CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6340 |
1.6543 |
0.0203 |
1.2% |
1.6184 |
| High |
1.6557 |
1.6550 |
-0.0007 |
0.0% |
1.6500 |
| Low |
1.6326 |
1.6382 |
0.0056 |
0.3% |
1.6030 |
| Close |
1.6532 |
1.6432 |
-0.0100 |
-0.6% |
1.6378 |
| Range |
0.0231 |
0.0168 |
-0.0063 |
-27.3% |
0.0470 |
| ATR |
0.0221 |
0.0217 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
77,339 |
90,639 |
13,300 |
17.2% |
416,006 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6959 |
1.6863 |
1.6524 |
|
| R3 |
1.6791 |
1.6695 |
1.6478 |
|
| R2 |
1.6623 |
1.6623 |
1.6463 |
|
| R1 |
1.6527 |
1.6527 |
1.6447 |
1.6491 |
| PP |
1.6455 |
1.6455 |
1.6455 |
1.6437 |
| S1 |
1.6359 |
1.6359 |
1.6417 |
1.6323 |
| S2 |
1.6287 |
1.6287 |
1.6401 |
|
| S3 |
1.6119 |
1.6191 |
1.6386 |
|
| S4 |
1.5951 |
1.6023 |
1.6340 |
|
|
| 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 |
1.6263 |
0.0294 |
1.8% |
0.0178 |
1.1% |
57% |
False |
False |
83,797 |
| 10 |
1.6557 |
1.5981 |
0.0576 |
3.5% |
0.0193 |
1.2% |
78% |
False |
False |
88,322 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.6% |
0.0205 |
1.3% |
59% |
False |
False |
95,368 |
| 40 |
1.6742 |
1.5772 |
0.0970 |
5.9% |
0.0238 |
1.4% |
68% |
False |
False |
68,567 |
| 60 |
1.6742 |
1.4550 |
0.2192 |
13.3% |
0.0212 |
1.3% |
86% |
False |
False |
45,874 |
| 80 |
1.6742 |
1.4180 |
0.2562 |
15.6% |
0.0184 |
1.1% |
88% |
False |
False |
34,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7264 |
|
2.618 |
1.6990 |
|
1.618 |
1.6822 |
|
1.000 |
1.6718 |
|
0.618 |
1.6654 |
|
HIGH |
1.6550 |
|
0.618 |
1.6486 |
|
0.500 |
1.6466 |
|
0.382 |
1.6446 |
|
LOW |
1.6382 |
|
0.618 |
1.6278 |
|
1.000 |
1.6214 |
|
1.618 |
1.6110 |
|
2.618 |
1.5942 |
|
4.250 |
1.5668 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6466 |
1.6425 |
| PP |
1.6455 |
1.6417 |
| S1 |
1.6443 |
1.6410 |
|