CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6498 |
1.6545 |
0.0047 |
0.3% |
1.6269 |
| High |
1.6593 |
1.6688 |
0.0095 |
0.6% |
1.6415 |
| Low |
1.6455 |
1.6481 |
0.0026 |
0.2% |
1.6110 |
| Close |
1.6531 |
1.6664 |
0.0133 |
0.8% |
1.6398 |
| Range |
0.0138 |
0.0207 |
0.0069 |
50.0% |
0.0305 |
| ATR |
0.0185 |
0.0186 |
0.0002 |
0.9% |
0.0000 |
| Volume |
134,897 |
93,575 |
-41,322 |
-30.6% |
502,279 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7232 |
1.7155 |
1.6778 |
|
| R3 |
1.7025 |
1.6948 |
1.6721 |
|
| R2 |
1.6818 |
1.6818 |
1.6702 |
|
| R1 |
1.6741 |
1.6741 |
1.6683 |
1.6780 |
| PP |
1.6611 |
1.6611 |
1.6611 |
1.6630 |
| S1 |
1.6534 |
1.6534 |
1.6645 |
1.6573 |
| S2 |
1.6404 |
1.6404 |
1.6626 |
|
| S3 |
1.6197 |
1.6327 |
1.6607 |
|
| S4 |
1.5990 |
1.6120 |
1.6550 |
|
|
| 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 |
1.6688 |
1.6236 |
0.0452 |
2.7% |
0.0184 |
1.1% |
95% |
True |
False |
105,623 |
| 10 |
1.6688 |
1.6110 |
0.0578 |
3.5% |
0.0180 |
1.1% |
96% |
True |
False |
102,762 |
| 20 |
1.6688 |
1.6110 |
0.0578 |
3.5% |
0.0184 |
1.1% |
96% |
True |
False |
97,899 |
| 40 |
1.7043 |
1.6110 |
0.0933 |
5.6% |
0.0184 |
1.1% |
59% |
False |
False |
100,938 |
| 60 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0196 |
1.2% |
64% |
False |
False |
100,458 |
| 80 |
1.7043 |
1.5320 |
0.1723 |
10.3% |
0.0215 |
1.3% |
78% |
False |
False |
80,644 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
15.6% |
0.0198 |
1.2% |
85% |
False |
False |
64,537 |
| 120 |
1.7043 |
1.4180 |
0.2863 |
17.2% |
0.0180 |
1.1% |
87% |
False |
False |
53,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7568 |
|
2.618 |
1.7230 |
|
1.618 |
1.7023 |
|
1.000 |
1.6895 |
|
0.618 |
1.6816 |
|
HIGH |
1.6688 |
|
0.618 |
1.6609 |
|
0.500 |
1.6585 |
|
0.382 |
1.6560 |
|
LOW |
1.6481 |
|
0.618 |
1.6353 |
|
1.000 |
1.6274 |
|
1.618 |
1.6146 |
|
2.618 |
1.5939 |
|
4.250 |
1.5601 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6638 |
1.6611 |
| PP |
1.6611 |
1.6558 |
| S1 |
1.6585 |
1.6505 |
|