CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1.5417 |
1.5301 |
-0.0116 |
-0.8% |
1.5068 |
High |
1.5438 |
1.5321 |
-0.0117 |
-0.8% |
1.5452 |
Low |
1.5282 |
1.5210 |
-0.0072 |
-0.5% |
1.4944 |
Close |
1.5296 |
1.5229 |
-0.0067 |
-0.4% |
1.5296 |
Range |
0.0156 |
0.0111 |
-0.0045 |
-28.8% |
0.0508 |
ATR |
0.0145 |
0.0142 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
128 |
190 |
62 |
48.4% |
507 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5586 |
1.5519 |
1.5290 |
|
R3 |
1.5475 |
1.5408 |
1.5260 |
|
R2 |
1.5364 |
1.5364 |
1.5249 |
|
R1 |
1.5297 |
1.5297 |
1.5239 |
1.5275 |
PP |
1.5253 |
1.5253 |
1.5253 |
1.5243 |
S1 |
1.5186 |
1.5186 |
1.5219 |
1.5164 |
S2 |
1.5142 |
1.5142 |
1.5209 |
|
S3 |
1.5031 |
1.5075 |
1.5198 |
|
S4 |
1.4920 |
1.4964 |
1.5168 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6755 |
1.6533 |
1.5575 |
|
R3 |
1.6247 |
1.6025 |
1.5436 |
|
R2 |
1.5739 |
1.5739 |
1.5389 |
|
R1 |
1.5517 |
1.5517 |
1.5343 |
1.5628 |
PP |
1.5231 |
1.5231 |
1.5231 |
1.5286 |
S1 |
1.5009 |
1.5009 |
1.5249 |
1.5120 |
S2 |
1.4723 |
1.4723 |
1.5203 |
|
S3 |
1.4215 |
1.4501 |
1.5156 |
|
S4 |
1.3707 |
1.3993 |
1.5017 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5452 |
1.4977 |
0.0475 |
3.1% |
0.0157 |
1.0% |
53% |
False |
False |
123 |
10 |
1.5452 |
1.4944 |
0.0508 |
3.3% |
0.0142 |
0.9% |
56% |
False |
False |
128 |
20 |
1.5452 |
1.4703 |
0.0749 |
4.9% |
0.0142 |
0.9% |
70% |
False |
False |
107 |
40 |
1.5452 |
1.4313 |
0.1139 |
7.5% |
0.0100 |
0.7% |
80% |
False |
False |
63 |
60 |
1.5452 |
1.4313 |
0.1139 |
7.5% |
0.0083 |
0.5% |
80% |
False |
False |
43 |
80 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0062 |
0.4% |
78% |
False |
False |
33 |
100 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0050 |
0.3% |
78% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5793 |
2.618 |
1.5612 |
1.618 |
1.5501 |
1.000 |
1.5432 |
0.618 |
1.5390 |
HIGH |
1.5321 |
0.618 |
1.5279 |
0.500 |
1.5266 |
0.382 |
1.5252 |
LOW |
1.5210 |
0.618 |
1.5141 |
1.000 |
1.5099 |
1.618 |
1.5030 |
2.618 |
1.4919 |
4.250 |
1.4738 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5266 |
1.5331 |
PP |
1.5253 |
1.5297 |
S1 |
1.5241 |
1.5263 |
|