CME British Pound Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Aug-2010 | 
                    03-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5690 | 
                        1.5874 | 
                        0.0184 | 
                        1.2% | 
                        1.5415 | 
                     
                    
                        | High | 
                        1.5890 | 
                        1.5949 | 
                        0.0059 | 
                        0.4% | 
                        1.5712 | 
                     
                    
                        | Low | 
                        1.5690 | 
                        1.5854 | 
                        0.0164 | 
                        1.0% | 
                        1.5415 | 
                     
                    
                        | Close | 
                        1.5882 | 
                        1.5933 | 
                        0.0051 | 
                        0.3% | 
                        1.5686 | 
                     
                    
                        | Range | 
                        0.0200 | 
                        0.0095 | 
                        -0.0105 | 
                        -52.5% | 
                        0.0297 | 
                     
                    
                        | ATR | 
                        0.0139 | 
                        0.0136 | 
                        -0.0003 | 
                        -2.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        90 | 
                        297 | 
                        207 | 
                        230.0% | 
                        745 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6197 | 
                1.6160 | 
                1.5985 | 
                 | 
             
            
                | R3 | 
                1.6102 | 
                1.6065 | 
                1.5959 | 
                 | 
             
            
                | R2 | 
                1.6007 | 
                1.6007 | 
                1.5950 | 
                 | 
             
            
                | R1 | 
                1.5970 | 
                1.5970 | 
                1.5942 | 
                1.5989 | 
             
            
                | PP | 
                1.5912 | 
                1.5912 | 
                1.5912 | 
                1.5921 | 
             
            
                | S1 | 
                1.5875 | 
                1.5875 | 
                1.5924 | 
                1.5894 | 
             
            
                | S2 | 
                1.5817 | 
                1.5817 | 
                1.5916 | 
                 | 
             
            
                | S3 | 
                1.5722 | 
                1.5780 | 
                1.5907 | 
                 | 
             
            
                | S4 | 
                1.5627 | 
                1.5685 | 
                1.5881 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1.5949 | 
                1.5548 | 
                0.0401 | 
                2.5% | 
                0.0117 | 
                0.7% | 
                96% | 
                True | 
                False | 
                143 | 
                 
                
                | 10 | 
                1.5949 | 
                1.5126 | 
                0.0823 | 
                5.2% | 
                0.0131 | 
                0.8% | 
                98% | 
                True | 
                False | 
                152 | 
                 
                
                | 20 | 
                1.5949 | 
                1.4944 | 
                0.1005 | 
                6.3% | 
                0.0137 | 
                0.9% | 
                98% | 
                True | 
                False | 
                139 | 
                 
                
                | 40 | 
                1.5949 | 
                1.4386 | 
                0.1563 | 
                9.8% | 
                0.0129 | 
                0.8% | 
                99% | 
                True | 
                False | 
                103 | 
                 
                
                | 60 | 
                1.5949 | 
                1.4313 | 
                0.1636 | 
                10.3% | 
                0.0097 | 
                0.6% | 
                99% | 
                True | 
                False | 
                71 | 
                 
                
                | 80 | 
                1.5949 | 
                1.4313 | 
                0.1636 | 
                10.3% | 
                0.0080 | 
                0.5% | 
                99% | 
                True | 
                False | 
                54 | 
                 
                
                | 100 | 
                1.5949 | 
                1.4313 | 
                0.1636 | 
                10.3% | 
                0.0065 | 
                0.4% | 
                99% | 
                True | 
                False | 
                44 | 
                 
                
                | 120 | 
                1.5949 | 
                1.4313 | 
                0.1636 | 
                10.3% | 
                0.0054 | 
                0.3% | 
                99% | 
                True | 
                False | 
                37 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6353 | 
         
        
            | 
2.618             | 
            1.6198 | 
         
        
            | 
1.618             | 
            1.6103 | 
         
        
            | 
1.000             | 
            1.6044 | 
         
        
            | 
0.618             | 
            1.6008 | 
         
        
            | 
HIGH             | 
            1.5949 | 
         
        
            | 
0.618             | 
            1.5913 | 
         
        
            | 
0.500             | 
            1.5902 | 
         
        
            | 
0.382             | 
            1.5890 | 
         
        
            | 
LOW             | 
            1.5854 | 
         
        
            | 
0.618             | 
            1.5795 | 
         
        
            | 
1.000             | 
            1.5759 | 
         
        
            | 
1.618             | 
            1.5700 | 
         
        
            | 
2.618             | 
            1.5605 | 
         
        
            | 
4.250             | 
            1.5450 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5923 | 
                                1.5877 | 
                             
                            
                                | PP | 
                                1.5912 | 
                                1.5820 | 
                             
                            
                                | S1 | 
                                1.5902 | 
                                1.5764 | 
                             
             
         |