CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5209 |
1.5278 |
0.0069 |
0.5% |
1.5068 |
| High |
1.5283 |
1.5322 |
0.0039 |
0.3% |
1.5452 |
| Low |
1.5151 |
1.5126 |
-0.0025 |
-0.2% |
1.4944 |
| Close |
1.5256 |
1.5136 |
-0.0120 |
-0.8% |
1.5296 |
| Range |
0.0132 |
0.0196 |
0.0064 |
48.5% |
0.0508 |
| ATR |
0.0142 |
0.0146 |
0.0004 |
2.7% |
0.0000 |
| Volume |
219 |
59 |
-160 |
-73.1% |
507 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5783 |
1.5655 |
1.5244 |
|
| R3 |
1.5587 |
1.5459 |
1.5190 |
|
| R2 |
1.5391 |
1.5391 |
1.5172 |
|
| R1 |
1.5263 |
1.5263 |
1.5154 |
1.5229 |
| PP |
1.5195 |
1.5195 |
1.5195 |
1.5178 |
| S1 |
1.5067 |
1.5067 |
1.5118 |
1.5033 |
| S2 |
1.4999 |
1.4999 |
1.5100 |
|
| S3 |
1.4803 |
1.4871 |
1.5082 |
|
| S4 |
1.4607 |
1.4675 |
1.5028 |
|
|
| 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 |
1.5126 |
0.0326 |
2.2% |
0.0162 |
1.1% |
3% |
False |
True |
143 |
| 10 |
1.5452 |
1.4944 |
0.0508 |
3.4% |
0.0150 |
1.0% |
38% |
False |
False |
121 |
| 20 |
1.5452 |
1.4833 |
0.0619 |
4.1% |
0.0142 |
0.9% |
49% |
False |
False |
116 |
| 40 |
1.5452 |
1.4380 |
0.1072 |
7.1% |
0.0104 |
0.7% |
71% |
False |
False |
69 |
| 60 |
1.5452 |
1.4313 |
0.1139 |
7.5% |
0.0088 |
0.6% |
72% |
False |
False |
48 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0066 |
0.4% |
70% |
False |
False |
36 |
| 100 |
1.5488 |
1.4313 |
0.1175 |
7.8% |
0.0053 |
0.4% |
70% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6155 |
|
2.618 |
1.5835 |
|
1.618 |
1.5639 |
|
1.000 |
1.5518 |
|
0.618 |
1.5443 |
|
HIGH |
1.5322 |
|
0.618 |
1.5247 |
|
0.500 |
1.5224 |
|
0.382 |
1.5201 |
|
LOW |
1.5126 |
|
0.618 |
1.5005 |
|
1.000 |
1.4930 |
|
1.618 |
1.4809 |
|
2.618 |
1.4613 |
|
4.250 |
1.4293 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5224 |
1.5224 |
| PP |
1.5195 |
1.5195 |
| S1 |
1.5165 |
1.5165 |
|