CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5588 |
1.5589 |
0.0001 |
0.0% |
1.5287 |
| High |
1.5635 |
1.5660 |
0.0025 |
0.2% |
1.5447 |
| Low |
1.5563 |
1.5576 |
0.0013 |
0.1% |
1.5122 |
| Close |
1.5581 |
1.5615 |
0.0034 |
0.2% |
1.5419 |
| Range |
0.0072 |
0.0084 |
0.0012 |
16.7% |
0.0325 |
| ATR |
0.0163 |
0.0157 |
-0.0006 |
-3.5% |
0.0000 |
| Volume |
96,115 |
91,937 |
-4,178 |
-4.3% |
475,491 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5869 |
1.5826 |
1.5661 |
|
| R3 |
1.5785 |
1.5742 |
1.5638 |
|
| R2 |
1.5701 |
1.5701 |
1.5630 |
|
| R1 |
1.5658 |
1.5658 |
1.5623 |
1.5680 |
| PP |
1.5617 |
1.5617 |
1.5617 |
1.5628 |
| S1 |
1.5574 |
1.5574 |
1.5607 |
1.5596 |
| S2 |
1.5533 |
1.5533 |
1.5600 |
|
| S3 |
1.5449 |
1.5490 |
1.5592 |
|
| S4 |
1.5365 |
1.5406 |
1.5569 |
|
|
| 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 |
1.5660 |
1.5253 |
0.0407 |
2.6% |
0.0124 |
0.8% |
89% |
True |
False |
93,561 |
| 10 |
1.5660 |
1.5122 |
0.0538 |
3.4% |
0.0146 |
0.9% |
92% |
True |
False |
96,690 |
| 20 |
1.5660 |
1.4873 |
0.0787 |
5.0% |
0.0160 |
1.0% |
94% |
True |
False |
105,417 |
| 40 |
1.5660 |
1.4349 |
0.1311 |
8.4% |
0.0168 |
1.1% |
97% |
True |
False |
94,216 |
| 60 |
1.5660 |
1.4233 |
0.1427 |
9.1% |
0.0189 |
1.2% |
97% |
True |
False |
63,380 |
| 80 |
1.5660 |
1.4233 |
0.1427 |
9.1% |
0.0174 |
1.1% |
97% |
True |
False |
47,631 |
| 100 |
1.5660 |
1.4233 |
0.1427 |
9.1% |
0.0164 |
1.1% |
97% |
True |
False |
38,161 |
| 120 |
1.5758 |
1.4233 |
0.1525 |
9.8% |
0.0137 |
0.9% |
91% |
False |
False |
31,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6017 |
|
2.618 |
1.5880 |
|
1.618 |
1.5796 |
|
1.000 |
1.5744 |
|
0.618 |
1.5712 |
|
HIGH |
1.5660 |
|
0.618 |
1.5628 |
|
0.500 |
1.5618 |
|
0.382 |
1.5608 |
|
LOW |
1.5576 |
|
0.618 |
1.5524 |
|
1.000 |
1.5492 |
|
1.618 |
1.5440 |
|
2.618 |
1.5356 |
|
4.250 |
1.5219 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5618 |
1.5593 |
| PP |
1.5617 |
1.5571 |
| S1 |
1.5616 |
1.5549 |
|