CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5163 |
1.5158 |
-0.0005 |
0.0% |
1.5033 |
| High |
1.5211 |
1.5223 |
0.0012 |
0.1% |
1.5211 |
| Low |
1.5153 |
1.5097 |
-0.0056 |
-0.4% |
1.4877 |
| Close |
1.5192 |
1.5143 |
-0.0049 |
-0.3% |
1.5192 |
| Range |
0.0058 |
0.0126 |
0.0068 |
117.2% |
0.0334 |
| ATR |
0.0137 |
0.0136 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
234 |
231 |
-3 |
-1.3% |
425 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5532 |
1.5464 |
1.5212 |
|
| R3 |
1.5406 |
1.5338 |
1.5178 |
|
| R2 |
1.5280 |
1.5280 |
1.5166 |
|
| R1 |
1.5212 |
1.5212 |
1.5155 |
1.5183 |
| PP |
1.5154 |
1.5154 |
1.5154 |
1.5140 |
| S1 |
1.5086 |
1.5086 |
1.5131 |
1.5057 |
| S2 |
1.5028 |
1.5028 |
1.5120 |
|
| S3 |
1.4902 |
1.4960 |
1.5108 |
|
| S4 |
1.4776 |
1.4834 |
1.5074 |
|
|
| 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 |
1.5223 |
1.4877 |
0.0346 |
2.3% |
0.0141 |
0.9% |
77% |
True |
False |
121 |
| 10 |
1.5223 |
1.4703 |
0.0520 |
3.4% |
0.0137 |
0.9% |
85% |
True |
False |
104 |
| 20 |
1.5223 |
1.4386 |
0.0837 |
5.5% |
0.0120 |
0.8% |
90% |
True |
False |
67 |
| 40 |
1.5223 |
1.4313 |
0.0910 |
6.0% |
0.0078 |
0.5% |
91% |
True |
False |
37 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0061 |
0.4% |
71% |
False |
False |
26 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0046 |
0.3% |
71% |
False |
False |
20 |
| 100 |
1.5749 |
1.4313 |
0.1436 |
9.5% |
0.0037 |
0.2% |
58% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5759 |
|
2.618 |
1.5553 |
|
1.618 |
1.5427 |
|
1.000 |
1.5349 |
|
0.618 |
1.5301 |
|
HIGH |
1.5223 |
|
0.618 |
1.5175 |
|
0.500 |
1.5160 |
|
0.382 |
1.5145 |
|
LOW |
1.5097 |
|
0.618 |
1.5019 |
|
1.000 |
1.4971 |
|
1.618 |
1.4893 |
|
2.618 |
1.4767 |
|
4.250 |
1.4562 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5160 |
1.5112 |
| PP |
1.5154 |
1.5081 |
| S1 |
1.5149 |
1.5050 |
|