CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5064 |
1.4943 |
-0.0121 |
-0.8% |
1.4850 |
| High |
1.5080 |
1.5197 |
0.0117 |
0.8% |
1.5080 |
| Low |
1.4935 |
1.4873 |
-0.0062 |
-0.4% |
1.4688 |
| Close |
1.4956 |
1.5146 |
0.0190 |
1.3% |
1.5038 |
| Range |
0.0145 |
0.0324 |
0.0179 |
123.4% |
0.0392 |
| ATR |
0.0175 |
0.0186 |
0.0011 |
6.1% |
0.0000 |
| Volume |
111,405 |
136,142 |
24,737 |
22.2% |
535,679 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6044 |
1.5919 |
1.5324 |
|
| R3 |
1.5720 |
1.5595 |
1.5235 |
|
| R2 |
1.5396 |
1.5396 |
1.5205 |
|
| R1 |
1.5271 |
1.5271 |
1.5176 |
1.5334 |
| PP |
1.5072 |
1.5072 |
1.5072 |
1.5103 |
| S1 |
1.4947 |
1.4947 |
1.5116 |
1.5010 |
| S2 |
1.4748 |
1.4748 |
1.5087 |
|
| S3 |
1.4424 |
1.4623 |
1.5057 |
|
| S4 |
1.4100 |
1.4299 |
1.4968 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6111 |
1.5967 |
1.5254 |
|
| R3 |
1.5719 |
1.5575 |
1.5146 |
|
| R2 |
1.5327 |
1.5327 |
1.5110 |
|
| R1 |
1.5183 |
1.5183 |
1.5074 |
1.5255 |
| PP |
1.4935 |
1.4935 |
1.4935 |
1.4972 |
| S1 |
1.4791 |
1.4791 |
1.5002 |
1.4863 |
| S2 |
1.4543 |
1.4543 |
1.4966 |
|
| S3 |
1.4151 |
1.4399 |
1.4930 |
|
| S4 |
1.3759 |
1.4007 |
1.4822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5197 |
1.4855 |
0.0342 |
2.3% |
0.0183 |
1.2% |
85% |
True |
False |
112,917 |
| 10 |
1.5197 |
1.4688 |
0.0509 |
3.4% |
0.0167 |
1.1% |
90% |
True |
False |
109,426 |
| 20 |
1.5197 |
1.4349 |
0.0848 |
5.6% |
0.0185 |
1.2% |
94% |
True |
False |
89,689 |
| 40 |
1.5197 |
1.4233 |
0.0964 |
6.4% |
0.0210 |
1.4% |
95% |
True |
False |
45,747 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0181 |
1.2% |
72% |
False |
False |
30,633 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0170 |
1.1% |
72% |
False |
False |
23,049 |
| 100 |
1.5758 |
1.4233 |
0.1525 |
10.1% |
0.0136 |
0.9% |
60% |
False |
False |
18,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6574 |
|
2.618 |
1.6045 |
|
1.618 |
1.5721 |
|
1.000 |
1.5521 |
|
0.618 |
1.5397 |
|
HIGH |
1.5197 |
|
0.618 |
1.5073 |
|
0.500 |
1.5035 |
|
0.382 |
1.4997 |
|
LOW |
1.4873 |
|
0.618 |
1.4673 |
|
1.000 |
1.4549 |
|
1.618 |
1.4349 |
|
2.618 |
1.4025 |
|
4.250 |
1.3496 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5109 |
1.5109 |
| PP |
1.5072 |
1.5072 |
| S1 |
1.5035 |
1.5035 |
|