CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6461 |
1.6482 |
0.0021 |
0.1% |
1.6340 |
| High |
1.6585 |
1.6542 |
-0.0043 |
-0.3% |
1.6585 |
| Low |
1.6433 |
1.6388 |
-0.0045 |
-0.3% |
1.6307 |
| Close |
1.6518 |
1.6430 |
-0.0088 |
-0.5% |
1.6430 |
| Range |
0.0152 |
0.0154 |
0.0002 |
1.3% |
0.0278 |
| ATR |
0.0211 |
0.0207 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
97,930 |
103,980 |
6,050 |
6.2% |
454,701 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6915 |
1.6827 |
1.6515 |
|
| R3 |
1.6761 |
1.6673 |
1.6472 |
|
| R2 |
1.6607 |
1.6607 |
1.6458 |
|
| R1 |
1.6519 |
1.6519 |
1.6444 |
1.6486 |
| PP |
1.6453 |
1.6453 |
1.6453 |
1.6437 |
| S1 |
1.6365 |
1.6365 |
1.6416 |
1.6332 |
| S2 |
1.6299 |
1.6299 |
1.6402 |
|
| S3 |
1.6145 |
1.6211 |
1.6388 |
|
| S4 |
1.5991 |
1.6057 |
1.6345 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7275 |
1.7130 |
1.6583 |
|
| R3 |
1.6997 |
1.6852 |
1.6506 |
|
| R2 |
1.6719 |
1.6719 |
1.6481 |
|
| R1 |
1.6574 |
1.6574 |
1.6455 |
1.6647 |
| PP |
1.6441 |
1.6441 |
1.6441 |
1.6477 |
| S1 |
1.6296 |
1.6296 |
1.6405 |
1.6369 |
| S2 |
1.6163 |
1.6163 |
1.6379 |
|
| S3 |
1.5885 |
1.6018 |
1.6354 |
|
| S4 |
1.5607 |
1.5740 |
1.6277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6585 |
1.6307 |
0.0278 |
1.7% |
0.0181 |
1.1% |
44% |
False |
False |
90,940 |
| 10 |
1.6585 |
1.6030 |
0.0555 |
3.4% |
0.0172 |
1.0% |
72% |
False |
False |
87,070 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.6% |
0.0193 |
1.2% |
59% |
False |
False |
93,964 |
| 40 |
1.6742 |
1.5795 |
0.0947 |
5.8% |
0.0238 |
1.4% |
67% |
False |
False |
75,483 |
| 60 |
1.6742 |
1.4775 |
0.1967 |
12.0% |
0.0215 |
1.3% |
84% |
False |
False |
50,652 |
| 80 |
1.6742 |
1.4392 |
0.2350 |
14.3% |
0.0185 |
1.1% |
87% |
False |
False |
37,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7197 |
|
2.618 |
1.6945 |
|
1.618 |
1.6791 |
|
1.000 |
1.6696 |
|
0.618 |
1.6637 |
|
HIGH |
1.6542 |
|
0.618 |
1.6483 |
|
0.500 |
1.6465 |
|
0.382 |
1.6447 |
|
LOW |
1.6388 |
|
0.618 |
1.6293 |
|
1.000 |
1.6234 |
|
1.618 |
1.6139 |
|
2.618 |
1.5985 |
|
4.250 |
1.5734 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6465 |
1.6446 |
| PP |
1.6453 |
1.6441 |
| S1 |
1.6442 |
1.6435 |
|