CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6543 |
1.6449 |
-0.0094 |
-0.6% |
1.6184 |
| High |
1.6550 |
1.6505 |
-0.0045 |
-0.3% |
1.6500 |
| Low |
1.6382 |
1.6307 |
-0.0075 |
-0.5% |
1.6030 |
| Close |
1.6432 |
1.6462 |
0.0030 |
0.2% |
1.6378 |
| Range |
0.0168 |
0.0198 |
0.0030 |
17.9% |
0.0470 |
| ATR |
0.0217 |
0.0216 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
90,639 |
84,813 |
-5,826 |
-6.4% |
416,006 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7019 |
1.6938 |
1.6571 |
|
| R3 |
1.6821 |
1.6740 |
1.6516 |
|
| R2 |
1.6623 |
1.6623 |
1.6498 |
|
| R1 |
1.6542 |
1.6542 |
1.6480 |
1.6583 |
| PP |
1.6425 |
1.6425 |
1.6425 |
1.6445 |
| S1 |
1.6344 |
1.6344 |
1.6444 |
1.6385 |
| S2 |
1.6227 |
1.6227 |
1.6426 |
|
| S3 |
1.6029 |
1.6146 |
1.6408 |
|
| S4 |
1.5831 |
1.5948 |
1.6353 |
|
|
| 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% |
0.0184 |
1.1% |
68% |
False |
False |
84,246 |
| 10 |
1.6557 |
1.6026 |
0.0531 |
3.2% |
0.0196 |
1.2% |
82% |
False |
False |
88,103 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.6% |
0.0202 |
1.2% |
63% |
False |
False |
94,659 |
| 40 |
1.6742 |
1.5795 |
0.0947 |
5.8% |
0.0238 |
1.4% |
70% |
False |
False |
70,585 |
| 60 |
1.6742 |
1.4564 |
0.2178 |
13.2% |
0.0213 |
1.3% |
87% |
False |
False |
47,288 |
| 80 |
1.6742 |
1.4180 |
0.2562 |
15.6% |
0.0184 |
1.1% |
89% |
False |
False |
35,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7347 |
|
2.618 |
1.7023 |
|
1.618 |
1.6825 |
|
1.000 |
1.6703 |
|
0.618 |
1.6627 |
|
HIGH |
1.6505 |
|
0.618 |
1.6429 |
|
0.500 |
1.6406 |
|
0.382 |
1.6383 |
|
LOW |
1.6307 |
|
0.618 |
1.6185 |
|
1.000 |
1.6109 |
|
1.618 |
1.5987 |
|
2.618 |
1.5789 |
|
4.250 |
1.5466 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6443 |
1.6452 |
| PP |
1.6425 |
1.6442 |
| S1 |
1.6406 |
1.6432 |
|