CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5610 |
1.5715 |
0.0105 |
0.7% |
1.5415 |
| High |
1.5719 |
1.5904 |
0.0185 |
1.2% |
1.5719 |
| Low |
1.5548 |
1.5691 |
0.0143 |
0.9% |
1.5406 |
| Close |
1.5693 |
1.5890 |
0.0197 |
1.3% |
1.5693 |
| Range |
0.0171 |
0.0213 |
0.0042 |
24.6% |
0.0313 |
| ATR |
0.0158 |
0.0162 |
0.0004 |
2.5% |
0.0000 |
| Volume |
83,978 |
111,514 |
27,536 |
32.8% |
471,953 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6467 |
1.6392 |
1.6007 |
|
| R3 |
1.6254 |
1.6179 |
1.5949 |
|
| R2 |
1.6041 |
1.6041 |
1.5929 |
|
| R1 |
1.5966 |
1.5966 |
1.5910 |
1.6004 |
| PP |
1.5828 |
1.5828 |
1.5828 |
1.5847 |
| S1 |
1.5753 |
1.5753 |
1.5870 |
1.5791 |
| S2 |
1.5615 |
1.5615 |
1.5851 |
|
| S3 |
1.5402 |
1.5540 |
1.5831 |
|
| S4 |
1.5189 |
1.5327 |
1.5773 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6545 |
1.6432 |
1.5865 |
|
| R3 |
1.6232 |
1.6119 |
1.5779 |
|
| R2 |
1.5919 |
1.5919 |
1.5750 |
|
| R1 |
1.5806 |
1.5806 |
1.5722 |
1.5863 |
| PP |
1.5606 |
1.5606 |
1.5606 |
1.5634 |
| S1 |
1.5493 |
1.5493 |
1.5664 |
1.5550 |
| S2 |
1.5293 |
1.5293 |
1.5636 |
|
| S3 |
1.4980 |
1.5180 |
1.5607 |
|
| S4 |
1.4667 |
1.4867 |
1.5521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5904 |
1.5438 |
0.0466 |
2.9% |
0.0140 |
0.9% |
97% |
True |
False |
91,828 |
| 10 |
1.5904 |
1.5122 |
0.0782 |
4.9% |
0.0152 |
1.0% |
98% |
True |
False |
96,262 |
| 20 |
1.5904 |
1.4946 |
0.0958 |
6.0% |
0.0158 |
1.0% |
99% |
True |
False |
99,327 |
| 40 |
1.5904 |
1.4349 |
0.1555 |
9.8% |
0.0168 |
1.1% |
99% |
True |
False |
98,963 |
| 60 |
1.5904 |
1.4233 |
0.1671 |
10.5% |
0.0186 |
1.2% |
99% |
True |
False |
66,616 |
| 80 |
1.5904 |
1.4233 |
0.1671 |
10.5% |
0.0175 |
1.1% |
99% |
True |
False |
50,069 |
| 100 |
1.5904 |
1.4233 |
0.1671 |
10.5% |
0.0168 |
1.1% |
99% |
True |
False |
40,116 |
| 120 |
1.5904 |
1.4233 |
0.1671 |
10.5% |
0.0140 |
0.9% |
99% |
True |
False |
33,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6809 |
|
2.618 |
1.6462 |
|
1.618 |
1.6249 |
|
1.000 |
1.6117 |
|
0.618 |
1.6036 |
|
HIGH |
1.5904 |
|
0.618 |
1.5823 |
|
0.500 |
1.5798 |
|
0.382 |
1.5772 |
|
LOW |
1.5691 |
|
0.618 |
1.5559 |
|
1.000 |
1.5478 |
|
1.618 |
1.5346 |
|
2.618 |
1.5133 |
|
4.250 |
1.4786 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5859 |
1.5835 |
| PP |
1.5828 |
1.5781 |
| S1 |
1.5798 |
1.5726 |
|