CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6250 |
1.6350 |
0.0100 |
0.6% |
1.6305 |
| High |
1.6335 |
1.6458 |
0.0123 |
0.8% |
1.6361 |
| Low |
1.6250 |
1.6346 |
0.0096 |
0.6% |
1.6022 |
| Close |
1.6273 |
1.6423 |
0.0150 |
0.9% |
1.6186 |
| Range |
0.0085 |
0.0112 |
0.0027 |
31.8% |
0.0339 |
| ATR |
0.0172 |
0.0173 |
0.0001 |
0.5% |
0.0000 |
| Volume |
147 |
46 |
-101 |
-68.7% |
380 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6745 |
1.6696 |
1.6485 |
|
| R3 |
1.6633 |
1.6584 |
1.6454 |
|
| R2 |
1.6521 |
1.6521 |
1.6444 |
|
| R1 |
1.6472 |
1.6472 |
1.6433 |
1.6497 |
| PP |
1.6409 |
1.6409 |
1.6409 |
1.6421 |
| S1 |
1.6360 |
1.6360 |
1.6413 |
1.6385 |
| S2 |
1.6297 |
1.6297 |
1.6402 |
|
| S3 |
1.6185 |
1.6248 |
1.6392 |
|
| S4 |
1.6073 |
1.6136 |
1.6361 |
|
|
| 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 |
1.6934 |
|
2.618 |
1.6751 |
|
1.618 |
1.6639 |
|
1.000 |
1.6570 |
|
0.618 |
1.6527 |
|
HIGH |
1.6458 |
|
0.618 |
1.6415 |
|
0.500 |
1.6402 |
|
0.382 |
1.6389 |
|
LOW |
1.6346 |
|
0.618 |
1.6277 |
|
1.000 |
1.6234 |
|
1.618 |
1.6165 |
|
2.618 |
1.6053 |
|
4.250 |
1.5870 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6416 |
1.6365 |
| PP |
1.6409 |
1.6307 |
| S1 |
1.6402 |
1.6249 |
|