CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6467 |
1.6532 |
0.0065 |
0.4% |
1.6104 |
| High |
1.6530 |
1.6539 |
0.0009 |
0.1% |
1.6486 |
| Low |
1.6450 |
1.6400 |
-0.0050 |
-0.3% |
1.6040 |
| Close |
1.6530 |
1.6430 |
-0.0100 |
-0.6% |
1.6377 |
| Range |
0.0080 |
0.0139 |
0.0059 |
73.8% |
0.0446 |
| ATR |
0.0163 |
0.0161 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
51 |
239 |
188 |
368.6% |
328 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6873 |
1.6791 |
1.6506 |
|
| R3 |
1.6734 |
1.6652 |
1.6468 |
|
| R2 |
1.6595 |
1.6595 |
1.6455 |
|
| R1 |
1.6513 |
1.6513 |
1.6443 |
1.6485 |
| PP |
1.6456 |
1.6456 |
1.6456 |
1.6442 |
| S1 |
1.6374 |
1.6374 |
1.6417 |
1.6346 |
| S2 |
1.6317 |
1.6317 |
1.6405 |
|
| S3 |
1.6178 |
1.6235 |
1.6392 |
|
| S4 |
1.6039 |
1.6096 |
1.6354 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7639 |
1.7454 |
1.6622 |
|
| R3 |
1.7193 |
1.7008 |
1.6500 |
|
| R2 |
1.6747 |
1.6747 |
1.6459 |
|
| R1 |
1.6562 |
1.6562 |
1.6418 |
1.6655 |
| PP |
1.6301 |
1.6301 |
1.6301 |
1.6347 |
| S1 |
1.6116 |
1.6116 |
1.6336 |
1.6209 |
| S2 |
1.5855 |
1.5855 |
1.6295 |
|
| S3 |
1.5409 |
1.5670 |
1.6254 |
|
| S4 |
1.4963 |
1.5224 |
1.6132 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7130 |
|
2.618 |
1.6903 |
|
1.618 |
1.6764 |
|
1.000 |
1.6678 |
|
0.618 |
1.6625 |
|
HIGH |
1.6539 |
|
0.618 |
1.6486 |
|
0.500 |
1.6470 |
|
0.382 |
1.6453 |
|
LOW |
1.6400 |
|
0.618 |
1.6314 |
|
1.000 |
1.6261 |
|
1.618 |
1.6175 |
|
2.618 |
1.6036 |
|
4.250 |
1.5809 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6470 |
1.6438 |
| PP |
1.6456 |
1.6435 |
| S1 |
1.6443 |
1.6433 |
|