CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6331 |
1.6399 |
0.0068 |
0.4% |
1.6269 |
| High |
1.6412 |
1.6589 |
0.0177 |
1.1% |
1.6415 |
| Low |
1.6285 |
1.6322 |
0.0037 |
0.2% |
1.6110 |
| Close |
1.6398 |
1.6486 |
0.0088 |
0.5% |
1.6398 |
| Range |
0.0127 |
0.0267 |
0.0140 |
110.2% |
0.0305 |
| ATR |
0.0182 |
0.0188 |
0.0006 |
3.3% |
0.0000 |
| Volume |
94,839 |
91,541 |
-3,298 |
-3.5% |
502,279 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7267 |
1.7143 |
1.6633 |
|
| R3 |
1.7000 |
1.6876 |
1.6559 |
|
| R2 |
1.6733 |
1.6733 |
1.6535 |
|
| R1 |
1.6609 |
1.6609 |
1.6510 |
1.6671 |
| PP |
1.6466 |
1.6466 |
1.6466 |
1.6497 |
| S1 |
1.6342 |
1.6342 |
1.6462 |
1.6404 |
| S2 |
1.6199 |
1.6199 |
1.6437 |
|
| S3 |
1.5932 |
1.6075 |
1.6413 |
|
| S4 |
1.5665 |
1.5808 |
1.6339 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7223 |
1.7115 |
1.6566 |
|
| R3 |
1.6918 |
1.6810 |
1.6482 |
|
| R2 |
1.6613 |
1.6613 |
1.6454 |
|
| R1 |
1.6505 |
1.6505 |
1.6426 |
1.6559 |
| PP |
1.6308 |
1.6308 |
1.6308 |
1.6335 |
| S1 |
1.6200 |
1.6200 |
1.6370 |
1.6254 |
| S2 |
1.6003 |
1.6003 |
1.6342 |
|
| S3 |
1.5698 |
1.5895 |
1.6314 |
|
| S4 |
1.5393 |
1.5590 |
1.6230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6589 |
1.6110 |
0.0479 |
2.9% |
0.0205 |
1.2% |
78% |
True |
False |
100,638 |
| 10 |
1.6589 |
1.6110 |
0.0479 |
2.9% |
0.0177 |
1.1% |
78% |
True |
False |
94,978 |
| 20 |
1.6680 |
1.6110 |
0.0570 |
3.5% |
0.0180 |
1.1% |
66% |
False |
False |
96,561 |
| 40 |
1.7043 |
1.6110 |
0.0933 |
5.7% |
0.0183 |
1.1% |
40% |
False |
False |
99,360 |
| 60 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0198 |
1.2% |
48% |
False |
False |
99,595 |
| 80 |
1.7043 |
1.5157 |
0.1886 |
11.4% |
0.0214 |
1.3% |
70% |
False |
False |
77,790 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
15.8% |
0.0196 |
1.2% |
79% |
False |
False |
62,253 |
| 120 |
1.7043 |
1.4180 |
0.2863 |
17.4% |
0.0177 |
1.1% |
81% |
False |
False |
51,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7724 |
|
2.618 |
1.7288 |
|
1.618 |
1.7021 |
|
1.000 |
1.6856 |
|
0.618 |
1.6754 |
|
HIGH |
1.6589 |
|
0.618 |
1.6487 |
|
0.500 |
1.6456 |
|
0.382 |
1.6424 |
|
LOW |
1.6322 |
|
0.618 |
1.6157 |
|
1.000 |
1.6055 |
|
1.618 |
1.5890 |
|
2.618 |
1.5623 |
|
4.250 |
1.5187 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6476 |
1.6462 |
| PP |
1.6466 |
1.6437 |
| S1 |
1.6456 |
1.6413 |
|