CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6571 |
1.6505 |
-0.0066 |
-0.4% |
1.6673 |
| High |
1.6609 |
1.6521 |
-0.0088 |
-0.5% |
1.6720 |
| Low |
1.6482 |
1.6273 |
-0.0209 |
-1.3% |
1.6389 |
| Close |
1.6502 |
1.6338 |
-0.0164 |
-1.0% |
1.6502 |
| Range |
0.0127 |
0.0248 |
0.0121 |
95.3% |
0.0331 |
| ATR |
0.0192 |
0.0196 |
0.0004 |
2.1% |
0.0000 |
| Volume |
94,840 |
81,861 |
-12,979 |
-13.7% |
540,004 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7121 |
1.6978 |
1.6474 |
|
| R3 |
1.6873 |
1.6730 |
1.6406 |
|
| R2 |
1.6625 |
1.6625 |
1.6383 |
|
| R1 |
1.6482 |
1.6482 |
1.6361 |
1.6430 |
| PP |
1.6377 |
1.6377 |
1.6377 |
1.6351 |
| S1 |
1.6234 |
1.6234 |
1.6315 |
1.6182 |
| S2 |
1.6129 |
1.6129 |
1.6293 |
|
| S3 |
1.5881 |
1.5986 |
1.6270 |
|
| S4 |
1.5633 |
1.5738 |
1.6202 |
|
|
| 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 |
1.6680 |
1.6273 |
0.0407 |
2.5% |
0.0167 |
1.0% |
16% |
False |
True |
98,880 |
| 10 |
1.7043 |
1.6273 |
0.0770 |
4.7% |
0.0185 |
1.1% |
8% |
False |
True |
110,618 |
| 20 |
1.7043 |
1.6273 |
0.0770 |
4.7% |
0.0185 |
1.1% |
8% |
False |
True |
106,323 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0196 |
1.2% |
34% |
False |
False |
100,909 |
| 60 |
1.7043 |
1.5766 |
0.1277 |
7.8% |
0.0220 |
1.3% |
45% |
False |
False |
79,666 |
| 80 |
1.7043 |
1.4550 |
0.2493 |
15.3% |
0.0203 |
1.2% |
72% |
False |
False |
59,854 |
| 100 |
1.7043 |
1.4180 |
0.2863 |
17.5% |
0.0183 |
1.1% |
75% |
False |
False |
47,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7575 |
|
2.618 |
1.7170 |
|
1.618 |
1.6922 |
|
1.000 |
1.6769 |
|
0.618 |
1.6674 |
|
HIGH |
1.6521 |
|
0.618 |
1.6426 |
|
0.500 |
1.6397 |
|
0.382 |
1.6368 |
|
LOW |
1.6273 |
|
0.618 |
1.6120 |
|
1.000 |
1.6025 |
|
1.618 |
1.5872 |
|
2.618 |
1.5624 |
|
4.250 |
1.5219 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6397 |
1.6477 |
| PP |
1.6377 |
1.6430 |
| S1 |
1.6358 |
1.6384 |
|