CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6335 |
1.6558 |
0.0223 |
1.4% |
1.6673 |
| High |
1.6588 |
1.6593 |
0.0005 |
0.0% |
1.6720 |
| Low |
1.6325 |
1.6373 |
0.0048 |
0.3% |
1.6389 |
| Close |
1.6569 |
1.6542 |
-0.0027 |
-0.2% |
1.6502 |
| Range |
0.0263 |
0.0220 |
-0.0043 |
-16.3% |
0.0331 |
| ATR |
0.0201 |
0.0202 |
0.0001 |
0.7% |
0.0000 |
| Volume |
87,969 |
103,090 |
15,121 |
17.2% |
540,004 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7163 |
1.7072 |
1.6663 |
|
| R3 |
1.6943 |
1.6852 |
1.6603 |
|
| R2 |
1.6723 |
1.6723 |
1.6582 |
|
| R1 |
1.6632 |
1.6632 |
1.6562 |
1.6568 |
| PP |
1.6503 |
1.6503 |
1.6503 |
1.6470 |
| S1 |
1.6412 |
1.6412 |
1.6522 |
1.6348 |
| S2 |
1.6283 |
1.6283 |
1.6502 |
|
| S3 |
1.6063 |
1.6192 |
1.6482 |
|
| S4 |
1.5843 |
1.5972 |
1.6421 |
|
|
| 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% |
0.0211 |
1.3% |
66% |
False |
False |
96,748 |
| 10 |
1.7029 |
1.6273 |
0.0756 |
4.6% |
0.0207 |
1.3% |
36% |
False |
False |
106,377 |
| 20 |
1.7043 |
1.6273 |
0.0770 |
4.7% |
0.0191 |
1.2% |
35% |
False |
False |
107,103 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0196 |
1.2% |
53% |
False |
False |
100,881 |
| 60 |
1.7043 |
1.5795 |
0.1248 |
7.5% |
0.0222 |
1.3% |
60% |
False |
False |
82,758 |
| 80 |
1.7043 |
1.4564 |
0.2479 |
15.0% |
0.0208 |
1.3% |
80% |
False |
False |
62,242 |
| 100 |
1.7043 |
1.4180 |
0.2863 |
17.3% |
0.0186 |
1.1% |
83% |
False |
False |
49,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7528 |
|
2.618 |
1.7169 |
|
1.618 |
1.6949 |
|
1.000 |
1.6813 |
|
0.618 |
1.6729 |
|
HIGH |
1.6593 |
|
0.618 |
1.6509 |
|
0.500 |
1.6483 |
|
0.382 |
1.6457 |
|
LOW |
1.6373 |
|
0.618 |
1.6237 |
|
1.000 |
1.6153 |
|
1.618 |
1.6017 |
|
2.618 |
1.5797 |
|
4.250 |
1.5438 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6522 |
1.6506 |
| PP |
1.6503 |
1.6469 |
| S1 |
1.6483 |
1.6433 |
|