CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5029 |
1.5190 |
0.0161 |
1.1% |
1.5158 |
| High |
1.5190 |
1.5277 |
0.0087 |
0.6% |
1.5235 |
| Low |
1.4977 |
1.5189 |
0.0212 |
1.4% |
1.5056 |
| Close |
1.5152 |
1.5244 |
0.0092 |
0.6% |
1.5056 |
| Range |
0.0213 |
0.0088 |
-0.0125 |
-58.7% |
0.0179 |
| ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
123 |
57 |
-66 |
-53.7% |
586 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5501 |
1.5460 |
1.5292 |
|
| R3 |
1.5413 |
1.5372 |
1.5268 |
|
| R2 |
1.5325 |
1.5325 |
1.5260 |
|
| R1 |
1.5284 |
1.5284 |
1.5252 |
1.5305 |
| PP |
1.5237 |
1.5237 |
1.5237 |
1.5247 |
| S1 |
1.5196 |
1.5196 |
1.5236 |
1.5217 |
| S2 |
1.5149 |
1.5149 |
1.5228 |
|
| S3 |
1.5061 |
1.5108 |
1.5220 |
|
| S4 |
1.4973 |
1.5020 |
1.5196 |
|
|
| 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 |
1.5277 |
1.4944 |
0.0333 |
2.2% |
0.0137 |
0.9% |
90% |
True |
False |
99 |
| 10 |
1.5277 |
1.4877 |
0.0400 |
2.6% |
0.0144 |
0.9% |
92% |
True |
False |
118 |
| 20 |
1.5277 |
1.4655 |
0.0622 |
4.1% |
0.0135 |
0.9% |
95% |
True |
False |
91 |
| 40 |
1.5277 |
1.4313 |
0.0964 |
6.3% |
0.0088 |
0.6% |
97% |
True |
False |
52 |
| 60 |
1.5441 |
1.4313 |
0.1128 |
7.4% |
0.0075 |
0.5% |
83% |
False |
False |
36 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0056 |
0.4% |
79% |
False |
False |
27 |
| 100 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0045 |
0.3% |
79% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5651 |
|
2.618 |
1.5507 |
|
1.618 |
1.5419 |
|
1.000 |
1.5365 |
|
0.618 |
1.5331 |
|
HIGH |
1.5277 |
|
0.618 |
1.5243 |
|
0.500 |
1.5233 |
|
0.382 |
1.5223 |
|
LOW |
1.5189 |
|
0.618 |
1.5135 |
|
1.000 |
1.5101 |
|
1.618 |
1.5047 |
|
2.618 |
1.4959 |
|
4.250 |
1.4815 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5240 |
1.5200 |
| PP |
1.5237 |
1.5155 |
| S1 |
1.5233 |
1.5111 |
|