CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6926 |
1.6980 |
0.0054 |
0.3% |
1.6492 |
| High |
1.7028 |
1.6990 |
-0.0038 |
-0.2% |
1.6720 |
| Low |
1.6900 |
1.6750 |
-0.0150 |
-0.9% |
1.6350 |
| Close |
1.7015 |
1.6771 |
-0.0244 |
-1.4% |
1.6685 |
| Range |
0.0128 |
0.0240 |
0.0112 |
87.5% |
0.0370 |
| ATR |
0.0152 |
0.0160 |
0.0008 |
5.3% |
0.0000 |
| Volume |
111 |
49 |
-62 |
-55.9% |
340 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7557 |
1.7404 |
1.6903 |
|
| R3 |
1.7317 |
1.7164 |
1.6837 |
|
| R2 |
1.7077 |
1.7077 |
1.6815 |
|
| R1 |
1.6924 |
1.6924 |
1.6793 |
1.6881 |
| PP |
1.6837 |
1.6837 |
1.6837 |
1.6815 |
| S1 |
1.6684 |
1.6684 |
1.6749 |
1.6641 |
| S2 |
1.6597 |
1.6597 |
1.6727 |
|
| S3 |
1.6357 |
1.6444 |
1.6705 |
|
| S4 |
1.6117 |
1.6204 |
1.6639 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7695 |
1.7560 |
1.6889 |
|
| R3 |
1.7325 |
1.7190 |
1.6787 |
|
| R2 |
1.6955 |
1.6955 |
1.6753 |
|
| R1 |
1.6820 |
1.6820 |
1.6719 |
1.6888 |
| PP |
1.6585 |
1.6585 |
1.6585 |
1.6619 |
| S1 |
1.6450 |
1.6450 |
1.6651 |
1.6518 |
| S2 |
1.6215 |
1.6215 |
1.6617 |
|
| S3 |
1.5845 |
1.6080 |
1.6583 |
|
| S4 |
1.5475 |
1.5710 |
1.6482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7028 |
1.6503 |
0.0525 |
3.1% |
0.0186 |
1.1% |
51% |
False |
False |
166 |
| 10 |
1.7028 |
1.6350 |
0.0678 |
4.0% |
0.0139 |
0.8% |
62% |
False |
False |
117 |
| 20 |
1.7028 |
1.6040 |
0.0988 |
5.9% |
0.0124 |
0.7% |
74% |
False |
False |
102 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.0% |
0.0133 |
0.8% |
74% |
False |
False |
84 |
| 60 |
1.7028 |
1.5220 |
0.1808 |
10.8% |
0.0110 |
0.7% |
86% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8010 |
|
2.618 |
1.7618 |
|
1.618 |
1.7378 |
|
1.000 |
1.7230 |
|
0.618 |
1.7138 |
|
HIGH |
1.6990 |
|
0.618 |
1.6898 |
|
0.500 |
1.6870 |
|
0.382 |
1.6842 |
|
LOW |
1.6750 |
|
0.618 |
1.6602 |
|
1.000 |
1.6510 |
|
1.618 |
1.6362 |
|
2.618 |
1.6122 |
|
4.250 |
1.5730 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6870 |
1.6889 |
| PP |
1.6837 |
1.6850 |
| S1 |
1.6804 |
1.6810 |
|