CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5208 |
1.5163 |
-0.0045 |
-0.3% |
1.5158 |
| High |
1.5235 |
1.5195 |
-0.0040 |
-0.3% |
1.5235 |
| Low |
1.5117 |
1.5056 |
-0.0061 |
-0.4% |
1.5056 |
| Close |
1.5149 |
1.5056 |
-0.0093 |
-0.6% |
1.5056 |
| Range |
0.0118 |
0.0139 |
0.0021 |
17.8% |
0.0179 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
0.3% |
0.0000 |
| Volume |
146 |
89 |
-57 |
-39.0% |
586 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5519 |
1.5427 |
1.5132 |
|
| R3 |
1.5380 |
1.5288 |
1.5094 |
|
| R2 |
1.5241 |
1.5241 |
1.5081 |
|
| R1 |
1.5149 |
1.5149 |
1.5069 |
1.5126 |
| PP |
1.5102 |
1.5102 |
1.5102 |
1.5091 |
| S1 |
1.5010 |
1.5010 |
1.5043 |
1.4987 |
| S2 |
1.4963 |
1.4963 |
1.5031 |
|
| S3 |
1.4824 |
1.4871 |
1.5018 |
|
| S4 |
1.4685 |
1.4732 |
1.4980 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5653 |
1.5533 |
1.5154 |
|
| R3 |
1.5474 |
1.5354 |
1.5105 |
|
| R2 |
1.5295 |
1.5295 |
1.5089 |
|
| R1 |
1.5175 |
1.5175 |
1.5072 |
1.5146 |
| PP |
1.5116 |
1.5116 |
1.5116 |
1.5101 |
| S1 |
1.4996 |
1.4996 |
1.5040 |
1.4967 |
| S2 |
1.4937 |
1.4937 |
1.5023 |
|
| S3 |
1.4758 |
1.4817 |
1.5007 |
|
| S4 |
1.4579 |
1.4638 |
1.4958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5235 |
1.5056 |
0.0179 |
1.2% |
0.0113 |
0.8% |
0% |
False |
True |
164 |
| 10 |
1.5235 |
1.4861 |
0.0374 |
2.5% |
0.0139 |
0.9% |
52% |
False |
False |
122 |
| 20 |
1.5235 |
1.4485 |
0.0750 |
5.0% |
0.0139 |
0.9% |
76% |
False |
False |
83 |
| 40 |
1.5235 |
1.4313 |
0.0922 |
6.1% |
0.0080 |
0.5% |
81% |
False |
False |
46 |
| 60 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0068 |
0.5% |
63% |
False |
False |
32 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0051 |
0.3% |
63% |
False |
False |
24 |
| 100 |
1.5599 |
1.4313 |
0.1286 |
8.5% |
0.0041 |
0.3% |
58% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5786 |
|
2.618 |
1.5559 |
|
1.618 |
1.5420 |
|
1.000 |
1.5334 |
|
0.618 |
1.5281 |
|
HIGH |
1.5195 |
|
0.618 |
1.5142 |
|
0.500 |
1.5126 |
|
0.382 |
1.5109 |
|
LOW |
1.5056 |
|
0.618 |
1.4970 |
|
1.000 |
1.4917 |
|
1.618 |
1.4831 |
|
2.618 |
1.4692 |
|
4.250 |
1.4465 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5126 |
1.5146 |
| PP |
1.5102 |
1.5116 |
| S1 |
1.5079 |
1.5086 |
|