382 |
1.5106 |
|
LOW |
1.5046 |
|
0.618 |
1.4949 |
|
1.000 |
1.4889 |
|
1.618 |
1.4792 |
|
2.618 |
1.4635 |
|
4.250 |
1.4379 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5125 |
1.5147 |
| PP |
1.5103 |
1.5118 |
| S1 |
1.5082 |
1.5090 |
|