CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5068 |
1.5029 |
-0.0039 |
-0.3% |
1.5158 |
| High |
1.5070 |
1.5190 |
0.0120 |
0.8% |
1.5235 |
| Low |
1.4944 |
1.4977 |
0.0033 |
0.2% |
1.5056 |
| Close |
1.5026 |
1.5152 |
0.0126 |
0.8% |
1.5056 |
| Range |
0.0126 |
0.0213 |
0.0087 |
69.0% |
0.0179 |
| ATR |
0.0134 |
0.0139 |
0.0006 |
4.2% |
0.0000 |
| Volume |
80 |
123 |
43 |
53.8% |
586 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5745 |
1.5662 |
1.5269 |
|
| R3 |
1.5532 |
1.5449 |
1.5211 |
|
| R2 |
1.5319 |
1.5319 |
1.5191 |
|
| R1 |
1.5236 |
1.5236 |
1.5172 |
1.5278 |
| PP |
1.5106 |
1.5106 |
1.5106 |
1.5127 |
| S1 |
1.5023 |
1.5023 |
1.5132 |
1.5065 |
| S2 |
1.4893 |
1.4893 |
1.5113 |
|
| S3 |
1.4680 |
1.4810 |
1.5093 |
|
| S4 |
1.4467 |
1.4597 |
1.5035 |
|
|
| 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% |
0.0144 |
1.0% |
71% |
False |
False |
111 |
| 10 |
1.5235 |
1.4877 |
0.0358 |
2.4% |
0.0143 |
0.9% |
77% |
False |
False |
116 |
| 20 |
1.5235 |
1.4655 |
0.0580 |
3.8% |
0.0137 |
0.9% |
86% |
False |
False |
92 |
| 40 |
1.5235 |
1.4313 |
0.0922 |
6.1% |
0.0086 |
0.6% |
91% |
False |
False |
51 |
| 60 |
1.5441 |
1.4313 |
0.1128 |
7.4% |
0.0073 |
0.5% |
74% |
False |
False |
35 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0055 |
0.4% |
71% |
False |
False |
27 |
| 100 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0044 |
0.3% |
71% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6095 |
|
2.618 |
1.5748 |
|
1.618 |
1.5535 |
|
1.000 |
1.5403 |
|
0.618 |
1.5322 |
|
HIGH |
1.5190 |
|
0.618 |
1.5109 |
|
0.500 |
1.5084 |
|
0.382 |
1.5058 |
|
LOW |
1.4977 |
|
0.618 |
1.4845 |
|
1.000 |
1.4764 |
|
1.618 |
1.4632 |
|
2.618 |
1.4419 |
|
4.250 |
1.4072 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5129 |
1.5125 |
| PP |
1.5106 |
1.5097 |
| S1 |
1.5084 |
1.5070 |
|