CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6449 |
1.6461 |
0.0012 |
0.1% |
1.6184 |
| High |
1.6505 |
1.6585 |
0.0080 |
0.5% |
1.6500 |
| Low |
1.6307 |
1.6433 |
0.0126 |
0.8% |
1.6030 |
| Close |
1.6462 |
1.6518 |
0.0056 |
0.3% |
1.6378 |
| Range |
0.0198 |
0.0152 |
-0.0046 |
-23.2% |
0.0470 |
| ATR |
0.0216 |
0.0211 |
-0.0005 |
-2.1% |
0.0000 |
| Volume |
84,813 |
97,930 |
13,117 |
15.5% |
416,006 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6968 |
1.6895 |
1.6602 |
|
| R3 |
1.6816 |
1.6743 |
1.6560 |
|
| R2 |
1.6664 |
1.6664 |
1.6546 |
|
| R1 |
1.6591 |
1.6591 |
1.6532 |
1.6628 |
| PP |
1.6512 |
1.6512 |
1.6512 |
1.6530 |
| S1 |
1.6439 |
1.6439 |
1.6504 |
1.6476 |
| S2 |
1.6360 |
1.6360 |
1.6490 |
|
| S3 |
1.6208 |
1.6287 |
1.6476 |
|
| S4 |
1.6056 |
1.6135 |
1.6434 |
|
|
| 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 |
1.6585 |
1.6263 |
0.0322 |
1.9% |
0.0185 |
1.1% |
79% |
True |
False |
85,864 |
| 10 |
1.6585 |
1.6030 |
0.0555 |
3.4% |
0.0176 |
1.1% |
88% |
True |
False |
87,790 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.6% |
0.0198 |
1.2% |
71% |
False |
False |
94,120 |
| 40 |
1.6742 |
1.5795 |
0.0947 |
5.7% |
0.0238 |
1.4% |
76% |
False |
False |
72,905 |
| 60 |
1.6742 |
1.4688 |
0.2054 |
12.4% |
0.0214 |
1.3% |
89% |
False |
False |
48,920 |
| 80 |
1.6742 |
1.4248 |
0.2494 |
15.1% |
0.0185 |
1.1% |
91% |
False |
False |
36,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7231 |
|
2.618 |
1.6983 |
|
1.618 |
1.6831 |
|
1.000 |
1.6737 |
|
0.618 |
1.6679 |
|
HIGH |
1.6585 |
|
0.618 |
1.6527 |
|
0.500 |
1.6509 |
|
0.382 |
1.6491 |
|
LOW |
1.6433 |
|
0.618 |
1.6339 |
|
1.000 |
1.6281 |
|
1.618 |
1.6187 |
|
2.618 |
1.6035 |
|
4.250 |
1.5787 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6515 |
1.6494 |
| PP |
1.6512 |
1.6470 |
| S1 |
1.6509 |
1.6446 |
|