CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6233 |
1.6273 |
0.0040 |
0.2% |
1.6499 |
| High |
1.6305 |
1.6383 |
0.0078 |
0.5% |
1.6543 |
| Low |
1.6152 |
1.6256 |
0.0104 |
0.6% |
1.6152 |
| Close |
1.6285 |
1.6269 |
-0.0016 |
-0.1% |
1.6269 |
| Range |
0.0153 |
0.0127 |
-0.0026 |
-17.0% |
0.0391 |
| ATR |
0.0188 |
0.0184 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
104,778 |
100,556 |
-4,222 |
-4.0% |
452,555 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6684 |
1.6603 |
1.6339 |
|
| R3 |
1.6557 |
1.6476 |
1.6304 |
|
| R2 |
1.6430 |
1.6430 |
1.6292 |
|
| R1 |
1.6349 |
1.6349 |
1.6281 |
1.6326 |
| PP |
1.6303 |
1.6303 |
1.6303 |
1.6291 |
| S1 |
1.6222 |
1.6222 |
1.6257 |
1.6199 |
| S2 |
1.6176 |
1.6176 |
1.6246 |
|
| S3 |
1.6049 |
1.6095 |
1.6234 |
|
| S4 |
1.5922 |
1.5968 |
1.6199 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7494 |
1.7273 |
1.6484 |
|
| R3 |
1.7103 |
1.6882 |
1.6377 |
|
| R2 |
1.6712 |
1.6712 |
1.6341 |
|
| R1 |
1.6491 |
1.6491 |
1.6305 |
1.6406 |
| PP |
1.6321 |
1.6321 |
1.6321 |
1.6279 |
| S1 |
1.6100 |
1.6100 |
1.6233 |
1.6015 |
| S2 |
1.5930 |
1.5930 |
1.6197 |
|
| S3 |
1.5539 |
1.5709 |
1.6161 |
|
| S4 |
1.5148 |
1.5318 |
1.6054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6543 |
1.6152 |
0.0391 |
2.4% |
0.0149 |
0.9% |
30% |
False |
False |
90,511 |
| 10 |
1.6627 |
1.6152 |
0.0475 |
2.9% |
0.0184 |
1.1% |
25% |
False |
False |
92,487 |
| 20 |
1.7043 |
1.6152 |
0.0891 |
5.5% |
0.0187 |
1.1% |
13% |
False |
False |
104,649 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0187 |
1.1% |
27% |
False |
False |
99,525 |
| 60 |
1.7043 |
1.5795 |
0.1248 |
7.7% |
0.0209 |
1.3% |
38% |
False |
False |
93,132 |
| 80 |
1.7043 |
1.4968 |
0.2075 |
12.8% |
0.0211 |
1.3% |
63% |
False |
False |
70,389 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
16.0% |
0.0190 |
1.2% |
70% |
False |
False |
56,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6923 |
|
2.618 |
1.6715 |
|
1.618 |
1.6588 |
|
1.000 |
1.6510 |
|
0.618 |
1.6461 |
|
HIGH |
1.6383 |
|
0.618 |
1.6334 |
|
0.500 |
1.6320 |
|
0.382 |
1.6305 |
|
LOW |
1.6256 |
|
0.618 |
1.6178 |
|
1.000 |
1.6129 |
|
1.618 |
1.6051 |
|
2.618 |
1.5924 |
|
4.250 |
1.5716 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6320 |
1.6269 |
| PP |
1.6303 |
1.6268 |
| S1 |
1.6286 |
1.6268 |
|