CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5593 |
1.5606 |
0.0013 |
0.1% |
1.5415 |
| High |
1.5654 |
1.5712 |
0.0058 |
0.4% |
1.5712 |
| Low |
1.5570 |
1.5579 |
0.0009 |
0.1% |
1.5415 |
| Close |
1.5608 |
1.5686 |
0.0078 |
0.5% |
1.5686 |
| Range |
0.0084 |
0.0133 |
0.0049 |
58.3% |
0.0297 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
76 |
81 |
5 |
6.6% |
745 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6058 |
1.6005 |
1.5759 |
|
| R3 |
1.5925 |
1.5872 |
1.5723 |
|
| R2 |
1.5792 |
1.5792 |
1.5710 |
|
| R1 |
1.5739 |
1.5739 |
1.5698 |
1.5766 |
| PP |
1.5659 |
1.5659 |
1.5659 |
1.5672 |
| S1 |
1.5606 |
1.5606 |
1.5674 |
1.5633 |
| S2 |
1.5526 |
1.5526 |
1.5662 |
|
| S3 |
1.5393 |
1.5473 |
1.5649 |
|
| S4 |
1.5260 |
1.5340 |
1.5613 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6495 |
1.6388 |
1.5849 |
|
| R3 |
1.6198 |
1.6091 |
1.5768 |
|
| R2 |
1.5901 |
1.5901 |
1.5740 |
|
| R1 |
1.5794 |
1.5794 |
1.5713 |
1.5848 |
| PP |
1.5604 |
1.5604 |
1.5604 |
1.5631 |
| S1 |
1.5497 |
1.5497 |
1.5659 |
1.5551 |
| S2 |
1.5307 |
1.5307 |
1.5632 |
|
| S3 |
1.5010 |
1.5200 |
1.5604 |
|
| S4 |
1.4713 |
1.4903 |
1.5523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5712 |
1.5415 |
0.0297 |
1.9% |
0.0103 |
0.7% |
91% |
True |
False |
149 |
| 10 |
1.5712 |
1.5126 |
0.0586 |
3.7% |
0.0126 |
0.8% |
96% |
True |
False |
155 |
| 20 |
1.5712 |
1.4944 |
0.0768 |
4.9% |
0.0131 |
0.8% |
97% |
True |
False |
143 |
| 40 |
1.5712 |
1.4386 |
0.1326 |
8.5% |
0.0125 |
0.8% |
98% |
True |
False |
94 |
| 60 |
1.5712 |
1.4313 |
0.1399 |
8.9% |
0.0101 |
0.6% |
98% |
True |
False |
65 |
| 80 |
1.5712 |
1.4313 |
0.1399 |
8.9% |
0.0077 |
0.5% |
98% |
True |
False |
49 |
| 100 |
1.5712 |
1.4313 |
0.1399 |
8.9% |
0.0062 |
0.4% |
98% |
True |
False |
40 |
| 120 |
1.5749 |
1.4313 |
0.1436 |
9.2% |
0.0051 |
0.3% |
96% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6277 |
|
2.618 |
1.6060 |
|
1.618 |
1.5927 |
|
1.000 |
1.5845 |
|
0.618 |
1.5794 |
|
HIGH |
1.5712 |
|
0.618 |
1.5661 |
|
0.500 |
1.5646 |
|
0.382 |
1.5630 |
|
LOW |
1.5579 |
|
0.618 |
1.5497 |
|
1.000 |
1.5446 |
|
1.618 |
1.5364 |
|
2.618 |
1.5231 |
|
4.250 |
1.5014 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5673 |
1.5667 |
| PP |
1.5659 |
1.5649 |
| S1 |
1.5646 |
1.5630 |
|