CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6492 |
1.6571 |
0.0079 |
0.5% |
1.6673 |
| High |
1.6680 |
1.6609 |
-0.0071 |
-0.4% |
1.6720 |
| Low |
1.6485 |
1.6482 |
-0.0003 |
0.0% |
1.6389 |
| Close |
1.6554 |
1.6502 |
-0.0052 |
-0.3% |
1.6502 |
| Range |
0.0195 |
0.0127 |
-0.0068 |
-34.9% |
0.0331 |
| ATR |
0.0197 |
0.0192 |
-0.0005 |
-2.5% |
0.0000 |
| Volume |
115,981 |
94,840 |
-21,141 |
-18.2% |
540,004 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6912 |
1.6834 |
1.6572 |
|
| R3 |
1.6785 |
1.6707 |
1.6537 |
|
| R2 |
1.6658 |
1.6658 |
1.6525 |
|
| R1 |
1.6580 |
1.6580 |
1.6514 |
1.6556 |
| PP |
1.6531 |
1.6531 |
1.6531 |
1.6519 |
| S1 |
1.6453 |
1.6453 |
1.6490 |
1.6429 |
| S2 |
1.6404 |
1.6404 |
1.6479 |
|
| S3 |
1.6277 |
1.6326 |
1.6467 |
|
| S4 |
1.6150 |
1.6199 |
1.6432 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7530 |
1.7347 |
1.6684 |
|
| R3 |
1.7199 |
1.7016 |
1.6593 |
|
| R2 |
1.6868 |
1.6868 |
1.6563 |
|
| R1 |
1.6685 |
1.6685 |
1.6532 |
1.6611 |
| PP |
1.6537 |
1.6537 |
1.6537 |
1.6500 |
| S1 |
1.6354 |
1.6354 |
1.6472 |
1.6280 |
| S2 |
1.6206 |
1.6206 |
1.6441 |
|
| S3 |
1.5875 |
1.6023 |
1.6411 |
|
| S4 |
1.5544 |
1.5692 |
1.6320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6720 |
1.6389 |
0.0331 |
2.0% |
0.0175 |
1.1% |
34% |
False |
False |
108,000 |
| 10 |
1.7043 |
1.6389 |
0.0654 |
4.0% |
0.0189 |
1.1% |
17% |
False |
False |
116,811 |
| 20 |
1.7043 |
1.6307 |
0.0736 |
4.5% |
0.0184 |
1.1% |
26% |
False |
False |
106,097 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0196 |
1.2% |
49% |
False |
False |
101,825 |
| 60 |
1.7043 |
1.5507 |
0.1536 |
9.3% |
0.0222 |
1.3% |
65% |
False |
False |
78,372 |
| 80 |
1.7043 |
1.4446 |
0.2597 |
15.7% |
0.0202 |
1.2% |
79% |
False |
False |
58,831 |
| 100 |
1.7043 |
1.4180 |
0.2863 |
17.3% |
0.0181 |
1.1% |
81% |
False |
False |
47,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7149 |
|
2.618 |
1.6941 |
|
1.618 |
1.6814 |
|
1.000 |
1.6736 |
|
0.618 |
1.6687 |
|
HIGH |
1.6609 |
|
0.618 |
1.6560 |
|
0.500 |
1.6546 |
|
0.382 |
1.6531 |
|
LOW |
1.6482 |
|
0.618 |
1.6404 |
|
1.000 |
1.6355 |
|
1.618 |
1.6277 |
|
2.618 |
1.6150 |
|
4.250 |
1.5942 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6546 |
1.6535 |
| PP |
1.6531 |
1.6524 |
| S1 |
1.6517 |
1.6513 |
|