CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6479 |
1.6475 |
-0.0004 |
0.0% |
1.6724 |
| High |
1.6522 |
1.6559 |
0.0037 |
0.2% |
1.7043 |
| Low |
1.6428 |
1.6389 |
-0.0039 |
-0.2% |
1.6649 |
| Close |
1.6473 |
1.6517 |
0.0044 |
0.3% |
1.6664 |
| Range |
0.0094 |
0.0170 |
0.0076 |
80.9% |
0.0394 |
| ATR |
0.0199 |
0.0197 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
114,780 |
86,941 |
-27,839 |
-24.3% |
628,107 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6998 |
1.6928 |
1.6611 |
|
| R3 |
1.6828 |
1.6758 |
1.6564 |
|
| R2 |
1.6658 |
1.6658 |
1.6548 |
|
| R1 |
1.6588 |
1.6588 |
1.6533 |
1.6623 |
| PP |
1.6488 |
1.6488 |
1.6488 |
1.6506 |
| S1 |
1.6418 |
1.6418 |
1.6501 |
1.6453 |
| S2 |
1.6318 |
1.6318 |
1.6486 |
|
| S3 |
1.6148 |
1.6248 |
1.6470 |
|
| S4 |
1.5978 |
1.6078 |
1.6424 |
|
|
| 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 |
1.7029 |
1.6389 |
0.0640 |
3.9% |
0.0204 |
1.2% |
20% |
False |
True |
116,005 |
| 10 |
1.7043 |
1.6339 |
0.0704 |
4.3% |
0.0202 |
1.2% |
25% |
False |
False |
119,354 |
| 20 |
1.7043 |
1.6263 |
0.0780 |
4.7% |
0.0184 |
1.1% |
33% |
False |
False |
103,978 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0202 |
1.2% |
50% |
False |
False |
101,738 |
| 60 |
1.7043 |
1.5320 |
0.1723 |
10.4% |
0.0225 |
1.4% |
69% |
False |
False |
74,893 |
| 80 |
1.7043 |
1.4446 |
0.2597 |
15.7% |
0.0201 |
1.2% |
80% |
False |
False |
56,197 |
| 100 |
1.7043 |
1.4180 |
0.2863 |
17.3% |
0.0179 |
1.1% |
82% |
False |
False |
44,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7282 |
|
2.618 |
1.7004 |
|
1.618 |
1.6834 |
|
1.000 |
1.6729 |
|
0.618 |
1.6664 |
|
HIGH |
1.6559 |
|
0.618 |
1.6494 |
|
0.500 |
1.6474 |
|
0.382 |
1.6454 |
|
LOW |
1.6389 |
|
0.618 |
1.6284 |
|
1.000 |
1.6219 |
|
1.618 |
1.6114 |
|
2.618 |
1.5944 |
|
4.250 |
1.5667 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6503 |
1.6555 |
| PP |
1.6488 |
1.6542 |
| S1 |
1.6474 |
1.6530 |
|