CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5301 |
1.5209 |
-0.0092 |
-0.6% |
1.5068 |
| High |
1.5321 |
1.5283 |
-0.0038 |
-0.2% |
1.5452 |
| Low |
1.5210 |
1.5151 |
-0.0059 |
-0.4% |
1.4944 |
| Close |
1.5229 |
1.5256 |
0.0027 |
0.2% |
1.5296 |
| Range |
0.0111 |
0.0132 |
0.0021 |
18.9% |
0.0508 |
| ATR |
0.0142 |
0.0142 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
190 |
219 |
29 |
15.3% |
507 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5626 |
1.5573 |
1.5329 |
|
| R3 |
1.5494 |
1.5441 |
1.5292 |
|
| R2 |
1.5362 |
1.5362 |
1.5280 |
|
| R1 |
1.5309 |
1.5309 |
1.5268 |
1.5336 |
| PP |
1.5230 |
1.5230 |
1.5230 |
1.5243 |
| S1 |
1.5177 |
1.5177 |
1.5244 |
1.5204 |
| S2 |
1.5098 |
1.5098 |
1.5232 |
|
| S3 |
1.4966 |
1.5045 |
1.5220 |
|
| S4 |
1.4834 |
1.4913 |
1.5183 |
|
|
| 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 |
1.5151 |
0.0301 |
2.0% |
0.0141 |
0.9% |
35% |
False |
True |
142 |
| 10 |
1.5452 |
1.4944 |
0.0508 |
3.3% |
0.0143 |
0.9% |
61% |
False |
False |
127 |
| 20 |
1.5452 |
1.4703 |
0.0749 |
4.9% |
0.0140 |
0.9% |
74% |
False |
False |
116 |
| 40 |
1.5452 |
1.4380 |
0.1072 |
7.0% |
0.0100 |
0.7% |
82% |
False |
False |
68 |
| 60 |
1.5452 |
1.4313 |
0.1139 |
7.5% |
0.0085 |
0.6% |
83% |
False |
False |
47 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0064 |
0.4% |
80% |
False |
False |
35 |
| 100 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0051 |
0.3% |
80% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5844 |
|
2.618 |
1.5629 |
|
1.618 |
1.5497 |
|
1.000 |
1.5415 |
|
0.618 |
1.5365 |
|
HIGH |
1.5283 |
|
0.618 |
1.5233 |
|
0.500 |
1.5217 |
|
0.382 |
1.5201 |
|
LOW |
1.5151 |
|
0.618 |
1.5069 |
|
1.000 |
1.5019 |
|
1.618 |
1.4937 |
|
2.618 |
1.4805 |
|
4.250 |
1.4590 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5243 |
1.5295 |
| PP |
1.5230 |
1.5282 |
| S1 |
1.5217 |
1.5269 |
|