CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5235 |
1.5417 |
0.0182 |
1.2% |
1.5068 |
| High |
1.5452 |
1.5438 |
-0.0014 |
-0.1% |
1.5452 |
| Low |
1.5235 |
1.5282 |
0.0047 |
0.3% |
1.4944 |
| Close |
1.5404 |
1.5296 |
-0.0108 |
-0.7% |
1.5296 |
| Range |
0.0217 |
0.0156 |
-0.0061 |
-28.1% |
0.0508 |
| ATR |
0.0144 |
0.0145 |
0.0001 |
0.6% |
0.0000 |
| Volume |
119 |
128 |
9 |
7.6% |
507 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5807 |
1.5707 |
1.5382 |
|
| R3 |
1.5651 |
1.5551 |
1.5339 |
|
| R2 |
1.5495 |
1.5495 |
1.5325 |
|
| R1 |
1.5395 |
1.5395 |
1.5310 |
1.5367 |
| PP |
1.5339 |
1.5339 |
1.5339 |
1.5325 |
| S1 |
1.5239 |
1.5239 |
1.5282 |
1.5211 |
| S2 |
1.5183 |
1.5183 |
1.5267 |
|
| S3 |
1.5027 |
1.5083 |
1.5253 |
|
| S4 |
1.4871 |
1.4927 |
1.5210 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6755 |
1.6533 |
1.5575 |
|
| R3 |
1.6247 |
1.6025 |
1.5436 |
|
| R2 |
1.5739 |
1.5739 |
1.5389 |
|
| R1 |
1.5517 |
1.5517 |
1.5343 |
1.5628 |
| PP |
1.5231 |
1.5231 |
1.5231 |
1.5286 |
| S1 |
1.5009 |
1.5009 |
1.5249 |
1.5120 |
| S2 |
1.4723 |
1.4723 |
1.5203 |
|
| S3 |
1.4215 |
1.4501 |
1.5156 |
|
| S4 |
1.3707 |
1.3993 |
1.5017 |
|
|
| 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% |
0.0160 |
1.0% |
69% |
False |
False |
101 |
| 10 |
1.5452 |
1.4944 |
0.0508 |
3.3% |
0.0137 |
0.9% |
69% |
False |
False |
132 |
| 20 |
1.5452 |
1.4703 |
0.0749 |
4.9% |
0.0141 |
0.9% |
79% |
False |
False |
101 |
| 40 |
1.5452 |
1.4313 |
0.1139 |
7.4% |
0.0097 |
0.6% |
86% |
False |
False |
58 |
| 60 |
1.5452 |
1.4313 |
0.1139 |
7.4% |
0.0081 |
0.5% |
86% |
False |
False |
40 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0061 |
0.4% |
84% |
False |
False |
30 |
| 100 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0049 |
0.3% |
84% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6101 |
|
2.618 |
1.5846 |
|
1.618 |
1.5690 |
|
1.000 |
1.5594 |
|
0.618 |
1.5534 |
|
HIGH |
1.5438 |
|
0.618 |
1.5378 |
|
0.500 |
1.5360 |
|
0.382 |
1.5342 |
|
LOW |
1.5282 |
|
0.618 |
1.5186 |
|
1.000 |
1.5126 |
|
1.618 |
1.5030 |
|
2.618 |
1.4874 |
|
4.250 |
1.4619 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5360 |
1.5321 |
| PP |
1.5339 |
1.5312 |
| S1 |
1.5317 |
1.5304 |
|