CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5557 |
1.5593 |
0.0036 |
0.2% |
1.5301 |
| High |
1.5621 |
1.5654 |
0.0033 |
0.2% |
1.5437 |
| Low |
1.5548 |
1.5570 |
0.0022 |
0.1% |
1.5126 |
| Close |
1.5574 |
1.5608 |
0.0034 |
0.2% |
1.5413 |
| Range |
0.0073 |
0.0084 |
0.0011 |
15.1% |
0.0311 |
| ATR |
0.0138 |
0.0134 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
174 |
76 |
-98 |
-56.3% |
805 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5863 |
1.5819 |
1.5654 |
|
| R3 |
1.5779 |
1.5735 |
1.5631 |
|
| R2 |
1.5695 |
1.5695 |
1.5623 |
|
| R1 |
1.5651 |
1.5651 |
1.5616 |
1.5673 |
| PP |
1.5611 |
1.5611 |
1.5611 |
1.5622 |
| S1 |
1.5567 |
1.5567 |
1.5600 |
1.5589 |
| S2 |
1.5527 |
1.5527 |
1.5593 |
|
| S3 |
1.5443 |
1.5483 |
1.5585 |
|
| S4 |
1.5359 |
1.5399 |
1.5562 |
|
|
| 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 |
1.5654 |
1.5257 |
0.0397 |
2.5% |
0.0113 |
0.7% |
88% |
True |
False |
147 |
| 10 |
1.5654 |
1.5126 |
0.0528 |
3.4% |
0.0128 |
0.8% |
91% |
True |
False |
159 |
| 20 |
1.5654 |
1.4877 |
0.0777 |
5.0% |
0.0140 |
0.9% |
94% |
True |
False |
142 |
| 40 |
1.5654 |
1.4386 |
0.1268 |
8.1% |
0.0122 |
0.8% |
96% |
True |
False |
92 |
| 60 |
1.5654 |
1.4313 |
0.1341 |
8.6% |
0.0099 |
0.6% |
97% |
True |
False |
64 |
| 80 |
1.5654 |
1.4313 |
0.1341 |
8.6% |
0.0075 |
0.5% |
97% |
True |
False |
48 |
| 100 |
1.5654 |
1.4313 |
0.1341 |
8.6% |
0.0060 |
0.4% |
97% |
True |
False |
39 |
| 120 |
1.5749 |
1.4313 |
0.1436 |
9.2% |
0.0050 |
0.3% |
90% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6011 |
|
2.618 |
1.5874 |
|
1.618 |
1.5790 |
|
1.000 |
1.5738 |
|
0.618 |
1.5706 |
|
HIGH |
1.5654 |
|
0.618 |
1.5622 |
|
0.500 |
1.5612 |
|
0.382 |
1.5602 |
|
LOW |
1.5570 |
|
0.618 |
1.5518 |
|
1.000 |
1.5486 |
|
1.618 |
1.5434 |
|
2.618 |
1.5350 |
|
4.250 |
1.5213 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5612 |
1.5590 |
| PP |
1.5611 |
1.5571 |
| S1 |
1.5609 |
1.5553 |
|