CME British Pound Future December 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 |
1.5179 |
1.5267 |
0.0088 |
0.6% |
1.5301 |
| High |
1.5280 |
1.5437 |
0.0157 |
1.0% |
1.5437 |
| Low |
1.5158 |
1.5257 |
0.0099 |
0.7% |
1.5126 |
| Close |
1.5257 |
1.5413 |
0.0156 |
1.0% |
1.5413 |
| Range |
0.0122 |
0.0180 |
0.0058 |
47.5% |
0.0311 |
| ATR |
0.0145 |
0.0148 |
0.0002 |
1.7% |
0.0000 |
| Volume |
263 |
74 |
-189 |
-71.9% |
805 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5909 |
1.5841 |
1.5512 |
|
| R3 |
1.5729 |
1.5661 |
1.5463 |
|
| R2 |
1.5549 |
1.5549 |
1.5446 |
|
| R1 |
1.5481 |
1.5481 |
1.5430 |
1.5515 |
| PP |
1.5369 |
1.5369 |
1.5369 |
1.5386 |
| S1 |
1.5301 |
1.5301 |
1.5397 |
1.5335 |
| S2 |
1.5189 |
1.5189 |
1.5380 |
|
| S3 |
1.5009 |
1.5121 |
1.5364 |
|
| S4 |
1.4829 |
1.4941 |
1.5314 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6258 |
1.6147 |
1.5584 |
|
| R3 |
1.5947 |
1.5836 |
1.5499 |
|
| R2 |
1.5636 |
1.5636 |
1.5470 |
|
| R1 |
1.5525 |
1.5525 |
1.5442 |
1.5581 |
| PP |
1.5325 |
1.5325 |
1.5325 |
1.5353 |
| S1 |
1.5214 |
1.5214 |
1.5384 |
1.5270 |
| S2 |
1.5014 |
1.5014 |
1.5356 |
|
| S3 |
1.4703 |
1.4903 |
1.5327 |
|
| S4 |
1.4392 |
1.4592 |
1.5242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5437 |
1.5126 |
0.0311 |
2.0% |
0.0148 |
1.0% |
92% |
True |
False |
161 |
| 10 |
1.5452 |
1.4944 |
0.0508 |
3.3% |
0.0154 |
1.0% |
92% |
False |
False |
131 |
| 20 |
1.5452 |
1.4861 |
0.0591 |
3.8% |
0.0147 |
1.0% |
93% |
False |
False |
126 |
| 40 |
1.5452 |
1.4386 |
0.1066 |
6.9% |
0.0112 |
0.7% |
96% |
False |
False |
77 |
| 60 |
1.5452 |
1.4313 |
0.1139 |
7.4% |
0.0094 |
0.6% |
97% |
False |
False |
53 |
| 80 |
1.5488 |
1.4313 |
0.1175 |
7.6% |
0.0070 |
0.5% |
94% |
False |
False |
40 |
| 100 |
1.5488 |
1.4313 |
0.1175 |
7.6% |
0.0056 |
0.4% |
94% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6202 |
|
2.618 |
1.5908 |
|
1.618 |
1.5728 |
|
1.000 |
1.5617 |
|
0.618 |
1.5548 |
|
HIGH |
1.5437 |
|
0.618 |
1.5368 |
|
0.500 |
1.5347 |
|
0.382 |
1.5326 |
|
LOW |
1.5257 |
|
0.618 |
1.5146 |
|
1.000 |
1.5077 |
|
1.618 |
1.4966 |
|
2.618 |
1.4786 |
|
4.250 |
1.4492 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5391 |
1.5369 |
| PP |
1.5369 |
1.5325 |
| S1 |
1.5347 |
1.5282 |
|