CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6417 |
1.6439 |
0.0022 |
0.1% |
1.6184 |
| High |
1.6500 |
1.6441 |
-0.0059 |
-0.4% |
1.6500 |
| Low |
1.6353 |
1.6263 |
-0.0090 |
-0.6% |
1.6030 |
| Close |
1.6452 |
1.6378 |
-0.0074 |
-0.4% |
1.6378 |
| Range |
0.0147 |
0.0178 |
0.0031 |
21.1% |
0.0470 |
| ATR |
0.0222 |
0.0220 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
89,841 |
78,601 |
-11,240 |
-12.5% |
416,006 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6895 |
1.6814 |
1.6476 |
|
| R3 |
1.6717 |
1.6636 |
1.6427 |
|
| R2 |
1.6539 |
1.6539 |
1.6411 |
|
| R1 |
1.6458 |
1.6458 |
1.6394 |
1.6410 |
| PP |
1.6361 |
1.6361 |
1.6361 |
1.6336 |
| S1 |
1.6280 |
1.6280 |
1.6362 |
1.6232 |
| S2 |
1.6183 |
1.6183 |
1.6345 |
|
| S3 |
1.6005 |
1.6102 |
1.6329 |
|
| S4 |
1.5827 |
1.5924 |
1.6280 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7713 |
1.7515 |
1.6637 |
|
| R3 |
1.7243 |
1.7045 |
1.6507 |
|
| R2 |
1.6773 |
1.6773 |
1.6464 |
|
| R1 |
1.6575 |
1.6575 |
1.6421 |
1.6674 |
| PP |
1.6303 |
1.6303 |
1.6303 |
1.6352 |
| S1 |
1.6105 |
1.6105 |
1.6335 |
1.6204 |
| S2 |
1.5833 |
1.5833 |
1.6292 |
|
| S3 |
1.5363 |
1.5635 |
1.6249 |
|
| S4 |
1.4893 |
1.5165 |
1.6120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6500 |
1.6030 |
0.0470 |
2.9% |
0.0164 |
1.0% |
74% |
False |
False |
83,201 |
| 10 |
1.6500 |
1.5981 |
0.0519 |
3.2% |
0.0194 |
1.2% |
76% |
False |
False |
93,420 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.6% |
0.0208 |
1.3% |
52% |
False |
False |
97,553 |
| 40 |
1.6742 |
1.5507 |
0.1235 |
7.5% |
0.0241 |
1.5% |
71% |
False |
False |
64,510 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
14.0% |
0.0208 |
1.3% |
84% |
False |
False |
43,075 |
| 80 |
1.6742 |
1.4180 |
0.2562 |
15.6% |
0.0180 |
1.1% |
86% |
False |
False |
32,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7198 |
|
2.618 |
1.6907 |
|
1.618 |
1.6729 |
|
1.000 |
1.6619 |
|
0.618 |
1.6551 |
|
HIGH |
1.6441 |
|
0.618 |
1.6373 |
|
0.500 |
1.6352 |
|
0.382 |
1.6331 |
|
LOW |
1.6263 |
|
0.618 |
1.6153 |
|
1.000 |
1.6085 |
|
1.618 |
1.5975 |
|
2.618 |
1.5797 |
|
4.250 |
1.5507 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6369 |
1.6382 |
| PP |
1.6361 |
1.6380 |
| S1 |
1.6352 |
1.6379 |
|