CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5158 |
1.5140 |
-0.0018 |
-0.1% |
1.5033 |
| High |
1.5223 |
1.5206 |
-0.0017 |
-0.1% |
1.5211 |
| Low |
1.5097 |
1.5080 |
-0.0017 |
-0.1% |
1.4877 |
| Close |
1.5143 |
1.5201 |
0.0058 |
0.4% |
1.5192 |
| Range |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0334 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
231 |
120 |
-111 |
-48.1% |
425 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5540 |
1.5497 |
1.5270 |
|
| R3 |
1.5414 |
1.5371 |
1.5236 |
|
| R2 |
1.5288 |
1.5288 |
1.5224 |
|
| R1 |
1.5245 |
1.5245 |
1.5213 |
1.5267 |
| PP |
1.5162 |
1.5162 |
1.5162 |
1.5173 |
| S1 |
1.5119 |
1.5119 |
1.5189 |
1.5141 |
| S2 |
1.5036 |
1.5036 |
1.5178 |
|
| S3 |
1.4910 |
1.4993 |
1.5166 |
|
| S4 |
1.4784 |
1.4867 |
1.5132 |
|
|
| 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% |
0.0150 |
1.0% |
94% |
False |
False |
137 |
| 10 |
1.5223 |
1.4833 |
0.0390 |
2.6% |
0.0134 |
0.9% |
94% |
False |
False |
111 |
| 20 |
1.5223 |
1.4485 |
0.0738 |
4.9% |
0.0127 |
0.8% |
97% |
False |
False |
73 |
| 40 |
1.5223 |
1.4313 |
0.0910 |
6.0% |
0.0078 |
0.5% |
98% |
False |
False |
40 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0064 |
0.4% |
76% |
False |
False |
28 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0048 |
0.3% |
76% |
False |
False |
21 |
| 100 |
1.5749 |
1.4313 |
0.1436 |
9.4% |
0.0038 |
0.3% |
62% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5742 |
|
2.618 |
1.5536 |
|
1.618 |
1.5410 |
|
1.000 |
1.5332 |
|
0.618 |
1.5284 |
|
HIGH |
1.5206 |
|
0.618 |
1.5158 |
|
0.500 |
1.5143 |
|
0.382 |
1.5128 |
|
LOW |
1.5080 |
|
0.618 |
1.5002 |
|
1.000 |
1.4954 |
|
1.618 |
1.4876 |
|
2.618 |
1.4750 |
|
4.250 |
1.4545 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5182 |
1.5185 |
| PP |
1.5162 |
1.5168 |
| S1 |
1.5143 |
1.5152 |
|