CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5190 |
1.5235 |
0.0045 |
0.3% |
1.5158 |
| High |
1.5277 |
1.5452 |
0.0175 |
1.1% |
1.5235 |
| Low |
1.5189 |
1.5235 |
0.0046 |
0.3% |
1.5056 |
| Close |
1.5244 |
1.5404 |
0.0160 |
1.0% |
1.5056 |
| Range |
0.0088 |
0.0217 |
0.0129 |
146.6% |
0.0179 |
| ATR |
0.0138 |
0.0144 |
0.0006 |
4.1% |
0.0000 |
| Volume |
57 |
119 |
62 |
108.8% |
586 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6015 |
1.5926 |
1.5523 |
|
| R3 |
1.5798 |
1.5709 |
1.5464 |
|
| R2 |
1.5581 |
1.5581 |
1.5444 |
|
| R1 |
1.5492 |
1.5492 |
1.5424 |
1.5537 |
| PP |
1.5364 |
1.5364 |
1.5364 |
1.5386 |
| S1 |
1.5275 |
1.5275 |
1.5384 |
1.5320 |
| S2 |
1.5147 |
1.5147 |
1.5364 |
|
| S3 |
1.4930 |
1.5058 |
1.5344 |
|
| S4 |
1.4713 |
1.4841 |
1.5285 |
|
|
| 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 |
1.5452 |
1.4944 |
0.0508 |
3.3% |
0.0157 |
1.0% |
91% |
True |
False |
93 |
| 10 |
1.5452 |
1.4877 |
0.0575 |
3.7% |
0.0152 |
1.0% |
92% |
True |
False |
124 |
| 20 |
1.5452 |
1.4655 |
0.0797 |
5.2% |
0.0142 |
0.9% |
94% |
True |
False |
96 |
| 40 |
1.5452 |
1.4313 |
0.1139 |
7.4% |
0.0094 |
0.6% |
96% |
True |
False |
55 |
| 60 |
1.5452 |
1.4313 |
0.1139 |
7.4% |
0.0079 |
0.5% |
96% |
True |
False |
38 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.6% |
0.0059 |
0.4% |
93% |
False |
False |
29 |
| 100 |
1.5488 |
1.4313 |
0.1175 |
7.6% |
0.0047 |
0.3% |
93% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6374 |
|
2.618 |
1.6020 |
|
1.618 |
1.5803 |
|
1.000 |
1.5669 |
|
0.618 |
1.5586 |
|
HIGH |
1.5452 |
|
0.618 |
1.5369 |
|
0.500 |
1.5344 |
|
0.382 |
1.5318 |
|
LOW |
1.5235 |
|
0.618 |
1.5101 |
|
1.000 |
1.5018 |
|
1.618 |
1.4884 |
|
2.618 |
1.4667 |
|
4.250 |
1.4313 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5384 |
1.5341 |
| PP |
1.5364 |
1.5278 |
| S1 |
1.5344 |
1.5215 |
|