CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5228 |
1.5271 |
0.0043 |
0.3% |
1.5063 |
| High |
1.5307 |
1.5335 |
0.0028 |
0.2% |
1.5470 |
| Low |
1.5150 |
1.5122 |
-0.0028 |
-0.2% |
1.4946 |
| Close |
1.5262 |
1.5142 |
-0.0120 |
-0.8% |
1.5301 |
| Range |
0.0157 |
0.0213 |
0.0056 |
35.7% |
0.0524 |
| ATR |
0.0172 |
0.0175 |
0.0003 |
1.7% |
0.0000 |
| Volume |
79,665 |
101,915 |
22,250 |
27.9% |
551,510 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5839 |
1.5703 |
1.5259 |
|
| R3 |
1.5626 |
1.5490 |
1.5201 |
|
| R2 |
1.5413 |
1.5413 |
1.5181 |
|
| R1 |
1.5277 |
1.5277 |
1.5162 |
1.5239 |
| PP |
1.5200 |
1.5200 |
1.5200 |
1.5180 |
| S1 |
1.5064 |
1.5064 |
1.5122 |
1.5026 |
| S2 |
1.4987 |
1.4987 |
1.5103 |
|
| S3 |
1.4774 |
1.4851 |
1.5083 |
|
| S4 |
1.4561 |
1.4638 |
1.5025 |
|
|
| 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 |
1.5122 |
0.0348 |
2.3% |
0.0186 |
1.2% |
6% |
False |
True |
98,712 |
| 10 |
1.5470 |
1.4946 |
0.0524 |
3.5% |
0.0173 |
1.1% |
37% |
False |
False |
101,253 |
| 20 |
1.5470 |
1.4802 |
0.0668 |
4.4% |
0.0164 |
1.1% |
51% |
False |
False |
111,173 |
| 40 |
1.5470 |
1.4271 |
0.1199 |
7.9% |
0.0178 |
1.2% |
73% |
False |
False |
79,803 |
| 60 |
1.5470 |
1.4233 |
0.1237 |
8.2% |
0.0192 |
1.3% |
73% |
False |
False |
53,681 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0174 |
1.1% |
71% |
False |
False |
40,327 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0157 |
1.0% |
71% |
False |
False |
32,306 |
| 120 |
1.5948 |
1.4233 |
0.1715 |
11.3% |
0.0131 |
0.9% |
53% |
False |
False |
26,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6240 |
|
2.618 |
1.5893 |
|
1.618 |
1.5680 |
|
1.000 |
1.5548 |
|
0.618 |
1.5467 |
|
HIGH |
1.5335 |
|
0.618 |
1.5254 |
|
0.500 |
1.5229 |
|
0.382 |
1.5203 |
|
LOW |
1.5122 |
|
0.618 |
1.4990 |
|
1.000 |
1.4909 |
|
1.618 |
1.4777 |
|
2.618 |
1.4564 |
|
4.250 |
1.4217 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5229 |
1.5236 |
| PP |
1.5200 |
1.5204 |
| S1 |
1.5171 |
1.5173 |
|