CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6287 |
1.6156 |
-0.0131 |
-0.8% |
1.6499 |
| High |
1.6375 |
1.6301 |
-0.0074 |
-0.5% |
1.6543 |
| Low |
1.6112 |
1.6110 |
-0.0002 |
0.0% |
1.6152 |
| Close |
1.6163 |
1.6278 |
0.0115 |
0.7% |
1.6269 |
| Range |
0.0263 |
0.0191 |
-0.0072 |
-27.4% |
0.0391 |
| ATR |
0.0187 |
0.0187 |
0.0000 |
0.2% |
0.0000 |
| Volume |
68,543 |
135,004 |
66,461 |
97.0% |
452,555 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6803 |
1.6731 |
1.6383 |
|
| R3 |
1.6612 |
1.6540 |
1.6331 |
|
| R2 |
1.6421 |
1.6421 |
1.6313 |
|
| R1 |
1.6349 |
1.6349 |
1.6296 |
1.6385 |
| PP |
1.6230 |
1.6230 |
1.6230 |
1.6248 |
| S1 |
1.6158 |
1.6158 |
1.6260 |
1.6194 |
| S2 |
1.6039 |
1.6039 |
1.6243 |
|
| S3 |
1.5848 |
1.5967 |
1.6225 |
|
| S4 |
1.5657 |
1.5776 |
1.6173 |
|
|
| 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 |
1.6110 |
0.0273 |
1.7% |
0.0176 |
1.1% |
62% |
False |
True |
99,902 |
| 10 |
1.6627 |
1.6110 |
0.0517 |
3.2% |
0.0171 |
1.1% |
32% |
False |
True |
94,613 |
| 20 |
1.7029 |
1.6110 |
0.0919 |
5.6% |
0.0189 |
1.2% |
18% |
False |
True |
100,495 |
| 40 |
1.7043 |
1.6026 |
0.1017 |
6.2% |
0.0187 |
1.1% |
25% |
False |
False |
99,231 |
| 60 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0202 |
1.2% |
28% |
False |
False |
97,282 |
| 80 |
1.7043 |
1.5074 |
0.1969 |
12.1% |
0.0213 |
1.3% |
61% |
False |
False |
74,054 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
16.0% |
0.0194 |
1.2% |
71% |
False |
False |
59,258 |
| 120 |
1.7043 |
1.3900 |
0.3143 |
19.3% |
0.0176 |
1.1% |
76% |
False |
False |
49,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7113 |
|
2.618 |
1.6801 |
|
1.618 |
1.6610 |
|
1.000 |
1.6492 |
|
0.618 |
1.6419 |
|
HIGH |
1.6301 |
|
0.618 |
1.6228 |
|
0.500 |
1.6206 |
|
0.382 |
1.6183 |
|
LOW |
1.6110 |
|
0.618 |
1.5992 |
|
1.000 |
1.5919 |
|
1.618 |
1.5801 |
|
2.618 |
1.5610 |
|
4.250 |
1.5298 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6254 |
1.6266 |
| PP |
1.6230 |
1.6254 |
| S1 |
1.6206 |
1.6243 |
|