CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6395 |
1.6522 |
0.0127 |
0.8% |
1.6104 |
| High |
1.6460 |
1.6577 |
0.0117 |
0.7% |
1.6486 |
| Low |
1.6320 |
1.6473 |
0.0153 |
0.9% |
1.6040 |
| Close |
1.6460 |
1.6514 |
0.0054 |
0.3% |
1.6377 |
| Range |
0.0140 |
0.0104 |
-0.0036 |
-25.7% |
0.0446 |
| ATR |
0.0160 |
0.0157 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
71 |
127 |
56 |
78.9% |
328 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6833 |
1.6778 |
1.6571 |
|
| R3 |
1.6729 |
1.6674 |
1.6543 |
|
| R2 |
1.6625 |
1.6625 |
1.6533 |
|
| R1 |
1.6570 |
1.6570 |
1.6524 |
1.6546 |
| PP |
1.6521 |
1.6521 |
1.6521 |
1.6509 |
| S1 |
1.6466 |
1.6466 |
1.6504 |
1.6442 |
| S2 |
1.6417 |
1.6417 |
1.6495 |
|
| S3 |
1.6313 |
1.6362 |
1.6485 |
|
| S4 |
1.6209 |
1.6258 |
1.6457 |
|
|
| 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 |
1.7019 |
|
2.618 |
1.6849 |
|
1.618 |
1.6745 |
|
1.000 |
1.6681 |
|
0.618 |
1.6641 |
|
HIGH |
1.6577 |
|
0.618 |
1.6537 |
|
0.500 |
1.6525 |
|
0.382 |
1.6513 |
|
LOW |
1.6473 |
|
0.618 |
1.6409 |
|
1.000 |
1.6369 |
|
1.618 |
1.6305 |
|
2.618 |
1.6201 |
|
4.250 |
1.6031 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6525 |
1.6492 |
| PP |
1.6521 |
1.6470 |
| S1 |
1.6518 |
1.6449 |
|