CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5287 |
1.5228 |
-0.0059 |
-0.4% |
1.5063 |
| High |
1.5349 |
1.5307 |
-0.0042 |
-0.3% |
1.5470 |
| Low |
1.5199 |
1.5150 |
-0.0049 |
-0.3% |
1.4946 |
| Close |
1.5234 |
1.5262 |
0.0028 |
0.2% |
1.5301 |
| Range |
0.0150 |
0.0157 |
0.0007 |
4.7% |
0.0524 |
| ATR |
0.0173 |
0.0172 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
96,332 |
79,665 |
-16,667 |
-17.3% |
551,510 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5643 |
1.5348 |
|
| R3 |
1.5554 |
1.5486 |
1.5305 |
|
| R2 |
1.5397 |
1.5397 |
1.5291 |
|
| R1 |
1.5329 |
1.5329 |
1.5276 |
1.5363 |
| PP |
1.5240 |
1.5240 |
1.5240 |
1.5257 |
| S1 |
1.5172 |
1.5172 |
1.5248 |
1.5206 |
| S2 |
1.5083 |
1.5083 |
1.5233 |
|
| S3 |
1.4926 |
1.5015 |
1.5219 |
|
| S4 |
1.4769 |
1.4858 |
1.5176 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6811 |
1.6580 |
1.5589 |
|
| R3 |
1.6287 |
1.6056 |
1.5445 |
|
| R2 |
1.5763 |
1.5763 |
1.5397 |
|
| R1 |
1.5532 |
1.5532 |
1.5349 |
1.5648 |
| PP |
1.5239 |
1.5239 |
1.5239 |
1.5297 |
| S1 |
1.5008 |
1.5008 |
1.5253 |
1.5124 |
| S2 |
1.4715 |
1.4715 |
1.5205 |
|
| S3 |
1.4191 |
1.4484 |
1.5157 |
|
| S4 |
1.3667 |
1.3960 |
1.5013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5470 |
1.5150 |
0.0320 |
2.1% |
0.0168 |
1.1% |
35% |
False |
True |
105,266 |
| 10 |
1.5470 |
1.4946 |
0.0524 |
3.4% |
0.0166 |
1.1% |
60% |
False |
False |
101,566 |
| 20 |
1.5470 |
1.4688 |
0.0782 |
5.1% |
0.0162 |
1.1% |
73% |
False |
False |
110,099 |
| 40 |
1.5470 |
1.4271 |
0.1199 |
7.9% |
0.0177 |
1.2% |
83% |
False |
False |
77,308 |
| 60 |
1.5485 |
1.4233 |
0.1252 |
8.2% |
0.0189 |
1.2% |
82% |
False |
False |
51,992 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0172 |
1.1% |
81% |
False |
False |
39,054 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0155 |
1.0% |
81% |
False |
False |
31,287 |
| 120 |
1.5964 |
1.4233 |
0.1731 |
11.3% |
0.0129 |
0.8% |
59% |
False |
False |
26,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5974 |
|
2.618 |
1.5718 |
|
1.618 |
1.5561 |
|
1.000 |
1.5464 |
|
0.618 |
1.5404 |
|
HIGH |
1.5307 |
|
0.618 |
1.5247 |
|
0.500 |
1.5229 |
|
0.382 |
1.5210 |
|
LOW |
1.5150 |
|
0.618 |
1.5053 |
|
1.000 |
1.4993 |
|
1.618 |
1.4896 |
|
2.618 |
1.4739 |
|
4.250 |
1.4483 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5251 |
1.5299 |
| PP |
1.5240 |
1.5286 |
| S1 |
1.5229 |
1.5274 |
|