CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5157 |
1.5063 |
-0.0094 |
-0.6% |
1.5194 |
| High |
1.5203 |
1.5085 |
-0.0118 |
-0.8% |
1.5248 |
| Low |
1.5046 |
1.4946 |
-0.0100 |
-0.7% |
1.5046 |
| Close |
1.5061 |
1.5030 |
-0.0031 |
-0.2% |
1.5061 |
| Range |
0.0157 |
0.0139 |
-0.0018 |
-11.5% |
0.0202 |
| ATR |
0.0171 |
0.0168 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
92,809 |
82,275 |
-10,534 |
-11.4% |
376,075 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5437 |
1.5373 |
1.5106 |
|
| R3 |
1.5298 |
1.5234 |
1.5068 |
|
| R2 |
1.5159 |
1.5159 |
1.5055 |
|
| R1 |
1.5095 |
1.5095 |
1.5043 |
1.5058 |
| PP |
1.5020 |
1.5020 |
1.5020 |
1.5002 |
| S1 |
1.4956 |
1.4956 |
1.5017 |
1.4919 |
| S2 |
1.4881 |
1.4881 |
1.5005 |
|
| S3 |
1.4742 |
1.4817 |
1.4992 |
|
| S4 |
1.4603 |
1.4678 |
1.4954 |
|
|
| 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 |
1.4946 |
0.0302 |
2.0% |
0.0146 |
1.0% |
28% |
False |
True |
91,670 |
| 10 |
1.5248 |
1.4873 |
0.0375 |
2.5% |
0.0150 |
1.0% |
42% |
False |
False |
109,391 |
| 20 |
1.5248 |
1.4552 |
0.0696 |
4.6% |
0.0161 |
1.1% |
69% |
False |
False |
110,152 |
| 40 |
1.5248 |
1.4233 |
0.1015 |
6.8% |
0.0180 |
1.2% |
79% |
False |
False |
61,481 |
| 60 |
1.5485 |
1.4233 |
0.1252 |
8.3% |
0.0183 |
1.2% |
64% |
False |
False |
41,271 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0171 |
1.1% |
62% |
False |
False |
31,020 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.5% |
0.0144 |
1.0% |
62% |
False |
False |
24,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5676 |
|
2.618 |
1.5449 |
|
1.618 |
1.5310 |
|
1.000 |
1.5224 |
|
0.618 |
1.5171 |
|
HIGH |
1.5085 |
|
0.618 |
1.5032 |
|
0.500 |
1.5016 |
|
0.382 |
1.4999 |
|
LOW |
1.4946 |
|
0.618 |
1.4860 |
|
1.000 |
1.4807 |
|
1.618 |
1.4721 |
|
2.618 |
1.4582 |
|
4.250 |
1.4355 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5025 |
1.5097 |
| PP |
1.5020 |
1.5075 |
| S1 |
1.5016 |
1.5052 |
|