CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6504 |
1.6499 |
-0.0005 |
0.0% |
1.6505 |
| High |
1.6627 |
1.6543 |
-0.0084 |
-0.5% |
1.6627 |
| Low |
1.6416 |
1.6391 |
-0.0025 |
-0.2% |
1.6273 |
| Close |
1.6480 |
1.6395 |
-0.0085 |
-0.5% |
1.6480 |
| Range |
0.0211 |
0.0152 |
-0.0059 |
-28.0% |
0.0354 |
| ATR |
0.0200 |
0.0196 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
79,835 |
96,587 |
16,752 |
21.0% |
472,322 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6899 |
1.6799 |
1.6479 |
|
| R3 |
1.6747 |
1.6647 |
1.6437 |
|
| R2 |
1.6595 |
1.6595 |
1.6423 |
|
| R1 |
1.6495 |
1.6495 |
1.6409 |
1.6469 |
| PP |
1.6443 |
1.6443 |
1.6443 |
1.6430 |
| S1 |
1.6343 |
1.6343 |
1.6381 |
1.6317 |
| S2 |
1.6291 |
1.6291 |
1.6367 |
|
| S3 |
1.6139 |
1.6191 |
1.6353 |
|
| S4 |
1.5987 |
1.6039 |
1.6311 |
|
|
| 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 |
1.6325 |
0.0302 |
1.8% |
0.0201 |
1.2% |
23% |
False |
False |
97,409 |
| 10 |
1.6680 |
1.6273 |
0.0407 |
2.5% |
0.0184 |
1.1% |
30% |
False |
False |
98,145 |
| 20 |
1.7043 |
1.6273 |
0.0770 |
4.7% |
0.0194 |
1.2% |
16% |
False |
False |
107,753 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0193 |
1.2% |
39% |
False |
False |
100,155 |
| 60 |
1.7043 |
1.5795 |
0.1248 |
7.6% |
0.0222 |
1.4% |
48% |
False |
False |
87,556 |
| 80 |
1.7043 |
1.4850 |
0.2193 |
13.4% |
0.0209 |
1.3% |
70% |
False |
False |
65,941 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
15.8% |
0.0188 |
1.1% |
75% |
False |
False |
52,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7189 |
|
2.618 |
1.6941 |
|
1.618 |
1.6789 |
|
1.000 |
1.6695 |
|
0.618 |
1.6637 |
|
HIGH |
1.6543 |
|
0.618 |
1.6485 |
|
0.500 |
1.6467 |
|
0.382 |
1.6449 |
|
LOW |
1.6391 |
|
0.618 |
1.6297 |
|
1.000 |
1.6239 |
|
1.618 |
1.6145 |
|
2.618 |
1.5993 |
|
4.250 |
1.5745 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6467 |
1.6509 |
| PP |
1.6443 |
1.6471 |
| S1 |
1.6419 |
1.6433 |
|