CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4932 |
1.5163 |
0.0231 |
1.5% |
1.5033 |
| High |
1.5190 |
1.5211 |
0.0021 |
0.1% |
1.5211 |
| Low |
1.4877 |
1.5153 |
0.0276 |
1.9% |
1.4877 |
| Close |
1.5145 |
1.5192 |
0.0047 |
0.3% |
1.5192 |
| Range |
0.0313 |
0.0058 |
-0.0255 |
-81.5% |
0.0334 |
| ATR |
0.0142 |
0.0137 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
46 |
234 |
188 |
408.7% |
425 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5359 |
1.5334 |
1.5224 |
|
| R3 |
1.5301 |
1.5276 |
1.5208 |
|
| R2 |
1.5243 |
1.5243 |
1.5203 |
|
| R1 |
1.5218 |
1.5218 |
1.5197 |
1.5231 |
| PP |
1.5185 |
1.5185 |
1.5185 |
1.5192 |
| S1 |
1.5160 |
1.5160 |
1.5187 |
1.5173 |
| S2 |
1.5127 |
1.5127 |
1.5181 |
|
| S3 |
1.5069 |
1.5102 |
1.5176 |
|
| S4 |
1.5011 |
1.5044 |
1.5160 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6095 |
1.5978 |
1.5376 |
|
| R3 |
1.5761 |
1.5644 |
1.5284 |
|
| R2 |
1.5427 |
1.5427 |
1.5253 |
|
| R1 |
1.5310 |
1.5310 |
1.5223 |
1.5369 |
| PP |
1.5093 |
1.5093 |
1.5093 |
1.5123 |
| S1 |
1.4976 |
1.4976 |
1.5161 |
1.5035 |
| S2 |
1.4759 |
1.4759 |
1.5131 |
|
| S3 |
1.4425 |
1.4642 |
1.5100 |
|
| S4 |
1.4091 |
1.4308 |
1.5008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5211 |
1.4877 |
0.0334 |
2.2% |
0.0137 |
0.9% |
94% |
True |
False |
85 |
| 10 |
1.5211 |
1.4703 |
0.0508 |
3.3% |
0.0142 |
0.9% |
96% |
True |
False |
87 |
| 20 |
1.5211 |
1.4386 |
0.0825 |
5.4% |
0.0121 |
0.8% |
98% |
True |
False |
56 |
| 40 |
1.5211 |
1.4313 |
0.0898 |
5.9% |
0.0076 |
0.5% |
98% |
True |
False |
32 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0059 |
0.4% |
75% |
False |
False |
22 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0045 |
0.3% |
75% |
False |
False |
17 |
| 100 |
1.5749 |
1.4313 |
0.1436 |
9.5% |
0.0036 |
0.2% |
61% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5458 |
|
2.618 |
1.5363 |
|
1.618 |
1.5305 |
|
1.000 |
1.5269 |
|
0.618 |
1.5247 |
|
HIGH |
1.5211 |
|
0.618 |
1.5189 |
|
0.500 |
1.5182 |
|
0.382 |
1.5175 |
|
LOW |
1.5153 |
|
0.618 |
1.5117 |
|
1.000 |
1.5095 |
|
1.618 |
1.5059 |
|
2.618 |
1.5001 |
|
4.250 |
1.4907 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5189 |
1.5143 |
| PP |
1.5185 |
1.5093 |
| S1 |
1.5182 |
1.5044 |
|