CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6439 |
1.6340 |
-0.0099 |
-0.6% |
1.6184 |
| High |
1.6441 |
1.6557 |
0.0116 |
0.7% |
1.6500 |
| Low |
1.6263 |
1.6326 |
0.0063 |
0.4% |
1.6030 |
| Close |
1.6378 |
1.6532 |
0.0154 |
0.9% |
1.6378 |
| Range |
0.0178 |
0.0231 |
0.0053 |
29.8% |
0.0470 |
| ATR |
0.0220 |
0.0221 |
0.0001 |
0.4% |
0.0000 |
| Volume |
78,601 |
77,339 |
-1,262 |
-1.6% |
416,006 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7165 |
1.7079 |
1.6659 |
|
| R3 |
1.6934 |
1.6848 |
1.6596 |
|
| R2 |
1.6703 |
1.6703 |
1.6574 |
|
| R1 |
1.6617 |
1.6617 |
1.6553 |
1.6660 |
| PP |
1.6472 |
1.6472 |
1.6472 |
1.6493 |
| S1 |
1.6386 |
1.6386 |
1.6511 |
1.6429 |
| S2 |
1.6241 |
1.6241 |
1.6490 |
|
| S3 |
1.6010 |
1.6155 |
1.6468 |
|
| S4 |
1.5779 |
1.5924 |
1.6405 |
|
|
| 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 |
1.6557 |
1.6225 |
0.0332 |
2.0% |
0.0168 |
1.0% |
92% |
True |
False |
82,222 |
| 10 |
1.6557 |
1.5981 |
0.0576 |
3.5% |
0.0194 |
1.2% |
96% |
True |
False |
90,439 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.6% |
0.0207 |
1.3% |
72% |
False |
False |
95,496 |
| 40 |
1.6742 |
1.5766 |
0.0976 |
5.9% |
0.0238 |
1.4% |
78% |
False |
False |
66,338 |
| 60 |
1.6742 |
1.4550 |
0.2192 |
13.3% |
0.0210 |
1.3% |
90% |
False |
False |
44,364 |
| 80 |
1.6742 |
1.4180 |
0.2562 |
15.5% |
0.0182 |
1.1% |
92% |
False |
False |
33,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7539 |
|
2.618 |
1.7162 |
|
1.618 |
1.6931 |
|
1.000 |
1.6788 |
|
0.618 |
1.6700 |
|
HIGH |
1.6557 |
|
0.618 |
1.6469 |
|
0.500 |
1.6442 |
|
0.382 |
1.6414 |
|
LOW |
1.6326 |
|
0.618 |
1.6183 |
|
1.000 |
1.6095 |
|
1.618 |
1.5952 |
|
2.618 |
1.5721 |
|
4.250 |
1.5344 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6502 |
1.6491 |
| PP |
1.6472 |
1.6451 |
| S1 |
1.6442 |
1.6410 |
|