CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6498 |
1.6335 |
-0.0163 |
-1.0% |
1.6415 |
| High |
1.6513 |
1.6473 |
-0.0040 |
-0.2% |
1.6561 |
| Low |
1.6317 |
1.6206 |
-0.0111 |
-0.7% |
1.6185 |
| Close |
1.6342 |
1.6452 |
0.0110 |
0.7% |
1.6513 |
| Range |
0.0196 |
0.0267 |
0.0071 |
36.2% |
0.0376 |
| ATR |
0.0253 |
0.0254 |
0.0001 |
0.4% |
0.0000 |
| Volume |
93,196 |
99,004 |
5,808 |
6.2% |
502,481 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7178 |
1.7082 |
1.6599 |
|
| R3 |
1.6911 |
1.6815 |
1.6525 |
|
| R2 |
1.6644 |
1.6644 |
1.6501 |
|
| R1 |
1.6548 |
1.6548 |
1.6476 |
1.6596 |
| PP |
1.6377 |
1.6377 |
1.6377 |
1.6401 |
| S1 |
1.6281 |
1.6281 |
1.6428 |
1.6329 |
| S2 |
1.6110 |
1.6110 |
1.6403 |
|
| S3 |
1.5843 |
1.6014 |
1.6379 |
|
| S4 |
1.5576 |
1.5747 |
1.6305 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7548 |
1.7406 |
1.6720 |
|
| R3 |
1.7172 |
1.7030 |
1.6616 |
|
| R2 |
1.6796 |
1.6796 |
1.6582 |
|
| R1 |
1.6654 |
1.6654 |
1.6547 |
1.6725 |
| PP |
1.6420 |
1.6420 |
1.6420 |
1.6455 |
| S1 |
1.6278 |
1.6278 |
1.6479 |
1.6349 |
| S2 |
1.6044 |
1.6044 |
1.6444 |
|
| S3 |
1.5668 |
1.5902 |
1.6410 |
|
| S4 |
1.5292 |
1.5526 |
1.6306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6561 |
1.6185 |
0.0376 |
2.3% |
0.0253 |
1.5% |
71% |
False |
False |
103,606 |
| 10 |
1.6620 |
1.6185 |
0.0435 |
2.6% |
0.0257 |
1.6% |
61% |
False |
False |
85,553 |
| 20 |
1.6658 |
1.5795 |
0.0863 |
5.2% |
0.0274 |
1.7% |
76% |
False |
False |
46,511 |
| 40 |
1.6658 |
1.4564 |
0.2094 |
12.7% |
0.0219 |
1.3% |
90% |
False |
False |
23,602 |
| 60 |
1.6658 |
1.4180 |
0.2478 |
15.1% |
0.0179 |
1.1% |
92% |
False |
False |
15,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7608 |
|
2.618 |
1.7172 |
|
1.618 |
1.6905 |
|
1.000 |
1.6740 |
|
0.618 |
1.6638 |
|
HIGH |
1.6473 |
|
0.618 |
1.6371 |
|
0.500 |
1.6340 |
|
0.382 |
1.6308 |
|
LOW |
1.6206 |
|
0.618 |
1.6041 |
|
1.000 |
1.5939 |
|
1.618 |
1.5774 |
|
2.618 |
1.5507 |
|
4.250 |
1.5071 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6415 |
1.6429 |
| PP |
1.6377 |
1.6406 |
| S1 |
1.6340 |
1.6384 |
|