CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5415 |
1.5481 |
0.0066 |
0.4% |
1.5287 |
| High |
1.5517 |
1.5599 |
0.0082 |
0.5% |
1.5447 |
| Low |
1.5406 |
1.5438 |
0.0032 |
0.2% |
1.5122 |
| Close |
1.5473 |
1.5585 |
0.0112 |
0.7% |
1.5419 |
| Range |
0.0111 |
0.0161 |
0.0050 |
45.0% |
0.0325 |
| ATR |
0.0170 |
0.0170 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
124,323 |
75,600 |
-48,723 |
-39.2% |
475,491 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6024 |
1.5965 |
1.5674 |
|
| R3 |
1.5863 |
1.5804 |
1.5629 |
|
| R2 |
1.5702 |
1.5702 |
1.5615 |
|
| R1 |
1.5643 |
1.5643 |
1.5600 |
1.5673 |
| PP |
1.5541 |
1.5541 |
1.5541 |
1.5555 |
| S1 |
1.5482 |
1.5482 |
1.5570 |
1.5512 |
| S2 |
1.5380 |
1.5380 |
1.5555 |
|
| S3 |
1.5219 |
1.5321 |
1.5541 |
|
| S4 |
1.5058 |
1.5160 |
1.5496 |
|
|
| 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 |
1.5599 |
1.5122 |
0.0477 |
3.1% |
0.0165 |
1.1% |
97% |
True |
False |
99,883 |
| 10 |
1.5599 |
1.5122 |
0.0477 |
3.1% |
0.0167 |
1.1% |
97% |
True |
False |
102,574 |
| 20 |
1.5599 |
1.4873 |
0.0726 |
4.7% |
0.0164 |
1.1% |
98% |
True |
False |
106,183 |
| 40 |
1.5599 |
1.4349 |
0.1250 |
8.0% |
0.0177 |
1.1% |
99% |
True |
False |
89,619 |
| 60 |
1.5599 |
1.4233 |
0.1366 |
8.8% |
0.0190 |
1.2% |
99% |
True |
False |
60,253 |
| 80 |
1.5599 |
1.4233 |
0.1366 |
8.8% |
0.0175 |
1.1% |
99% |
True |
False |
45,282 |
| 100 |
1.5599 |
1.4233 |
0.1366 |
8.8% |
0.0163 |
1.0% |
99% |
True |
False |
36,281 |
| 120 |
1.5758 |
1.4233 |
0.1525 |
9.8% |
0.0136 |
0.9% |
89% |
False |
False |
30,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6283 |
|
2.618 |
1.6020 |
|
1.618 |
1.5859 |
|
1.000 |
1.5760 |
|
0.618 |
1.5698 |
|
HIGH |
1.5599 |
|
0.618 |
1.5537 |
|
0.500 |
1.5519 |
|
0.382 |
1.5500 |
|
LOW |
1.5438 |
|
0.618 |
1.5339 |
|
1.000 |
1.5277 |
|
1.618 |
1.5178 |
|
2.618 |
1.5017 |
|
4.250 |
1.4754 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5563 |
1.5532 |
| PP |
1.5541 |
1.5479 |
| S1 |
1.5519 |
1.5426 |
|