CME British Pound Future September 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 |
1.4943 |
1.5178 |
0.0235 |
1.6% |
1.5056 |
| High |
1.5197 |
1.5229 |
0.0032 |
0.2% |
1.5229 |
| Low |
1.4873 |
1.5146 |
0.0273 |
1.8% |
1.4873 |
| Close |
1.5146 |
1.5194 |
0.0048 |
0.3% |
1.5194 |
| Range |
0.0324 |
0.0083 |
-0.0241 |
-74.4% |
0.0356 |
| ATR |
0.0186 |
0.0179 |
-0.0007 |
-4.0% |
0.0000 |
| Volume |
136,142 |
181,152 |
45,010 |
33.1% |
635,562 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5439 |
1.5399 |
1.5240 |
|
| R3 |
1.5356 |
1.5316 |
1.5217 |
|
| R2 |
1.5273 |
1.5273 |
1.5209 |
|
| R1 |
1.5233 |
1.5233 |
1.5202 |
1.5253 |
| PP |
1.5190 |
1.5190 |
1.5190 |
1.5200 |
| S1 |
1.5150 |
1.5150 |
1.5186 |
1.5170 |
| S2 |
1.5107 |
1.5107 |
1.5179 |
|
| S3 |
1.5024 |
1.5067 |
1.5171 |
|
| S4 |
1.4941 |
1.4984 |
1.5148 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6167 |
1.6036 |
1.5390 |
|
| R3 |
1.5811 |
1.5680 |
1.5292 |
|
| R2 |
1.5455 |
1.5455 |
1.5259 |
|
| R1 |
1.5324 |
1.5324 |
1.5227 |
1.5390 |
| PP |
1.5099 |
1.5099 |
1.5099 |
1.5131 |
| S1 |
1.4968 |
1.4968 |
1.5161 |
1.5034 |
| S2 |
1.4743 |
1.4743 |
1.5129 |
|
| S3 |
1.4387 |
1.4612 |
1.5096 |
|
| S4 |
1.4031 |
1.4256 |
1.4998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5229 |
1.4873 |
0.0356 |
2.3% |
0.0155 |
1.0% |
90% |
True |
False |
127,112 |
| 10 |
1.5229 |
1.4688 |
0.0541 |
3.6% |
0.0164 |
1.1% |
94% |
True |
False |
117,124 |
| 20 |
1.5229 |
1.4349 |
0.0880 |
5.8% |
0.0178 |
1.2% |
96% |
True |
False |
98,598 |
| 40 |
1.5229 |
1.4233 |
0.0996 |
6.6% |
0.0200 |
1.3% |
96% |
True |
False |
50,260 |
| 60 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0180 |
1.2% |
75% |
False |
False |
33,650 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0171 |
1.1% |
75% |
False |
False |
25,313 |
| 100 |
1.5758 |
1.4233 |
0.1525 |
10.0% |
0.0137 |
0.9% |
63% |
False |
False |
20,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5582 |
|
2.618 |
1.5446 |
|
1.618 |
1.5363 |
|
1.000 |
1.5312 |
|
0.618 |
1.5280 |
|
HIGH |
1.5229 |
|
0.618 |
1.5197 |
|
0.500 |
1.5188 |
|
0.382 |
1.5178 |
|
LOW |
1.5146 |
|
0.618 |
1.5095 |
|
1.000 |
1.5063 |
|
1.618 |
1.5012 |
|
2.618 |
1.4929 |
|
4.250 |
1.4793 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5192 |
1.5146 |
| PP |
1.5190 |
1.5099 |
| S1 |
1.5188 |
1.5051 |
|