CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6269 |
1.6287 |
0.0018 |
0.1% |
1.6499 |
| High |
1.6329 |
1.6375 |
0.0046 |
0.3% |
1.6543 |
| Low |
1.6182 |
1.6112 |
-0.0070 |
-0.4% |
1.6152 |
| Close |
1.6266 |
1.6163 |
-0.0103 |
-0.6% |
1.6269 |
| Range |
0.0147 |
0.0263 |
0.0116 |
78.9% |
0.0391 |
| ATR |
0.0181 |
0.0187 |
0.0006 |
3.2% |
0.0000 |
| Volume |
90,629 |
68,543 |
-22,086 |
-24.4% |
452,555 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7006 |
1.6847 |
1.6308 |
|
| R3 |
1.6743 |
1.6584 |
1.6235 |
|
| R2 |
1.6480 |
1.6480 |
1.6211 |
|
| R1 |
1.6321 |
1.6321 |
1.6187 |
1.6269 |
| PP |
1.6217 |
1.6217 |
1.6217 |
1.6191 |
| S1 |
1.6058 |
1.6058 |
1.6139 |
1.6006 |
| S2 |
1.5954 |
1.5954 |
1.6115 |
|
| S3 |
1.5691 |
1.5795 |
1.6091 |
|
| S4 |
1.5428 |
1.5532 |
1.6018 |
|
|
| 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 |
1.6383 |
1.6112 |
0.0271 |
1.7% |
0.0177 |
1.1% |
19% |
False |
True |
88,598 |
| 10 |
1.6627 |
1.6112 |
0.0515 |
3.2% |
0.0174 |
1.1% |
10% |
False |
True |
91,421 |
| 20 |
1.7043 |
1.6112 |
0.0931 |
5.8% |
0.0187 |
1.2% |
5% |
False |
True |
98,882 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.6% |
0.0187 |
1.2% |
17% |
False |
False |
98,031 |
| 60 |
1.7043 |
1.5979 |
0.1064 |
6.6% |
0.0205 |
1.3% |
17% |
False |
False |
95,381 |
| 80 |
1.7043 |
1.5074 |
0.1969 |
12.2% |
0.0212 |
1.3% |
55% |
False |
False |
72,373 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
16.1% |
0.0194 |
1.2% |
66% |
False |
False |
57,908 |
| 120 |
1.7043 |
1.3900 |
0.3143 |
19.4% |
0.0174 |
1.1% |
72% |
False |
False |
48,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7493 |
|
2.618 |
1.7064 |
|
1.618 |
1.6801 |
|
1.000 |
1.6638 |
|
0.618 |
1.6538 |
|
HIGH |
1.6375 |
|
0.618 |
1.6275 |
|
0.500 |
1.6244 |
|
0.382 |
1.6212 |
|
LOW |
1.6112 |
|
0.618 |
1.5949 |
|
1.000 |
1.5849 |
|
1.618 |
1.5686 |
|
2.618 |
1.5423 |
|
4.250 |
1.4994 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6244 |
1.6248 |
| PP |
1.6217 |
1.6219 |
| S1 |
1.6190 |
1.6191 |
|