CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6778 |
1.6673 |
-0.0105 |
-0.6% |
1.6724 |
| High |
1.6835 |
1.6720 |
-0.0115 |
-0.7% |
1.7043 |
| Low |
1.6649 |
1.6429 |
-0.0220 |
-1.3% |
1.6649 |
| Close |
1.6664 |
1.6460 |
-0.0204 |
-1.2% |
1.6664 |
| Range |
0.0186 |
0.0291 |
0.0105 |
56.5% |
0.0394 |
| ATR |
0.0200 |
0.0207 |
0.0006 |
3.2% |
0.0000 |
| Volume |
139,055 |
127,462 |
-11,593 |
-8.3% |
628,107 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7409 |
1.7226 |
1.6620 |
|
| R3 |
1.7118 |
1.6935 |
1.6540 |
|
| R2 |
1.6827 |
1.6827 |
1.6513 |
|
| R1 |
1.6644 |
1.6644 |
1.6487 |
1.6590 |
| PP |
1.6536 |
1.6536 |
1.6536 |
1.6510 |
| S1 |
1.6353 |
1.6353 |
1.6433 |
1.6299 |
| S2 |
1.6245 |
1.6245 |
1.6407 |
|
| S3 |
1.5954 |
1.6062 |
1.6380 |
|
| S4 |
1.5663 |
1.5771 |
1.6300 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7967 |
1.7710 |
1.6881 |
|
| R3 |
1.7573 |
1.7316 |
1.6772 |
|
| R2 |
1.7179 |
1.7179 |
1.6736 |
|
| R1 |
1.6922 |
1.6922 |
1.6700 |
1.6854 |
| PP |
1.6785 |
1.6785 |
1.6785 |
1.6751 |
| S1 |
1.6528 |
1.6528 |
1.6628 |
1.6460 |
| S2 |
1.6391 |
1.6391 |
1.6592 |
|
| S3 |
1.5997 |
1.6134 |
1.6556 |
|
| S4 |
1.5603 |
1.5740 |
1.6447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7043 |
1.6429 |
0.0614 |
3.7% |
0.0203 |
1.2% |
5% |
False |
True |
122,357 |
| 10 |
1.7043 |
1.6339 |
0.0704 |
4.3% |
0.0205 |
1.2% |
17% |
False |
False |
117,361 |
| 20 |
1.7043 |
1.6225 |
0.0818 |
5.0% |
0.0185 |
1.1% |
29% |
False |
False |
102,158 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0208 |
1.3% |
45% |
False |
False |
101,111 |
| 60 |
1.7043 |
1.5157 |
0.1886 |
11.5% |
0.0225 |
1.4% |
69% |
False |
False |
71,533 |
| 80 |
1.7043 |
1.4446 |
0.2597 |
15.8% |
0.0200 |
1.2% |
78% |
False |
False |
53,676 |
| 100 |
1.7043 |
1.4180 |
0.2863 |
17.4% |
0.0177 |
1.1% |
80% |
False |
False |
42,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7957 |
|
2.618 |
1.7482 |
|
1.618 |
1.7191 |
|
1.000 |
1.7011 |
|
0.618 |
1.6900 |
|
HIGH |
1.6720 |
|
0.618 |
1.6609 |
|
0.500 |
1.6575 |
|
0.382 |
1.6540 |
|
LOW |
1.6429 |
|
0.618 |
1.6249 |
|
1.000 |
1.6138 |
|
1.618 |
1.5958 |
|
2.618 |
1.5667 |
|
4.250 |
1.5192 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6575 |
1.6729 |
| PP |
1.6536 |
1.6639 |
| S1 |
1.6498 |
1.6550 |
|