CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6350 |
1.6390 |
0.0040 |
0.2% |
1.6305 |
| High |
1.6458 |
1.6486 |
0.0028 |
0.2% |
1.6361 |
| Low |
1.6346 |
1.6390 |
0.0044 |
0.3% |
1.6022 |
| Close |
1.6423 |
1.6451 |
0.0028 |
0.2% |
1.6186 |
| Range |
0.0112 |
0.0096 |
-0.0016 |
-14.3% |
0.0339 |
| ATR |
0.0173 |
0.0168 |
-0.0006 |
-3.2% |
0.0000 |
| Volume |
46 |
33 |
-13 |
-28.3% |
380 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6730 |
1.6687 |
1.6504 |
|
| R3 |
1.6634 |
1.6591 |
1.6477 |
|
| R2 |
1.6538 |
1.6538 |
1.6469 |
|
| R1 |
1.6495 |
1.6495 |
1.6460 |
1.6517 |
| PP |
1.6442 |
1.6442 |
1.6442 |
1.6453 |
| S1 |
1.6399 |
1.6399 |
1.6442 |
1.6421 |
| S2 |
1.6346 |
1.6346 |
1.6433 |
|
| S3 |
1.6250 |
1.6303 |
1.6425 |
|
| S4 |
1.6154 |
1.6207 |
1.6398 |
|
|
| 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 |
1.6894 |
|
2.618 |
1.6737 |
|
1.618 |
1.6641 |
|
1.000 |
1.6582 |
|
0.618 |
1.6545 |
|
HIGH |
1.6486 |
|
0.618 |
1.6449 |
|
0.500 |
1.6438 |
|
0.382 |
1.6427 |
|
LOW |
1.6390 |
|
0.618 |
1.6331 |
|
1.000 |
1.6294 |
|
1.618 |
1.6235 |
|
2.618 |
1.6139 |
|
4.250 |
1.5982 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6447 |
1.6423 |
| PP |
1.6442 |
1.6396 |
| S1 |
1.6438 |
1.6368 |
|