CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5606 |
1.5690 |
0.0084 |
0.5% |
1.5415 |
| High |
1.5712 |
1.5890 |
0.0178 |
1.1% |
1.5712 |
| Low |
1.5579 |
1.5690 |
0.0111 |
0.7% |
1.5415 |
| Close |
1.5686 |
1.5882 |
0.0196 |
1.2% |
1.5686 |
| Range |
0.0133 |
0.0200 |
0.0067 |
50.4% |
0.0297 |
| ATR |
0.0134 |
0.0139 |
0.0005 |
3.7% |
0.0000 |
| Volume |
81 |
90 |
9 |
11.1% |
745 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6421 |
1.6351 |
1.5992 |
|
| R3 |
1.6221 |
1.6151 |
1.5937 |
|
| R2 |
1.6021 |
1.6021 |
1.5919 |
|
| R1 |
1.5951 |
1.5951 |
1.5900 |
1.5986 |
| PP |
1.5821 |
1.5821 |
1.5821 |
1.5838 |
| S1 |
1.5751 |
1.5751 |
1.5864 |
1.5786 |
| S2 |
1.5621 |
1.5621 |
1.5845 |
|
| S3 |
1.5421 |
1.5551 |
1.5827 |
|
| S4 |
1.5221 |
1.5351 |
1.5772 |
|
|
| 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 |
1.5890 |
1.5452 |
0.0438 |
2.8% |
0.0126 |
0.8% |
98% |
True |
False |
116 |
| 10 |
1.5890 |
1.5126 |
0.0764 |
4.8% |
0.0135 |
0.8% |
99% |
True |
False |
145 |
| 20 |
1.5890 |
1.4944 |
0.0946 |
6.0% |
0.0138 |
0.9% |
99% |
True |
False |
136 |
| 40 |
1.5890 |
1.4386 |
0.1504 |
9.5% |
0.0130 |
0.8% |
99% |
True |
False |
96 |
| 60 |
1.5890 |
1.4313 |
0.1577 |
9.9% |
0.0097 |
0.6% |
99% |
True |
False |
67 |
| 80 |
1.5890 |
1.4313 |
0.1577 |
9.9% |
0.0079 |
0.5% |
99% |
True |
False |
50 |
| 100 |
1.5890 |
1.4313 |
0.1577 |
9.9% |
0.0064 |
0.4% |
99% |
True |
False |
41 |
| 120 |
1.5890 |
1.4313 |
0.1577 |
9.9% |
0.0053 |
0.3% |
99% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6740 |
|
2.618 |
1.6414 |
|
1.618 |
1.6214 |
|
1.000 |
1.6090 |
|
0.618 |
1.6014 |
|
HIGH |
1.5890 |
|
0.618 |
1.5814 |
|
0.500 |
1.5790 |
|
0.382 |
1.5766 |
|
LOW |
1.5690 |
|
0.618 |
1.5566 |
|
1.000 |
1.5490 |
|
1.618 |
1.5366 |
|
2.618 |
1.5166 |
|
4.250 |
1.4840 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5851 |
1.5831 |
| PP |
1.5821 |
1.5781 |
| S1 |
1.5790 |
1.5730 |
|