CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5415 |
1.5470 |
0.0055 |
0.4% |
1.5301 |
| High |
1.5504 |
1.5590 |
0.0086 |
0.6% |
1.5437 |
| Low |
1.5415 |
1.5452 |
0.0037 |
0.2% |
1.5126 |
| Close |
1.5467 |
1.5578 |
0.0111 |
0.7% |
1.5413 |
| Range |
0.0089 |
0.0138 |
0.0049 |
55.1% |
0.0311 |
| ATR |
0.0144 |
0.0143 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
255 |
159 |
-96 |
-37.6% |
805 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5954 |
1.5904 |
1.5654 |
|
| R3 |
1.5816 |
1.5766 |
1.5616 |
|
| R2 |
1.5678 |
1.5678 |
1.5603 |
|
| R1 |
1.5628 |
1.5628 |
1.5591 |
1.5653 |
| PP |
1.5540 |
1.5540 |
1.5540 |
1.5553 |
| S1 |
1.5490 |
1.5490 |
1.5565 |
1.5515 |
| S2 |
1.5402 |
1.5402 |
1.5553 |
|
| S3 |
1.5264 |
1.5352 |
1.5540 |
|
| S4 |
1.5126 |
1.5214 |
1.5502 |
|
|
| 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 |
1.5590 |
1.5126 |
0.0464 |
3.0% |
0.0145 |
0.9% |
97% |
True |
False |
162 |
| 10 |
1.5590 |
1.5126 |
0.0464 |
3.0% |
0.0143 |
0.9% |
97% |
True |
False |
152 |
| 20 |
1.5590 |
1.4877 |
0.0713 |
4.6% |
0.0143 |
0.9% |
98% |
True |
False |
134 |
| 40 |
1.5590 |
1.4386 |
0.1204 |
7.7% |
0.0118 |
0.8% |
99% |
True |
False |
87 |
| 60 |
1.5590 |
1.4313 |
0.1277 |
8.2% |
0.0097 |
0.6% |
99% |
True |
False |
60 |
| 80 |
1.5590 |
1.4313 |
0.1277 |
8.2% |
0.0073 |
0.5% |
99% |
True |
False |
45 |
| 100 |
1.5590 |
1.4313 |
0.1277 |
8.2% |
0.0059 |
0.4% |
99% |
True |
False |
37 |
| 120 |
1.5749 |
1.4313 |
0.1436 |
9.2% |
0.0049 |
0.3% |
88% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6177 |
|
2.618 |
1.5951 |
|
1.618 |
1.5813 |
|
1.000 |
1.5728 |
|
0.618 |
1.5675 |
|
HIGH |
1.5590 |
|
0.618 |
1.5537 |
|
0.500 |
1.5521 |
|
0.382 |
1.5505 |
|
LOW |
1.5452 |
|
0.618 |
1.5367 |
|
1.000 |
1.5314 |
|
1.618 |
1.5229 |
|
2.618 |
1.5091 |
|
4.250 |
1.4866 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5559 |
1.5527 |
| PP |
1.5540 |
1.5475 |
| S1 |
1.5521 |
1.5424 |
|