CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5271 |
1.5165 |
-0.0106 |
-0.7% |
1.5063 |
| High |
1.5335 |
1.5294 |
-0.0041 |
-0.3% |
1.5470 |
| Low |
1.5122 |
1.5147 |
0.0025 |
0.2% |
1.4946 |
| Close |
1.5142 |
1.5263 |
0.0121 |
0.8% |
1.5301 |
| Range |
0.0213 |
0.0147 |
-0.0066 |
-31.0% |
0.0524 |
| ATR |
0.0175 |
0.0173 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
101,915 |
117,746 |
15,831 |
15.5% |
551,510 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5676 |
1.5616 |
1.5344 |
|
| R3 |
1.5529 |
1.5469 |
1.5303 |
|
| R2 |
1.5382 |
1.5382 |
1.5290 |
|
| R1 |
1.5322 |
1.5322 |
1.5276 |
1.5352 |
| PP |
1.5235 |
1.5235 |
1.5235 |
1.5250 |
| S1 |
1.5175 |
1.5175 |
1.5250 |
1.5205 |
| S2 |
1.5088 |
1.5088 |
1.5236 |
|
| S3 |
1.4941 |
1.5028 |
1.5223 |
|
| S4 |
1.4794 |
1.4881 |
1.5182 |
|
|
| 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 |
1.5447 |
1.5122 |
0.0325 |
2.1% |
0.0168 |
1.1% |
43% |
False |
False |
99,818 |
| 10 |
1.5470 |
1.4946 |
0.0524 |
3.4% |
0.0173 |
1.1% |
60% |
False |
False |
103,997 |
| 20 |
1.5470 |
1.4855 |
0.0615 |
4.0% |
0.0163 |
1.1% |
66% |
False |
False |
109,873 |
| 40 |
1.5470 |
1.4343 |
0.1127 |
7.4% |
0.0178 |
1.2% |
82% |
False |
False |
82,721 |
| 60 |
1.5470 |
1.4233 |
0.1237 |
8.1% |
0.0190 |
1.2% |
83% |
False |
False |
55,639 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0173 |
1.1% |
81% |
False |
False |
41,797 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.4% |
0.0158 |
1.0% |
81% |
False |
False |
33,483 |
| 120 |
1.5948 |
1.4233 |
0.1715 |
11.2% |
0.0132 |
0.9% |
60% |
False |
False |
27,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5919 |
|
2.618 |
1.5679 |
|
1.618 |
1.5532 |
|
1.000 |
1.5441 |
|
0.618 |
1.5385 |
|
HIGH |
1.5294 |
|
0.618 |
1.5238 |
|
0.500 |
1.5221 |
|
0.382 |
1.5203 |
|
LOW |
1.5147 |
|
0.618 |
1.5056 |
|
1.000 |
1.5000 |
|
1.618 |
1.4909 |
|
2.618 |
1.4762 |
|
4.250 |
1.4522 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5249 |
1.5252 |
| PP |
1.5235 |
1.5240 |
| S1 |
1.5221 |
1.5229 |
|