CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5267 |
1.5415 |
0.0148 |
1.0% |
1.5301 |
| High |
1.5437 |
1.5504 |
0.0067 |
0.4% |
1.5437 |
| Low |
1.5257 |
1.5415 |
0.0158 |
1.0% |
1.5126 |
| Close |
1.5413 |
1.5467 |
0.0054 |
0.4% |
1.5413 |
| Range |
0.0180 |
0.0089 |
-0.0091 |
-50.6% |
0.0311 |
| ATR |
0.0148 |
0.0144 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
74 |
255 |
181 |
244.6% |
805 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5729 |
1.5687 |
1.5516 |
|
| R3 |
1.5640 |
1.5598 |
1.5491 |
|
| R2 |
1.5551 |
1.5551 |
1.5483 |
|
| R1 |
1.5509 |
1.5509 |
1.5475 |
1.5530 |
| PP |
1.5462 |
1.5462 |
1.5462 |
1.5473 |
| S1 |
1.5420 |
1.5420 |
1.5459 |
1.5441 |
| S2 |
1.5373 |
1.5373 |
1.5451 |
|
| S3 |
1.5284 |
1.5331 |
1.5443 |
|
| S4 |
1.5195 |
1.5242 |
1.5418 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6258 |
1.6147 |
1.5584 |
|
| R3 |
1.5947 |
1.5836 |
1.5499 |
|
| R2 |
1.5636 |
1.5636 |
1.5470 |
|
| R1 |
1.5525 |
1.5525 |
1.5442 |
1.5581 |
| PP |
1.5325 |
1.5325 |
1.5325 |
1.5353 |
| S1 |
1.5214 |
1.5214 |
1.5384 |
1.5270 |
| S2 |
1.5014 |
1.5014 |
1.5356 |
|
| S3 |
1.4703 |
1.4903 |
1.5327 |
|
| S4 |
1.4392 |
1.4592 |
1.5242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5504 |
1.5126 |
0.0378 |
2.4% |
0.0144 |
0.9% |
90% |
True |
False |
174 |
| 10 |
1.5504 |
1.4977 |
0.0527 |
3.4% |
0.0150 |
1.0% |
93% |
True |
False |
148 |
| 20 |
1.5504 |
1.4877 |
0.0627 |
4.1% |
0.0141 |
0.9% |
94% |
True |
False |
128 |
| 40 |
1.5504 |
1.4386 |
0.1118 |
7.2% |
0.0114 |
0.7% |
97% |
True |
False |
83 |
| 60 |
1.5504 |
1.4313 |
0.1191 |
7.7% |
0.0095 |
0.6% |
97% |
True |
False |
57 |
| 80 |
1.5504 |
1.4313 |
0.1191 |
7.7% |
0.0071 |
0.5% |
97% |
True |
False |
43 |
| 100 |
1.5504 |
1.4313 |
0.1191 |
7.7% |
0.0057 |
0.4% |
97% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5882 |
|
2.618 |
1.5737 |
|
1.618 |
1.5648 |
|
1.000 |
1.5593 |
|
0.618 |
1.5559 |
|
HIGH |
1.5504 |
|
0.618 |
1.5470 |
|
0.500 |
1.5460 |
|
0.382 |
1.5449 |
|
LOW |
1.5415 |
|
0.618 |
1.5360 |
|
1.000 |
1.5326 |
|
1.618 |
1.5271 |
|
2.618 |
1.5182 |
|
4.250 |
1.5037 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5465 |
1.5422 |
| PP |
1.5462 |
1.5376 |
| S1 |
1.5460 |
1.5331 |
|