CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5481 |
1.5588 |
0.0107 |
0.7% |
1.5287 |
| High |
1.5599 |
1.5635 |
0.0036 |
0.2% |
1.5447 |
| Low |
1.5438 |
1.5563 |
0.0125 |
0.8% |
1.5122 |
| Close |
1.5585 |
1.5581 |
-0.0004 |
0.0% |
1.5419 |
| Range |
0.0161 |
0.0072 |
-0.0089 |
-55.3% |
0.0325 |
| ATR |
0.0170 |
0.0163 |
-0.0007 |
-4.1% |
0.0000 |
| Volume |
75,600 |
96,115 |
20,515 |
27.1% |
475,491 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5809 |
1.5767 |
1.5621 |
|
| R3 |
1.5737 |
1.5695 |
1.5601 |
|
| R2 |
1.5665 |
1.5665 |
1.5594 |
|
| R1 |
1.5623 |
1.5623 |
1.5588 |
1.5608 |
| PP |
1.5593 |
1.5593 |
1.5593 |
1.5586 |
| S1 |
1.5551 |
1.5551 |
1.5574 |
1.5536 |
| S2 |
1.5521 |
1.5521 |
1.5568 |
|
| S3 |
1.5449 |
1.5479 |
1.5561 |
|
| S4 |
1.5377 |
1.5407 |
1.5541 |
|
|
| 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 |
1.5635 |
1.5147 |
0.0488 |
3.1% |
0.0137 |
0.9% |
89% |
True |
False |
98,723 |
| 10 |
1.5635 |
1.5122 |
0.0513 |
3.3% |
0.0161 |
1.0% |
89% |
True |
False |
98,718 |
| 20 |
1.5635 |
1.4873 |
0.0762 |
4.9% |
0.0163 |
1.0% |
93% |
True |
False |
106,390 |
| 40 |
1.5635 |
1.4349 |
0.1286 |
8.3% |
0.0171 |
1.1% |
96% |
True |
False |
91,995 |
| 60 |
1.5635 |
1.4233 |
0.1402 |
9.0% |
0.0190 |
1.2% |
96% |
True |
False |
61,849 |
| 80 |
1.5635 |
1.4233 |
0.1402 |
9.0% |
0.0175 |
1.1% |
96% |
True |
False |
46,482 |
| 100 |
1.5635 |
1.4233 |
0.1402 |
9.0% |
0.0164 |
1.0% |
96% |
True |
False |
37,242 |
| 120 |
1.5758 |
1.4233 |
0.1525 |
9.8% |
0.0136 |
0.9% |
88% |
False |
False |
31,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5941 |
|
2.618 |
1.5823 |
|
1.618 |
1.5751 |
|
1.000 |
1.5707 |
|
0.618 |
1.5679 |
|
HIGH |
1.5635 |
|
0.618 |
1.5607 |
|
0.500 |
1.5599 |
|
0.382 |
1.5591 |
|
LOW |
1.5563 |
|
0.618 |
1.5519 |
|
1.000 |
1.5491 |
|
1.618 |
1.5447 |
|
2.618 |
1.5375 |
|
4.250 |
1.5257 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5599 |
1.5561 |
| PP |
1.5593 |
1.5541 |
| S1 |
1.5587 |
1.5521 |
|