CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5172 |
1.5261 |
0.0089 |
0.6% |
1.5194 |
| High |
1.5295 |
1.5470 |
0.0175 |
1.1% |
1.5248 |
| Low |
1.5169 |
1.5233 |
0.0064 |
0.4% |
1.5046 |
| Close |
1.5248 |
1.5409 |
0.0161 |
1.1% |
1.5061 |
| Range |
0.0126 |
0.0237 |
0.0111 |
88.1% |
0.0202 |
| ATR |
0.0171 |
0.0175 |
0.0005 |
2.8% |
0.0000 |
| Volume |
134,681 |
112,216 |
-22,465 |
-16.7% |
376,075 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6082 |
1.5982 |
1.5539 |
|
| R3 |
1.5845 |
1.5745 |
1.5474 |
|
| R2 |
1.5608 |
1.5608 |
1.5452 |
|
| R1 |
1.5508 |
1.5508 |
1.5431 |
1.5558 |
| PP |
1.5371 |
1.5371 |
1.5371 |
1.5396 |
| S1 |
1.5271 |
1.5271 |
1.5387 |
1.5321 |
| S2 |
1.5134 |
1.5134 |
1.5366 |
|
| S3 |
1.4897 |
1.5034 |
1.5344 |
|
| S4 |
1.4660 |
1.4797 |
1.5279 |
|
|
| 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 |
1.5470 |
1.4946 |
0.0524 |
3.4% |
0.0178 |
1.2% |
88% |
True |
False |
108,176 |
| 10 |
1.5470 |
1.4873 |
0.0597 |
3.9% |
0.0173 |
1.1% |
90% |
True |
False |
114,144 |
| 20 |
1.5470 |
1.4645 |
0.0825 |
5.4% |
0.0164 |
1.1% |
93% |
True |
False |
110,090 |
| 40 |
1.5470 |
1.4233 |
0.1237 |
8.0% |
0.0180 |
1.2% |
95% |
True |
False |
70,438 |
| 60 |
1.5485 |
1.4233 |
0.1252 |
8.1% |
0.0186 |
1.2% |
94% |
False |
False |
47,354 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.3% |
0.0172 |
1.1% |
92% |
False |
False |
35,571 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.3% |
0.0150 |
1.0% |
92% |
False |
False |
28,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6477 |
|
2.618 |
1.6090 |
|
1.618 |
1.5853 |
|
1.000 |
1.5707 |
|
0.618 |
1.5616 |
|
HIGH |
1.5470 |
|
0.618 |
1.5379 |
|
0.500 |
1.5352 |
|
0.382 |
1.5324 |
|
LOW |
1.5233 |
|
0.618 |
1.5087 |
|
1.000 |
1.4996 |
|
1.618 |
1.4850 |
|
2.618 |
1.4613 |
|
4.250 |
1.4226 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5390 |
1.5345 |
| PP |
1.5371 |
1.5281 |
| S1 |
1.5352 |
1.5217 |
|