CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5163 |
1.5068 |
-0.0095 |
-0.6% |
1.5158 |
| High |
1.5195 |
1.5070 |
-0.0125 |
-0.8% |
1.5235 |
| Low |
1.5056 |
1.4944 |
-0.0112 |
-0.7% |
1.5056 |
| Close |
1.5056 |
1.5026 |
-0.0030 |
-0.2% |
1.5056 |
| Range |
0.0139 |
0.0126 |
-0.0013 |
-9.4% |
0.0179 |
| ATR |
0.0134 |
0.0134 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
89 |
80 |
-9 |
-10.1% |
586 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5391 |
1.5335 |
1.5095 |
|
| R3 |
1.5265 |
1.5209 |
1.5061 |
|
| R2 |
1.5139 |
1.5139 |
1.5049 |
|
| R1 |
1.5083 |
1.5083 |
1.5038 |
1.5048 |
| PP |
1.5013 |
1.5013 |
1.5013 |
1.4996 |
| S1 |
1.4957 |
1.4957 |
1.5014 |
1.4922 |
| S2 |
1.4887 |
1.4887 |
1.5003 |
|
| S3 |
1.4761 |
1.4831 |
1.4991 |
|
| S4 |
1.4635 |
1.4705 |
1.4957 |
|
|
| 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 |
1.4944 |
0.0291 |
1.9% |
0.0127 |
0.8% |
28% |
False |
True |
133 |
| 10 |
1.5235 |
1.4877 |
0.0358 |
2.4% |
0.0132 |
0.9% |
42% |
False |
False |
109 |
| 20 |
1.5235 |
1.4585 |
0.0650 |
4.3% |
0.0137 |
0.9% |
68% |
False |
False |
87 |
| 40 |
1.5235 |
1.4313 |
0.0922 |
6.1% |
0.0083 |
0.6% |
77% |
False |
False |
48 |
| 60 |
1.5441 |
1.4313 |
0.1128 |
7.5% |
0.0070 |
0.5% |
63% |
False |
False |
33 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0053 |
0.4% |
61% |
False |
False |
25 |
| 100 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0042 |
0.3% |
61% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5606 |
|
2.618 |
1.5400 |
|
1.618 |
1.5274 |
|
1.000 |
1.5196 |
|
0.618 |
1.5148 |
|
HIGH |
1.5070 |
|
0.618 |
1.5022 |
|
0.500 |
1.5007 |
|
0.382 |
1.4992 |
|
LOW |
1.4944 |
|
0.618 |
1.4866 |
|
1.000 |
1.4818 |
|
1.618 |
1.4740 |
|
2.618 |
1.4614 |
|
4.250 |
1.4409 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5020 |
1.5090 |
| PP |
1.5013 |
1.5068 |
| S1 |
1.5007 |
1.5047 |
|