CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5278 |
1.5179 |
-0.0099 |
-0.6% |
1.5068 |
| High |
1.5322 |
1.5280 |
-0.0042 |
-0.3% |
1.5452 |
| Low |
1.5126 |
1.5158 |
0.0032 |
0.2% |
1.4944 |
| Close |
1.5136 |
1.5257 |
0.0121 |
0.8% |
1.5296 |
| Range |
0.0196 |
0.0122 |
-0.0074 |
-37.8% |
0.0508 |
| ATR |
0.0146 |
0.0145 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
59 |
263 |
204 |
345.8% |
507 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5598 |
1.5549 |
1.5324 |
|
| R3 |
1.5476 |
1.5427 |
1.5291 |
|
| R2 |
1.5354 |
1.5354 |
1.5279 |
|
| R1 |
1.5305 |
1.5305 |
1.5268 |
1.5330 |
| PP |
1.5232 |
1.5232 |
1.5232 |
1.5244 |
| S1 |
1.5183 |
1.5183 |
1.5246 |
1.5208 |
| S2 |
1.5110 |
1.5110 |
1.5235 |
|
| S3 |
1.4988 |
1.5061 |
1.5223 |
|
| S4 |
1.4866 |
1.4939 |
1.5190 |
|
|
| 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 |
1.5438 |
1.5126 |
0.0312 |
2.0% |
0.0143 |
0.9% |
42% |
False |
False |
171 |
| 10 |
1.5452 |
1.4944 |
0.0508 |
3.3% |
0.0150 |
1.0% |
62% |
False |
False |
132 |
| 20 |
1.5452 |
1.4861 |
0.0591 |
3.9% |
0.0142 |
0.9% |
67% |
False |
False |
124 |
| 40 |
1.5452 |
1.4386 |
0.1066 |
7.0% |
0.0107 |
0.7% |
82% |
False |
False |
76 |
| 60 |
1.5452 |
1.4313 |
0.1139 |
7.5% |
0.0091 |
0.6% |
83% |
False |
False |
52 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0068 |
0.4% |
80% |
False |
False |
39 |
| 100 |
1.5488 |
1.4313 |
0.1175 |
7.7% |
0.0055 |
0.4% |
80% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5799 |
|
2.618 |
1.5599 |
|
1.618 |
1.5477 |
|
1.000 |
1.5402 |
|
0.618 |
1.5355 |
|
HIGH |
1.5280 |
|
0.618 |
1.5233 |
|
0.500 |
1.5219 |
|
0.382 |
1.5205 |
|
LOW |
1.5158 |
|
0.618 |
1.5083 |
|
1.000 |
1.5036 |
|
1.618 |
1.4961 |
|
2.618 |
1.4839 |
|
4.250 |
1.4640 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5244 |
1.5246 |
| PP |
1.5232 |
1.5235 |
| S1 |
1.5219 |
1.5224 |
|