CME British Pound Future December 2009
Trading Metrics calculated at close of trading on 13-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1.6283 |
1.6104 |
-0.0179 |
-1.1% |
1.6305 |
High |
1.6283 |
1.6220 |
-0.0063 |
-0.4% |
1.6361 |
Low |
1.6179 |
1.6040 |
-0.0139 |
-0.9% |
1.6022 |
Close |
1.6186 |
1.6202 |
0.0016 |
0.1% |
1.6186 |
Range |
0.0104 |
0.0180 |
0.0076 |
73.1% |
0.0339 |
ATR |
0.0175 |
0.0175 |
0.0000 |
0.2% |
0.0000 |
Volume |
60 |
60 |
0 |
0.0% |
380 |
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6694 |
1.6628 |
1.6301 |
|
R3 |
1.6514 |
1.6448 |
1.6252 |
|
R2 |
1.6334 |
1.6334 |
1.6235 |
|
R1 |
1.6268 |
1.6268 |
1.6219 |
1.6301 |
PP |
1.6154 |
1.6154 |
1.6154 |
1.6171 |
S1 |
1.6088 |
1.6088 |
1.6186 |
1.6121 |
S2 |
1.5974 |
1.5974 |
1.6169 |
|
S3 |
1.5794 |
1.5908 |
1.6153 |
|
S4 |
1.5614 |
1.5728 |
1.6103 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7207 |
1.7035 |
1.6372 |
|
R3 |
1.6868 |
1.6696 |
1.6279 |
|
R2 |
1.6529 |
1.6529 |
1.6248 |
|
R1 |
1.6357 |
1.6357 |
1.6217 |
1.6274 |
PP |
1.6190 |
1.6190 |
1.6190 |
1.6148 |
S1 |
1.6018 |
1.6018 |
1.6155 |
1.5935 |
S2 |
1.5851 |
1.5851 |
1.6124 |
|
S3 |
1.5512 |
1.5679 |
1.6093 |
|
S4 |
1.5173 |
1.5340 |
1.6000 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6985 |
2.618 |
1.6691 |
1.618 |
1.6511 |
1.000 |
1.6400 |
0.618 |
1.6331 |
HIGH |
1.6220 |
0.618 |
1.6151 |
0.500 |
1.6130 |
0.382 |
1.6109 |
LOW |
1.6040 |
0.618 |
1.5929 |
1.000 |
1.5860 |
1.618 |
1.5749 |
2.618 |
1.5569 |
4.250 |
1.5275 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6178 |
1.6202 |
PP |
1.6154 |
1.6201 |
S1 |
1.6130 |
1.6201 |
|