CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6932 |
1.6936 |
0.0004 |
0.0% |
1.6441 |
| High |
1.7004 |
1.7043 |
0.0039 |
0.2% |
1.6733 |
| Low |
1.6886 |
1.6901 |
0.0015 |
0.1% |
1.6339 |
| Close |
1.6920 |
1.7018 |
0.0098 |
0.6% |
1.6687 |
| Range |
0.0118 |
0.0142 |
0.0024 |
20.3% |
0.0394 |
| ATR |
0.0200 |
0.0196 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
130,730 |
102,748 |
-27,982 |
-21.4% |
499,135 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7413 |
1.7358 |
1.7096 |
|
| R3 |
1.7271 |
1.7216 |
1.7057 |
|
| R2 |
1.7129 |
1.7129 |
1.7044 |
|
| R1 |
1.7074 |
1.7074 |
1.7031 |
1.7102 |
| PP |
1.6987 |
1.6987 |
1.6987 |
1.7001 |
| S1 |
1.6932 |
1.6932 |
1.7005 |
1.6960 |
| S2 |
1.6845 |
1.6845 |
1.6992 |
|
| S3 |
1.6703 |
1.6790 |
1.6979 |
|
| S4 |
1.6561 |
1.6648 |
1.6940 |
|
|
| 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 |
1.7043 |
1.6339 |
0.0704 |
4.1% |
0.0200 |
1.2% |
96% |
True |
False |
122,702 |
| 10 |
1.7043 |
1.6339 |
0.0704 |
4.1% |
0.0174 |
1.0% |
96% |
True |
False |
107,830 |
| 20 |
1.7043 |
1.6026 |
0.1017 |
6.0% |
0.0185 |
1.1% |
98% |
True |
False |
97,966 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.2% |
0.0209 |
1.2% |
98% |
True |
False |
95,675 |
| 60 |
1.7043 |
1.5074 |
0.1969 |
11.6% |
0.0221 |
1.3% |
99% |
True |
False |
65,241 |
| 80 |
1.7043 |
1.4446 |
0.2597 |
15.3% |
0.0195 |
1.1% |
99% |
True |
False |
48,948 |
| 100 |
1.7043 |
1.3900 |
0.3143 |
18.5% |
0.0173 |
1.0% |
99% |
True |
False |
39,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7647 |
|
2.618 |
1.7415 |
|
1.618 |
1.7273 |
|
1.000 |
1.7185 |
|
0.618 |
1.7131 |
|
HIGH |
1.7043 |
|
0.618 |
1.6989 |
|
0.500 |
1.6972 |
|
0.382 |
1.6955 |
|
LOW |
1.6901 |
|
0.618 |
1.6813 |
|
1.000 |
1.6759 |
|
1.618 |
1.6671 |
|
2.618 |
1.6529 |
|
4.250 |
1.6298 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.7003 |
1.6968 |
| PP |
1.6987 |
1.6918 |
| S1 |
1.6972 |
1.6869 |
|