CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6421 |
1.6370 |
-0.0051 |
-0.3% |
1.6340 |
| High |
1.6468 |
1.6527 |
0.0059 |
0.4% |
1.6585 |
| Low |
1.6344 |
1.6339 |
-0.0005 |
0.0% |
1.6307 |
| Close |
1.6356 |
1.6489 |
0.0133 |
0.8% |
1.6430 |
| Range |
0.0124 |
0.0188 |
0.0064 |
51.6% |
0.0278 |
| ATR |
0.0195 |
0.0194 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
104,618 |
123,944 |
19,326 |
18.5% |
454,701 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7016 |
1.6940 |
1.6592 |
|
| R3 |
1.6828 |
1.6752 |
1.6541 |
|
| R2 |
1.6640 |
1.6640 |
1.6523 |
|
| R1 |
1.6564 |
1.6564 |
1.6506 |
1.6602 |
| PP |
1.6452 |
1.6452 |
1.6452 |
1.6471 |
| S1 |
1.6376 |
1.6376 |
1.6472 |
1.6414 |
| S2 |
1.6264 |
1.6264 |
1.6455 |
|
| S3 |
1.6076 |
1.6188 |
1.6437 |
|
| S4 |
1.5888 |
1.6000 |
1.6386 |
|
|
| 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 |
1.6556 |
1.6339 |
0.0217 |
1.3% |
0.0155 |
0.9% |
69% |
False |
True |
98,161 |
| 10 |
1.6585 |
1.6263 |
0.0322 |
2.0% |
0.0170 |
1.0% |
70% |
False |
False |
92,013 |
| 20 |
1.6585 |
1.5981 |
0.0604 |
3.7% |
0.0182 |
1.1% |
84% |
False |
False |
93,448 |
| 40 |
1.6742 |
1.5795 |
0.0947 |
5.7% |
0.0222 |
1.3% |
73% |
False |
False |
84,812 |
| 60 |
1.6742 |
1.4968 |
0.1774 |
10.8% |
0.0217 |
1.3% |
86% |
False |
False |
57,098 |
| 80 |
1.6742 |
1.4446 |
0.2296 |
13.9% |
0.0190 |
1.2% |
89% |
False |
False |
42,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7326 |
|
2.618 |
1.7019 |
|
1.618 |
1.6831 |
|
1.000 |
1.6715 |
|
0.618 |
1.6643 |
|
HIGH |
1.6527 |
|
0.618 |
1.6455 |
|
0.500 |
1.6433 |
|
0.382 |
1.6411 |
|
LOW |
1.6339 |
|
0.618 |
1.6223 |
|
1.000 |
1.6151 |
|
1.618 |
1.6035 |
|
2.618 |
1.5847 |
|
4.250 |
1.5540 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6470 |
1.6475 |
| PP |
1.6452 |
1.6461 |
| S1 |
1.6433 |
1.6448 |
|