CME British Pound Future December 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 |
1.5056 |
1.4932 |
-0.0124 |
-0.8% |
1.4841 |
| High |
1.5068 |
1.5190 |
0.0122 |
0.8% |
1.5060 |
| Low |
1.4940 |
1.4877 |
-0.0063 |
-0.4% |
1.4703 |
| Close |
1.4955 |
1.5145 |
0.0190 |
1.3% |
1.5038 |
| Range |
0.0128 |
0.0313 |
0.0185 |
144.5% |
0.0357 |
| ATR |
0.0129 |
0.0142 |
0.0013 |
10.2% |
0.0000 |
| Volume |
55 |
46 |
-9 |
-16.4% |
448 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6010 |
1.5890 |
1.5317 |
|
| R3 |
1.5697 |
1.5577 |
1.5231 |
|
| R2 |
1.5384 |
1.5384 |
1.5202 |
|
| R1 |
1.5264 |
1.5264 |
1.5174 |
1.5324 |
| PP |
1.5071 |
1.5071 |
1.5071 |
1.5101 |
| S1 |
1.4951 |
1.4951 |
1.5116 |
1.5011 |
| S2 |
1.4758 |
1.4758 |
1.5088 |
|
| S3 |
1.4445 |
1.4638 |
1.5059 |
|
| S4 |
1.4132 |
1.4325 |
1.4973 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6005 |
1.5878 |
1.5234 |
|
| R3 |
1.5648 |
1.5521 |
1.5136 |
|
| R2 |
1.5291 |
1.5291 |
1.5103 |
|
| R1 |
1.5164 |
1.5164 |
1.5071 |
1.5228 |
| PP |
1.4934 |
1.4934 |
1.4934 |
1.4965 |
| S1 |
1.4807 |
1.4807 |
1.5005 |
1.4871 |
| S2 |
1.4577 |
1.4577 |
1.4973 |
|
| S3 |
1.4220 |
1.4450 |
1.4940 |
|
| S4 |
1.3863 |
1.4093 |
1.4842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5190 |
1.4861 |
0.0329 |
2.2% |
0.0165 |
1.1% |
86% |
True |
False |
81 |
| 10 |
1.5190 |
1.4703 |
0.0487 |
3.2% |
0.0146 |
1.0% |
91% |
True |
False |
70 |
| 20 |
1.5190 |
1.4386 |
0.0804 |
5.3% |
0.0118 |
0.8% |
94% |
True |
False |
45 |
| 40 |
1.5190 |
1.4313 |
0.0877 |
5.8% |
0.0085 |
0.6% |
95% |
True |
False |
26 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0058 |
0.4% |
71% |
False |
False |
18 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0044 |
0.3% |
71% |
False |
False |
14 |
| 100 |
1.5749 |
1.4313 |
0.1436 |
9.5% |
0.0035 |
0.2% |
58% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6520 |
|
2.618 |
1.6009 |
|
1.618 |
1.5696 |
|
1.000 |
1.5503 |
|
0.618 |
1.5383 |
|
HIGH |
1.5190 |
|
0.618 |
1.5070 |
|
0.500 |
1.5034 |
|
0.382 |
1.4997 |
|
LOW |
1.4877 |
|
0.618 |
1.4684 |
|
1.000 |
1.4564 |
|
1.618 |
1.4371 |
|
2.618 |
1.4058 |
|
4.250 |
1.3547 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5108 |
1.5108 |
| PP |
1.5071 |
1.5071 |
| S1 |
1.5034 |
1.5034 |
|