CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5165 |
1.5258 |
0.0093 |
0.6% |
1.5287 |
| High |
1.5294 |
1.5447 |
0.0153 |
1.0% |
1.5447 |
| Low |
1.5147 |
1.5253 |
0.0106 |
0.7% |
1.5122 |
| Close |
1.5263 |
1.5419 |
0.0156 |
1.0% |
1.5419 |
| Range |
0.0147 |
0.0194 |
0.0047 |
32.0% |
0.0325 |
| ATR |
0.0173 |
0.0175 |
0.0001 |
0.8% |
0.0000 |
| Volume |
117,746 |
79,833 |
-37,913 |
-32.2% |
475,491 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5955 |
1.5881 |
1.5526 |
|
| R3 |
1.5761 |
1.5687 |
1.5472 |
|
| R2 |
1.5567 |
1.5567 |
1.5455 |
|
| R1 |
1.5493 |
1.5493 |
1.5437 |
1.5530 |
| PP |
1.5373 |
1.5373 |
1.5373 |
1.5392 |
| S1 |
1.5299 |
1.5299 |
1.5401 |
1.5336 |
| S2 |
1.5179 |
1.5179 |
1.5383 |
|
| S3 |
1.4985 |
1.5105 |
1.5366 |
|
| S4 |
1.4791 |
1.4911 |
1.5312 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6187 |
1.5598 |
|
| R3 |
1.5979 |
1.5862 |
1.5508 |
|
| R2 |
1.5654 |
1.5654 |
1.5479 |
|
| R1 |
1.5537 |
1.5537 |
1.5449 |
1.5596 |
| PP |
1.5329 |
1.5329 |
1.5329 |
1.5359 |
| S1 |
1.5212 |
1.5212 |
1.5389 |
1.5271 |
| S2 |
1.5004 |
1.5004 |
1.5359 |
|
| S3 |
1.4679 |
1.4887 |
1.5330 |
|
| S4 |
1.4354 |
1.4562 |
1.5240 |
|
|
| 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% |
0.0172 |
1.1% |
91% |
True |
False |
95,098 |
| 10 |
1.5470 |
1.4946 |
0.0524 |
3.4% |
0.0177 |
1.1% |
90% |
False |
False |
102,700 |
| 20 |
1.5470 |
1.4855 |
0.0615 |
4.0% |
0.0168 |
1.1% |
92% |
False |
False |
107,440 |
| 40 |
1.5470 |
1.4349 |
0.1121 |
7.3% |
0.0180 |
1.2% |
95% |
False |
False |
84,681 |
| 60 |
1.5470 |
1.4233 |
0.1237 |
8.0% |
0.0191 |
1.2% |
96% |
False |
False |
56,962 |
| 80 |
1.5509 |
1.4233 |
0.1276 |
8.3% |
0.0174 |
1.1% |
93% |
False |
False |
42,791 |
| 100 |
1.5509 |
1.4233 |
0.1276 |
8.3% |
0.0160 |
1.0% |
93% |
False |
False |
34,281 |
| 120 |
1.5871 |
1.4233 |
0.1638 |
10.6% |
0.0133 |
0.9% |
72% |
False |
False |
28,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6272 |
|
2.618 |
1.5955 |
|
1.618 |
1.5761 |
|
1.000 |
1.5641 |
|
0.618 |
1.5567 |
|
HIGH |
1.5447 |
|
0.618 |
1.5373 |
|
0.500 |
1.5350 |
|
0.382 |
1.5327 |
|
LOW |
1.5253 |
|
0.618 |
1.5133 |
|
1.000 |
1.5059 |
|
1.618 |
1.4939 |
|
2.618 |
1.4745 |
|
4.250 |
1.4429 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5396 |
1.5374 |
| PP |
1.5373 |
1.5329 |
| S1 |
1.5350 |
1.5285 |
|