CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5442 |
1.5287 |
-0.0155 |
-1.0% |
1.5063 |
| High |
1.5447 |
1.5349 |
-0.0098 |
-0.6% |
1.5470 |
| Low |
1.5275 |
1.5199 |
-0.0076 |
-0.5% |
1.4946 |
| Close |
1.5301 |
1.5234 |
-0.0067 |
-0.4% |
1.5301 |
| Range |
0.0172 |
0.0150 |
-0.0022 |
-12.8% |
0.0524 |
| ATR |
0.0175 |
0.0173 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
103,436 |
96,332 |
-7,104 |
-6.9% |
551,510 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5622 |
1.5317 |
|
| R3 |
1.5561 |
1.5472 |
1.5275 |
|
| R2 |
1.5411 |
1.5411 |
1.5262 |
|
| R1 |
1.5322 |
1.5322 |
1.5248 |
1.5292 |
| PP |
1.5261 |
1.5261 |
1.5261 |
1.5245 |
| S1 |
1.5172 |
1.5172 |
1.5220 |
1.5142 |
| S2 |
1.5111 |
1.5111 |
1.5207 |
|
| S3 |
1.4961 |
1.5022 |
1.5193 |
|
| S4 |
1.4811 |
1.4872 |
1.5152 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6811 |
1.6580 |
1.5589 |
|
| R3 |
1.6287 |
1.6056 |
1.5445 |
|
| R2 |
1.5763 |
1.5763 |
1.5397 |
|
| R1 |
1.5532 |
1.5532 |
1.5349 |
1.5648 |
| PP |
1.5239 |
1.5239 |
1.5239 |
1.5297 |
| S1 |
1.5008 |
1.5008 |
1.5253 |
1.5124 |
| S2 |
1.4715 |
1.4715 |
1.5205 |
|
| S3 |
1.4191 |
1.4484 |
1.5157 |
|
| S4 |
1.3667 |
1.3960 |
1.5013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5470 |
1.4963 |
0.0507 |
3.3% |
0.0183 |
1.2% |
53% |
False |
False |
113,113 |
| 10 |
1.5470 |
1.4946 |
0.0524 |
3.4% |
0.0165 |
1.1% |
55% |
False |
False |
102,391 |
| 20 |
1.5470 |
1.4688 |
0.0782 |
5.1% |
0.0164 |
1.1% |
70% |
False |
False |
109,757 |
| 40 |
1.5470 |
1.4271 |
0.1199 |
7.9% |
0.0177 |
1.2% |
80% |
False |
False |
75,357 |
| 60 |
1.5485 |
1.4233 |
0.1252 |
8.2% |
0.0188 |
1.2% |
80% |
False |
False |
50,672 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0172 |
1.1% |
78% |
False |
False |
38,062 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0153 |
1.0% |
78% |
False |
False |
30,490 |
| 120 |
1.6100 |
1.4233 |
0.1867 |
12.3% |
0.0128 |
0.8% |
54% |
False |
False |
25,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5987 |
|
2.618 |
1.5742 |
|
1.618 |
1.5592 |
|
1.000 |
1.5499 |
|
0.618 |
1.5442 |
|
HIGH |
1.5349 |
|
0.618 |
1.5292 |
|
0.500 |
1.5274 |
|
0.382 |
1.5256 |
|
LOW |
1.5199 |
|
0.618 |
1.5106 |
|
1.000 |
1.5049 |
|
1.618 |
1.4956 |
|
2.618 |
1.4806 |
|
4.250 |
1.4562 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5274 |
1.5335 |
| PP |
1.5261 |
1.5301 |
| S1 |
1.5247 |
1.5268 |
|