CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5021 |
1.5172 |
0.0151 |
1.0% |
1.5194 |
| High |
1.5194 |
1.5295 |
0.0101 |
0.7% |
1.5248 |
| Low |
1.4963 |
1.5169 |
0.0206 |
1.4% |
1.5046 |
| Close |
1.5155 |
1.5248 |
0.0093 |
0.6% |
1.5061 |
| Range |
0.0231 |
0.0126 |
-0.0105 |
-45.5% |
0.0202 |
| ATR |
0.0173 |
0.0171 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
118,902 |
134,681 |
15,779 |
13.3% |
376,075 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5615 |
1.5558 |
1.5317 |
|
| R3 |
1.5489 |
1.5432 |
1.5283 |
|
| R2 |
1.5363 |
1.5363 |
1.5271 |
|
| R1 |
1.5306 |
1.5306 |
1.5260 |
1.5335 |
| PP |
1.5237 |
1.5237 |
1.5237 |
1.5252 |
| S1 |
1.5180 |
1.5180 |
1.5236 |
1.5209 |
| S2 |
1.5111 |
1.5111 |
1.5225 |
|
| S3 |
1.4985 |
1.5054 |
1.5213 |
|
| S4 |
1.4859 |
1.4928 |
1.5179 |
|
|
| 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 |
1.5295 |
1.4946 |
0.0349 |
2.3% |
0.0160 |
1.1% |
87% |
True |
False |
103,793 |
| 10 |
1.5295 |
1.4873 |
0.0422 |
2.8% |
0.0164 |
1.1% |
89% |
True |
False |
114,063 |
| 20 |
1.5295 |
1.4645 |
0.0650 |
4.3% |
0.0158 |
1.0% |
93% |
True |
False |
110,103 |
| 40 |
1.5295 |
1.4233 |
0.1062 |
7.0% |
0.0179 |
1.2% |
96% |
True |
False |
67,657 |
| 60 |
1.5485 |
1.4233 |
0.1252 |
8.2% |
0.0185 |
1.2% |
81% |
False |
False |
45,486 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0171 |
1.1% |
80% |
False |
False |
34,170 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0147 |
1.0% |
80% |
False |
False |
27,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5831 |
|
2.618 |
1.5625 |
|
1.618 |
1.5499 |
|
1.000 |
1.5421 |
|
0.618 |
1.5373 |
|
HIGH |
1.5295 |
|
0.618 |
1.5247 |
|
0.500 |
1.5232 |
|
0.382 |
1.5217 |
|
LOW |
1.5169 |
|
0.618 |
1.5091 |
|
1.000 |
1.5043 |
|
1.618 |
1.4965 |
|
2.618 |
1.4839 |
|
4.250 |
1.4634 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5243 |
1.5206 |
| PP |
1.5237 |
1.5163 |
| S1 |
1.5232 |
1.5121 |
|