CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5470 |
1.5557 |
0.0087 |
0.6% |
1.5301 |
| High |
1.5590 |
1.5621 |
0.0031 |
0.2% |
1.5437 |
| Low |
1.5452 |
1.5548 |
0.0096 |
0.6% |
1.5126 |
| Close |
1.5578 |
1.5574 |
-0.0004 |
0.0% |
1.5413 |
| Range |
0.0138 |
0.0073 |
-0.0065 |
-47.1% |
0.0311 |
| ATR |
0.0143 |
0.0138 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
159 |
174 |
15 |
9.4% |
805 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5800 |
1.5760 |
1.5614 |
|
| R3 |
1.5727 |
1.5687 |
1.5594 |
|
| R2 |
1.5654 |
1.5654 |
1.5587 |
|
| R1 |
1.5614 |
1.5614 |
1.5581 |
1.5634 |
| PP |
1.5581 |
1.5581 |
1.5581 |
1.5591 |
| S1 |
1.5541 |
1.5541 |
1.5567 |
1.5561 |
| S2 |
1.5508 |
1.5508 |
1.5561 |
|
| S3 |
1.5435 |
1.5468 |
1.5554 |
|
| S4 |
1.5362 |
1.5395 |
1.5534 |
|
|
| 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 |
1.5621 |
1.5158 |
0.0463 |
3.0% |
0.0120 |
0.8% |
90% |
True |
False |
185 |
| 10 |
1.5621 |
1.5126 |
0.0495 |
3.2% |
0.0141 |
0.9% |
91% |
True |
False |
164 |
| 20 |
1.5621 |
1.4877 |
0.0744 |
4.8% |
0.0142 |
0.9% |
94% |
True |
False |
141 |
| 40 |
1.5621 |
1.4386 |
0.1235 |
7.9% |
0.0119 |
0.8% |
96% |
True |
False |
91 |
| 60 |
1.5621 |
1.4313 |
0.1308 |
8.4% |
0.0099 |
0.6% |
96% |
True |
False |
63 |
| 80 |
1.5621 |
1.4313 |
0.1308 |
8.4% |
0.0074 |
0.5% |
96% |
True |
False |
48 |
| 100 |
1.5621 |
1.4313 |
0.1308 |
8.4% |
0.0059 |
0.4% |
96% |
True |
False |
38 |
| 120 |
1.5749 |
1.4313 |
0.1436 |
9.2% |
0.0050 |
0.3% |
88% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5931 |
|
2.618 |
1.5812 |
|
1.618 |
1.5739 |
|
1.000 |
1.5694 |
|
0.618 |
1.5666 |
|
HIGH |
1.5621 |
|
0.618 |
1.5593 |
|
0.500 |
1.5585 |
|
0.382 |
1.5576 |
|
LOW |
1.5548 |
|
0.618 |
1.5503 |
|
1.000 |
1.5475 |
|
1.618 |
1.5430 |
|
2.618 |
1.5357 |
|
4.250 |
1.5238 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5585 |
1.5555 |
| PP |
1.5581 |
1.5537 |
| S1 |
1.5578 |
1.5518 |
|