CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5063 |
1.5021 |
-0.0042 |
-0.3% |
1.5194 |
| High |
1.5085 |
1.5194 |
0.0109 |
0.7% |
1.5248 |
| Low |
1.4946 |
1.4963 |
0.0017 |
0.1% |
1.5046 |
| Close |
1.5030 |
1.5155 |
0.0125 |
0.8% |
1.5061 |
| Range |
0.0139 |
0.0231 |
0.0092 |
66.2% |
0.0202 |
| ATR |
0.0168 |
0.0173 |
0.0004 |
2.6% |
0.0000 |
| Volume |
82,275 |
118,902 |
36,627 |
44.5% |
376,075 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5797 |
1.5707 |
1.5282 |
|
| R3 |
1.5566 |
1.5476 |
1.5219 |
|
| R2 |
1.5335 |
1.5335 |
1.5197 |
|
| R1 |
1.5245 |
1.5245 |
1.5176 |
1.5290 |
| PP |
1.5104 |
1.5104 |
1.5104 |
1.5127 |
| S1 |
1.5014 |
1.5014 |
1.5134 |
1.5059 |
| S2 |
1.4873 |
1.4873 |
1.5113 |
|
| S3 |
1.4642 |
1.4783 |
1.5091 |
|
| S4 |
1.4411 |
1.4552 |
1.5028 |
|
|
| 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% |
0.0163 |
1.1% |
69% |
False |
False |
97,867 |
| 10 |
1.5248 |
1.4873 |
0.0375 |
2.5% |
0.0162 |
1.1% |
75% |
False |
False |
109,792 |
| 20 |
1.5248 |
1.4645 |
0.0603 |
4.0% |
0.0160 |
1.1% |
85% |
False |
False |
109,126 |
| 40 |
1.5248 |
1.4233 |
0.1015 |
6.7% |
0.0182 |
1.2% |
91% |
False |
False |
64,322 |
| 60 |
1.5485 |
1.4233 |
0.1252 |
8.3% |
0.0185 |
1.2% |
74% |
False |
False |
43,247 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0171 |
1.1% |
72% |
False |
False |
32,494 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0146 |
1.0% |
72% |
False |
False |
26,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6176 |
|
2.618 |
1.5799 |
|
1.618 |
1.5568 |
|
1.000 |
1.5425 |
|
0.618 |
1.5337 |
|
HIGH |
1.5194 |
|
0.618 |
1.5106 |
|
0.500 |
1.5079 |
|
0.382 |
1.5051 |
|
LOW |
1.4963 |
|
0.618 |
1.4820 |
|
1.000 |
1.4732 |
|
1.618 |
1.4589 |
|
2.618 |
1.4358 |
|
4.250 |
1.3981 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5130 |
1.5128 |
| PP |
1.5104 |
1.5101 |
| S1 |
1.5079 |
1.5075 |
|