CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6724 |
1.6932 |
0.0208 |
1.2% |
1.6441 |
| High |
1.6986 |
1.7004 |
0.0018 |
0.1% |
1.6733 |
| Low |
1.6694 |
1.6886 |
0.0192 |
1.2% |
1.6339 |
| Close |
1.6919 |
1.6920 |
0.0001 |
0.0% |
1.6687 |
| Range |
0.0292 |
0.0118 |
-0.0174 |
-59.6% |
0.0394 |
| ATR |
0.0206 |
0.0200 |
-0.0006 |
-3.1% |
0.0000 |
| Volume |
143,783 |
130,730 |
-13,053 |
-9.1% |
499,135 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7291 |
1.7223 |
1.6985 |
|
| R3 |
1.7173 |
1.7105 |
1.6952 |
|
| R2 |
1.7055 |
1.7055 |
1.6942 |
|
| R1 |
1.6987 |
1.6987 |
1.6931 |
1.6962 |
| PP |
1.6937 |
1.6937 |
1.6937 |
1.6924 |
| S1 |
1.6869 |
1.6869 |
1.6909 |
1.6844 |
| S2 |
1.6819 |
1.6819 |
1.6898 |
|
| S3 |
1.6701 |
1.6751 |
1.6888 |
|
| S4 |
1.6583 |
1.6633 |
1.6855 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7768 |
1.7622 |
1.6904 |
|
| R3 |
1.7374 |
1.7228 |
1.6795 |
|
| R2 |
1.6980 |
1.6980 |
1.6759 |
|
| R1 |
1.6834 |
1.6834 |
1.6723 |
1.6907 |
| PP |
1.6586 |
1.6586 |
1.6586 |
1.6623 |
| S1 |
1.6440 |
1.6440 |
1.6651 |
1.6513 |
| S2 |
1.6192 |
1.6192 |
1.6615 |
|
| S3 |
1.5798 |
1.6046 |
1.6579 |
|
| S4 |
1.5404 |
1.5652 |
1.6470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7004 |
1.6339 |
0.0665 |
3.9% |
0.0197 |
1.2% |
87% |
True |
False |
123,076 |
| 10 |
1.7004 |
1.6307 |
0.0697 |
4.1% |
0.0180 |
1.1% |
88% |
True |
False |
106,037 |
| 20 |
1.7004 |
1.5981 |
0.1023 |
6.0% |
0.0186 |
1.1% |
92% |
True |
False |
97,179 |
| 40 |
1.7004 |
1.5979 |
0.1025 |
6.1% |
0.0215 |
1.3% |
92% |
True |
False |
93,630 |
| 60 |
1.7004 |
1.5074 |
0.1930 |
11.4% |
0.0221 |
1.3% |
96% |
True |
False |
63,537 |
| 80 |
1.7004 |
1.4446 |
0.2558 |
15.1% |
0.0195 |
1.2% |
97% |
True |
False |
47,664 |
| 100 |
1.7004 |
1.3900 |
0.3104 |
18.3% |
0.0172 |
1.0% |
97% |
True |
False |
38,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7506 |
|
2.618 |
1.7313 |
|
1.618 |
1.7195 |
|
1.000 |
1.7122 |
|
0.618 |
1.7077 |
|
HIGH |
1.7004 |
|
0.618 |
1.6959 |
|
0.500 |
1.6945 |
|
0.382 |
1.6931 |
|
LOW |
1.6886 |
|
0.618 |
1.6813 |
|
1.000 |
1.6768 |
|
1.618 |
1.6695 |
|
2.618 |
1.6577 |
|
4.250 |
1.6385 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6945 |
1.6859 |
| PP |
1.6937 |
1.6799 |
| S1 |
1.6928 |
1.6738 |
|