CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6235 |
1.6319 |
0.0084 |
0.5% |
1.6287 |
| High |
1.6342 |
1.6468 |
0.0126 |
0.8% |
1.6380 |
| Low |
1.6225 |
1.6301 |
0.0076 |
0.5% |
1.5981 |
| Close |
1.6275 |
1.6424 |
0.0149 |
0.9% |
1.6189 |
| Range |
0.0117 |
0.0167 |
0.0050 |
42.7% |
0.0399 |
| ATR |
0.0231 |
0.0228 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
82,764 |
82,567 |
-197 |
-0.2% |
518,196 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6899 |
1.6828 |
1.6516 |
|
| R3 |
1.6732 |
1.6661 |
1.6470 |
|
| R2 |
1.6565 |
1.6565 |
1.6455 |
|
| R1 |
1.6494 |
1.6494 |
1.6439 |
1.6530 |
| PP |
1.6398 |
1.6398 |
1.6398 |
1.6415 |
| S1 |
1.6327 |
1.6327 |
1.6409 |
1.6363 |
| S2 |
1.6231 |
1.6231 |
1.6393 |
|
| S3 |
1.6064 |
1.6160 |
1.6378 |
|
| S4 |
1.5897 |
1.5993 |
1.6332 |
|
|
| 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 |
1.6468 |
1.6026 |
0.0442 |
2.7% |
0.0207 |
1.3% |
90% |
True |
False |
91,959 |
| 10 |
1.6546 |
1.5981 |
0.0565 |
3.4% |
0.0196 |
1.2% |
78% |
False |
False |
98,650 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.6% |
0.0219 |
1.3% |
58% |
False |
False |
99,498 |
| 40 |
1.6742 |
1.5320 |
0.1422 |
8.7% |
0.0246 |
1.5% |
78% |
False |
False |
60,350 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
14.0% |
0.0207 |
1.3% |
86% |
False |
False |
40,270 |
| 80 |
1.6742 |
1.4180 |
0.2562 |
15.6% |
0.0178 |
1.1% |
88% |
False |
False |
30,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7178 |
|
2.618 |
1.6905 |
|
1.618 |
1.6738 |
|
1.000 |
1.6635 |
|
0.618 |
1.6571 |
|
HIGH |
1.6468 |
|
0.618 |
1.6404 |
|
0.500 |
1.6385 |
|
0.382 |
1.6365 |
|
LOW |
1.6301 |
|
0.618 |
1.6198 |
|
1.000 |
1.6134 |
|
1.618 |
1.6031 |
|
2.618 |
1.5864 |
|
4.250 |
1.5591 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6411 |
1.6366 |
| PP |
1.6398 |
1.6307 |
| S1 |
1.6385 |
1.6249 |
|