CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5140 |
1.5208 |
0.0068 |
0.4% |
1.5033 |
| High |
1.5206 |
1.5235 |
0.0029 |
0.2% |
1.5211 |
| Low |
1.5080 |
1.5117 |
0.0037 |
0.2% |
1.4877 |
| Close |
1.5201 |
1.5149 |
-0.0052 |
-0.3% |
1.5192 |
| Range |
0.0126 |
0.0118 |
-0.0008 |
-6.3% |
0.0334 |
| ATR |
0.0135 |
0.0134 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
120 |
146 |
26 |
21.7% |
425 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5521 |
1.5453 |
1.5214 |
|
| R3 |
1.5403 |
1.5335 |
1.5181 |
|
| R2 |
1.5285 |
1.5285 |
1.5171 |
|
| R1 |
1.5217 |
1.5217 |
1.5160 |
1.5192 |
| PP |
1.5167 |
1.5167 |
1.5167 |
1.5155 |
| S1 |
1.5099 |
1.5099 |
1.5138 |
1.5074 |
| S2 |
1.5049 |
1.5049 |
1.5127 |
|
| S3 |
1.4931 |
1.4981 |
1.5117 |
|
| S4 |
1.4813 |
1.4863 |
1.5084 |
|
|
| 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 |
1.5235 |
1.4877 |
0.0358 |
2.4% |
0.0148 |
1.0% |
76% |
True |
False |
155 |
| 10 |
1.5235 |
1.4861 |
0.0374 |
2.5% |
0.0134 |
0.9% |
77% |
True |
False |
117 |
| 20 |
1.5235 |
1.4485 |
0.0750 |
5.0% |
0.0133 |
0.9% |
89% |
True |
False |
79 |
| 40 |
1.5235 |
1.4313 |
0.0922 |
6.1% |
0.0076 |
0.5% |
91% |
True |
False |
44 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0066 |
0.4% |
71% |
False |
False |
30 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0050 |
0.3% |
71% |
False |
False |
23 |
| 100 |
1.5659 |
1.4313 |
0.1346 |
8.9% |
0.0040 |
0.3% |
62% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5737 |
|
2.618 |
1.5544 |
|
1.618 |
1.5426 |
|
1.000 |
1.5353 |
|
0.618 |
1.5308 |
|
HIGH |
1.5235 |
|
0.618 |
1.5190 |
|
0.500 |
1.5176 |
|
0.382 |
1.5162 |
|
LOW |
1.5117 |
|
0.618 |
1.5044 |
|
1.000 |
1.4999 |
|
1.618 |
1.4926 |
|
2.618 |
1.4808 |
|
4.250 |
1.4616 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5176 |
1.5158 |
| PP |
1.5167 |
1.5155 |
| S1 |
1.5158 |
1.5152 |
|