CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6673 |
1.6479 |
-0.0194 |
-1.2% |
1.6724 |
| High |
1.6720 |
1.6522 |
-0.0198 |
-1.2% |
1.7043 |
| Low |
1.6429 |
1.6428 |
-0.0001 |
0.0% |
1.6649 |
| Close |
1.6460 |
1.6473 |
0.0013 |
0.1% |
1.6664 |
| Range |
0.0291 |
0.0094 |
-0.0197 |
-67.7% |
0.0394 |
| ATR |
0.0207 |
0.0199 |
-0.0008 |
-3.9% |
0.0000 |
| Volume |
127,462 |
114,780 |
-12,682 |
-9.9% |
628,107 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6756 |
1.6709 |
1.6525 |
|
| R3 |
1.6662 |
1.6615 |
1.6499 |
|
| R2 |
1.6568 |
1.6568 |
1.6490 |
|
| R1 |
1.6521 |
1.6521 |
1.6482 |
1.6498 |
| PP |
1.6474 |
1.6474 |
1.6474 |
1.6463 |
| S1 |
1.6427 |
1.6427 |
1.6464 |
1.6404 |
| S2 |
1.6380 |
1.6380 |
1.6456 |
|
| S3 |
1.6286 |
1.6333 |
1.6447 |
|
| S4 |
1.6192 |
1.6239 |
1.6421 |
|
|
| 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 |
1.6428 |
0.0615 |
3.7% |
0.0198 |
1.2% |
7% |
False |
True |
119,167 |
| 10 |
1.7043 |
1.6339 |
0.0704 |
4.3% |
0.0198 |
1.2% |
19% |
False |
False |
121,121 |
| 20 |
1.7043 |
1.6263 |
0.0780 |
4.7% |
0.0184 |
1.1% |
27% |
False |
False |
103,759 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0205 |
1.2% |
46% |
False |
False |
101,893 |
| 60 |
1.7043 |
1.5217 |
0.1826 |
11.1% |
0.0224 |
1.4% |
69% |
False |
False |
73,445 |
| 80 |
1.7043 |
1.4446 |
0.2597 |
15.8% |
0.0201 |
1.2% |
78% |
False |
False |
55,110 |
| 100 |
1.7043 |
1.4180 |
0.2863 |
17.4% |
0.0178 |
1.1% |
80% |
False |
False |
44,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6922 |
|
2.618 |
1.6768 |
|
1.618 |
1.6674 |
|
1.000 |
1.6616 |
|
0.618 |
1.6580 |
|
HIGH |
1.6522 |
|
0.618 |
1.6486 |
|
0.500 |
1.6475 |
|
0.382 |
1.6464 |
|
LOW |
1.6428 |
|
0.618 |
1.6370 |
|
1.000 |
1.6334 |
|
1.618 |
1.6276 |
|
2.618 |
1.6182 |
|
4.250 |
1.6029 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6475 |
1.6632 |
| PP |
1.6474 |
1.6579 |
| S1 |
1.6474 |
1.6526 |
|