CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6540 |
1.6504 |
-0.0036 |
-0.2% |
1.6505 |
| High |
1.6608 |
1.6627 |
0.0019 |
0.1% |
1.6627 |
| Low |
1.6450 |
1.6416 |
-0.0034 |
-0.2% |
1.6273 |
| Close |
1.6506 |
1.6480 |
-0.0026 |
-0.2% |
1.6480 |
| Range |
0.0158 |
0.0211 |
0.0053 |
33.5% |
0.0354 |
| ATR |
0.0199 |
0.0200 |
0.0001 |
0.4% |
0.0000 |
| Volume |
119,567 |
79,835 |
-39,732 |
-33.2% |
472,322 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7141 |
1.7021 |
1.6596 |
|
| R3 |
1.6930 |
1.6810 |
1.6538 |
|
| R2 |
1.6719 |
1.6719 |
1.6519 |
|
| R1 |
1.6599 |
1.6599 |
1.6499 |
1.6554 |
| PP |
1.6508 |
1.6508 |
1.6508 |
1.6485 |
| S1 |
1.6388 |
1.6388 |
1.6461 |
1.6343 |
| S2 |
1.6297 |
1.6297 |
1.6441 |
|
| S3 |
1.6086 |
1.6177 |
1.6422 |
|
| S4 |
1.5875 |
1.5966 |
1.6364 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7522 |
1.7355 |
1.6675 |
|
| R3 |
1.7168 |
1.7001 |
1.6577 |
|
| R2 |
1.6814 |
1.6814 |
1.6545 |
|
| R1 |
1.6647 |
1.6647 |
1.6512 |
1.6554 |
| PP |
1.6460 |
1.6460 |
1.6460 |
1.6413 |
| S1 |
1.6293 |
1.6293 |
1.6448 |
1.6200 |
| S2 |
1.6106 |
1.6106 |
1.6415 |
|
| S3 |
1.5752 |
1.5939 |
1.6383 |
|
| S4 |
1.5398 |
1.5585 |
1.6285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6627 |
1.6273 |
0.0354 |
2.1% |
0.0220 |
1.3% |
58% |
True |
False |
94,464 |
| 10 |
1.6720 |
1.6273 |
0.0447 |
2.7% |
0.0198 |
1.2% |
46% |
False |
False |
101,232 |
| 20 |
1.7043 |
1.6273 |
0.0770 |
4.7% |
0.0194 |
1.2% |
27% |
False |
False |
106,978 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0194 |
1.2% |
47% |
False |
False |
100,471 |
| 60 |
1.7043 |
1.5795 |
0.1248 |
7.6% |
0.0223 |
1.4% |
55% |
False |
False |
85,981 |
| 80 |
1.7043 |
1.4775 |
0.2268 |
13.8% |
0.0210 |
1.3% |
75% |
False |
False |
64,734 |
| 100 |
1.7043 |
1.4392 |
0.2651 |
16.1% |
0.0187 |
1.1% |
79% |
False |
False |
51,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7524 |
|
2.618 |
1.7179 |
|
1.618 |
1.6968 |
|
1.000 |
1.6838 |
|
0.618 |
1.6757 |
|
HIGH |
1.6627 |
|
0.618 |
1.6546 |
|
0.500 |
1.6522 |
|
0.382 |
1.6497 |
|
LOW |
1.6416 |
|
0.618 |
1.6286 |
|
1.000 |
1.6205 |
|
1.618 |
1.6075 |
|
2.618 |
1.5864 |
|
4.250 |
1.5519 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6522 |
1.6500 |
| PP |
1.6508 |
1.6493 |
| S1 |
1.6494 |
1.6487 |
|