CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5258 |
1.5415 |
0.0157 |
1.0% |
1.5287 |
| High |
1.5447 |
1.5517 |
0.0070 |
0.5% |
1.5447 |
| Low |
1.5253 |
1.5406 |
0.0153 |
1.0% |
1.5122 |
| Close |
1.5419 |
1.5473 |
0.0054 |
0.4% |
1.5419 |
| Range |
0.0194 |
0.0111 |
-0.0083 |
-42.8% |
0.0325 |
| ATR |
0.0175 |
0.0170 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
79,833 |
124,323 |
44,490 |
55.7% |
475,491 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5798 |
1.5747 |
1.5534 |
|
| R3 |
1.5687 |
1.5636 |
1.5504 |
|
| R2 |
1.5576 |
1.5576 |
1.5493 |
|
| R1 |
1.5525 |
1.5525 |
1.5483 |
1.5551 |
| PP |
1.5465 |
1.5465 |
1.5465 |
1.5478 |
| S1 |
1.5414 |
1.5414 |
1.5463 |
1.5440 |
| S2 |
1.5354 |
1.5354 |
1.5453 |
|
| S3 |
1.5243 |
1.5303 |
1.5442 |
|
| S4 |
1.5132 |
1.5192 |
1.5412 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6187 |
1.5598 |
|
| R3 |
1.5979 |
1.5862 |
1.5508 |
|
| R2 |
1.5654 |
1.5654 |
1.5479 |
|
| R1 |
1.5537 |
1.5537 |
1.5449 |
1.5596 |
| PP |
1.5329 |
1.5329 |
1.5329 |
1.5359 |
| S1 |
1.5212 |
1.5212 |
1.5389 |
1.5271 |
| S2 |
1.5004 |
1.5004 |
1.5359 |
|
| S3 |
1.4679 |
1.4887 |
1.5330 |
|
| S4 |
1.4354 |
1.4562 |
1.5240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5517 |
1.5122 |
0.0395 |
2.6% |
0.0164 |
1.1% |
89% |
True |
False |
100,696 |
| 10 |
1.5517 |
1.4963 |
0.0554 |
3.6% |
0.0174 |
1.1% |
92% |
True |
False |
106,904 |
| 20 |
1.5517 |
1.4873 |
0.0644 |
4.2% |
0.0162 |
1.0% |
93% |
True |
False |
108,148 |
| 40 |
1.5517 |
1.4349 |
0.1168 |
7.5% |
0.0177 |
1.1% |
96% |
True |
False |
87,769 |
| 60 |
1.5517 |
1.4233 |
0.1284 |
8.3% |
0.0190 |
1.2% |
97% |
True |
False |
59,001 |
| 80 |
1.5517 |
1.4233 |
0.1284 |
8.3% |
0.0174 |
1.1% |
97% |
True |
False |
44,341 |
| 100 |
1.5517 |
1.4233 |
0.1284 |
8.3% |
0.0161 |
1.0% |
97% |
True |
False |
35,525 |
| 120 |
1.5758 |
1.4233 |
0.1525 |
9.9% |
0.0134 |
0.9% |
81% |
False |
False |
29,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5989 |
|
2.618 |
1.5808 |
|
1.618 |
1.5697 |
|
1.000 |
1.5628 |
|
0.618 |
1.5586 |
|
HIGH |
1.5517 |
|
0.618 |
1.5475 |
|
0.500 |
1.5462 |
|
0.382 |
1.5448 |
|
LOW |
1.5406 |
|
0.618 |
1.5337 |
|
1.000 |
1.5295 |
|
1.618 |
1.5226 |
|
2.618 |
1.5115 |
|
4.250 |
1.4934 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5469 |
1.5426 |
| PP |
1.5465 |
1.5379 |
| S1 |
1.5462 |
1.5332 |
|