CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6184 |
1.6235 |
0.0051 |
0.3% |
1.6287 |
| High |
1.6240 |
1.6342 |
0.0102 |
0.6% |
1.6380 |
| Low |
1.6030 |
1.6225 |
0.0195 |
1.2% |
1.5981 |
| Close |
1.6205 |
1.6275 |
0.0070 |
0.4% |
1.6189 |
| Range |
0.0210 |
0.0117 |
-0.0093 |
-44.3% |
0.0399 |
| ATR |
0.0238 |
0.0231 |
-0.0007 |
-3.0% |
0.0000 |
| Volume |
82,233 |
82,764 |
531 |
0.6% |
518,196 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6632 |
1.6570 |
1.6339 |
|
| R3 |
1.6515 |
1.6453 |
1.6307 |
|
| R2 |
1.6398 |
1.6398 |
1.6296 |
|
| R1 |
1.6336 |
1.6336 |
1.6286 |
1.6367 |
| PP |
1.6281 |
1.6281 |
1.6281 |
1.6296 |
| S1 |
1.6219 |
1.6219 |
1.6264 |
1.6250 |
| S2 |
1.6164 |
1.6164 |
1.6254 |
|
| S3 |
1.6047 |
1.6102 |
1.6243 |
|
| S4 |
1.5930 |
1.5985 |
1.6211 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7380 |
1.7184 |
1.6408 |
|
| R3 |
1.6981 |
1.6785 |
1.6299 |
|
| R2 |
1.6582 |
1.6582 |
1.6262 |
|
| R1 |
1.6386 |
1.6386 |
1.6226 |
1.6285 |
| PP |
1.6183 |
1.6183 |
1.6183 |
1.6133 |
| S1 |
1.5987 |
1.5987 |
1.6152 |
1.5886 |
| S2 |
1.5784 |
1.5784 |
1.6116 |
|
| S3 |
1.5385 |
1.5588 |
1.6079 |
|
| S4 |
1.4986 |
1.5189 |
1.5970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6380 |
1.5981 |
0.0399 |
2.5% |
0.0207 |
1.3% |
74% |
False |
False |
92,847 |
| 10 |
1.6742 |
1.5981 |
0.0761 |
4.7% |
0.0212 |
1.3% |
39% |
False |
False |
97,776 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.7% |
0.0226 |
1.4% |
39% |
False |
False |
100,026 |
| 40 |
1.6742 |
1.5217 |
0.1525 |
9.4% |
0.0245 |
1.5% |
69% |
False |
False |
58,288 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
14.1% |
0.0206 |
1.3% |
80% |
False |
False |
38,894 |
| 80 |
1.6742 |
1.4180 |
0.2562 |
15.7% |
0.0176 |
1.1% |
82% |
False |
False |
29,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6839 |
|
2.618 |
1.6648 |
|
1.618 |
1.6531 |
|
1.000 |
1.6459 |
|
0.618 |
1.6414 |
|
HIGH |
1.6342 |
|
0.618 |
1.6297 |
|
0.500 |
1.6284 |
|
0.382 |
1.6270 |
|
LOW |
1.6225 |
|
0.618 |
1.6153 |
|
1.000 |
1.6108 |
|
1.618 |
1.6036 |
|
2.618 |
1.5919 |
|
4.250 |
1.5728 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6284 |
1.6245 |
| PP |
1.6281 |
1.6216 |
| S1 |
1.6278 |
1.6186 |
|