CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6344 |
1.6550 |
0.0206 |
1.3% |
1.6650 |
| High |
1.6580 |
1.6581 |
0.0001 |
0.0% |
1.6685 |
| Low |
1.6340 |
1.6375 |
0.0035 |
0.2% |
1.6390 |
| Close |
1.6568 |
1.6542 |
-0.0026 |
-0.2% |
1.6502 |
| Range |
0.0240 |
0.0206 |
-0.0034 |
-14.2% |
0.0295 |
| ATR |
0.0164 |
0.0167 |
0.0003 |
1.8% |
0.0000 |
| Volume |
107 |
576 |
469 |
438.3% |
1,265 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7117 |
1.7036 |
1.6655 |
|
| R3 |
1.6911 |
1.6830 |
1.6599 |
|
| R2 |
1.6705 |
1.6705 |
1.6580 |
|
| R1 |
1.6624 |
1.6624 |
1.6561 |
1.6562 |
| PP |
1.6499 |
1.6499 |
1.6499 |
1.6468 |
| S1 |
1.6418 |
1.6418 |
1.6523 |
1.6356 |
| S2 |
1.6293 |
1.6293 |
1.6504 |
|
| S3 |
1.6087 |
1.6212 |
1.6485 |
|
| S4 |
1.5881 |
1.6006 |
1.6429 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7411 |
1.7251 |
1.6664 |
|
| R3 |
1.7116 |
1.6956 |
1.6583 |
|
| R2 |
1.6821 |
1.6821 |
1.6556 |
|
| R1 |
1.6661 |
1.6661 |
1.6529 |
1.6594 |
| PP |
1.6526 |
1.6526 |
1.6526 |
1.6492 |
| S1 |
1.6366 |
1.6366 |
1.6475 |
1.6299 |
| S2 |
1.6231 |
1.6231 |
1.6448 |
|
| S3 |
1.5936 |
1.6071 |
1.6421 |
|
| S4 |
1.5641 |
1.5776 |
1.6340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6685 |
1.6275 |
0.0410 |
2.5% |
0.0172 |
1.0% |
65% |
False |
False |
453 |
| 10 |
1.6990 |
1.6275 |
0.0715 |
4.3% |
0.0171 |
1.0% |
37% |
False |
False |
280 |
| 20 |
1.7028 |
1.6275 |
0.0753 |
4.6% |
0.0148 |
0.9% |
35% |
False |
False |
203 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0139 |
0.8% |
52% |
False |
False |
139 |
| 60 |
1.7028 |
1.5800 |
0.1228 |
7.4% |
0.0132 |
0.8% |
60% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7457 |
|
2.618 |
1.7120 |
|
1.618 |
1.6914 |
|
1.000 |
1.6787 |
|
0.618 |
1.6708 |
|
HIGH |
1.6581 |
|
0.618 |
1.6502 |
|
0.500 |
1.6478 |
|
0.382 |
1.6454 |
|
LOW |
1.6375 |
|
0.618 |
1.6248 |
|
1.000 |
1.6169 |
|
1.618 |
1.6042 |
|
2.618 |
1.5836 |
|
4.250 |
1.5500 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6521 |
1.6504 |
| PP |
1.6499 |
1.6466 |
| S1 |
1.6478 |
1.6428 |
|