CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6936 |
1.6987 |
0.0051 |
0.3% |
1.6441 |
| High |
1.7043 |
1.7029 |
-0.0014 |
-0.1% |
1.6733 |
| Low |
1.6901 |
1.6750 |
-0.0151 |
-0.9% |
1.6339 |
| Close |
1.7018 |
1.6774 |
-0.0244 |
-1.4% |
1.6687 |
| Range |
0.0142 |
0.0279 |
0.0137 |
96.5% |
0.0394 |
| ATR |
0.0196 |
0.0202 |
0.0006 |
3.0% |
0.0000 |
| Volume |
102,748 |
111,791 |
9,043 |
8.8% |
499,135 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7688 |
1.7510 |
1.6927 |
|
| R3 |
1.7409 |
1.7231 |
1.6851 |
|
| R2 |
1.7130 |
1.7130 |
1.6825 |
|
| R1 |
1.6952 |
1.6952 |
1.6800 |
1.6902 |
| PP |
1.6851 |
1.6851 |
1.6851 |
1.6826 |
| S1 |
1.6673 |
1.6673 |
1.6748 |
1.6623 |
| S2 |
1.6572 |
1.6572 |
1.6723 |
|
| S3 |
1.6293 |
1.6394 |
1.6697 |
|
| S4 |
1.6014 |
1.6115 |
1.6621 |
|
|
| 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 |
1.6472 |
0.0571 |
3.4% |
0.0218 |
1.3% |
53% |
False |
False |
120,271 |
| 10 |
1.7043 |
1.6339 |
0.0704 |
4.2% |
0.0187 |
1.1% |
62% |
False |
False |
109,216 |
| 20 |
1.7043 |
1.6030 |
0.1013 |
6.0% |
0.0181 |
1.1% |
73% |
False |
False |
98,503 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.3% |
0.0210 |
1.3% |
75% |
False |
False |
97,807 |
| 60 |
1.7043 |
1.5074 |
0.1969 |
11.7% |
0.0223 |
1.3% |
86% |
False |
False |
67,103 |
| 80 |
1.7043 |
1.4446 |
0.2597 |
15.5% |
0.0198 |
1.2% |
90% |
False |
False |
50,345 |
| 100 |
1.7043 |
1.3900 |
0.3143 |
18.7% |
0.0176 |
1.0% |
91% |
False |
False |
40,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8215 |
|
2.618 |
1.7759 |
|
1.618 |
1.7480 |
|
1.000 |
1.7308 |
|
0.618 |
1.7201 |
|
HIGH |
1.7029 |
|
0.618 |
1.6922 |
|
0.500 |
1.6890 |
|
0.382 |
1.6857 |
|
LOW |
1.6750 |
|
0.618 |
1.6578 |
|
1.000 |
1.6471 |
|
1.618 |
1.6299 |
|
2.618 |
1.6020 |
|
4.250 |
1.5564 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6890 |
1.6897 |
| PP |
1.6851 |
1.6856 |
| S1 |
1.6813 |
1.6815 |
|