CME British Pound Future December 2009
Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1.6533 |
1.6491 |
-0.0042 |
-0.3% |
1.6487 |
High |
1.6608 |
1.6621 |
0.0013 |
0.1% |
1.6621 |
Low |
1.6461 |
1.6430 |
-0.0031 |
-0.2% |
1.6275 |
Close |
1.6506 |
1.6479 |
-0.0027 |
-0.2% |
1.6479 |
Range |
0.0147 |
0.0191 |
0.0044 |
29.9% |
0.0346 |
ATR |
0.0165 |
0.0167 |
0.0002 |
1.1% |
0.0000 |
Volume |
321 |
95 |
-226 |
-70.4% |
1,835 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7083 |
1.6972 |
1.6584 |
|
R3 |
1.6892 |
1.6781 |
1.6532 |
|
R2 |
1.6701 |
1.6701 |
1.6514 |
|
R1 |
1.6590 |
1.6590 |
1.6497 |
1.6550 |
PP |
1.6510 |
1.6510 |
1.6510 |
1.6490 |
S1 |
1.6399 |
1.6399 |
1.6461 |
1.6359 |
S2 |
1.6319 |
1.6319 |
1.6444 |
|
S3 |
1.6128 |
1.6208 |
1.6426 |
|
S4 |
1.5937 |
1.6017 |
1.6374 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7496 |
1.7334 |
1.6669 |
|
R3 |
1.7150 |
1.6988 |
1.6574 |
|
R2 |
1.6804 |
1.6804 |
1.6542 |
|
R1 |
1.6642 |
1.6642 |
1.6511 |
1.6550 |
PP |
1.6458 |
1.6458 |
1.6458 |
1.6413 |
S1 |
1.6296 |
1.6296 |
1.6447 |
1.6204 |
S2 |
1.6112 |
1.6112 |
1.6416 |
|
S3 |
1.5766 |
1.5950 |
1.6384 |
|
S4 |
1.5420 |
1.5604 |
1.6289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6621 |
1.6275 |
0.0346 |
2.1% |
0.0199 |
1.2% |
59% |
True |
False |
367 |
10 |
1.6685 |
1.6275 |
0.0410 |
2.5% |
0.0164 |
1.0% |
50% |
False |
False |
310 |
20 |
1.7028 |
1.6275 |
0.0753 |
4.6% |
0.0154 |
0.9% |
27% |
False |
False |
212 |
40 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0140 |
0.8% |
45% |
False |
False |
141 |
60 |
1.7028 |
1.5800 |
0.1228 |
7.5% |
0.0136 |
0.8% |
55% |
False |
False |
110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7433 |
2.618 |
1.7121 |
1.618 |
1.6930 |
1.000 |
1.6812 |
0.618 |
1.6739 |
HIGH |
1.6621 |
0.618 |
1.6548 |
0.500 |
1.6526 |
0.382 |
1.6503 |
LOW |
1.6430 |
0.618 |
1.6312 |
1.000 |
1.6239 |
1.618 |
1.6121 |
2.618 |
1.5930 |
4.250 |
1.5618 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6526 |
1.6498 |
PP |
1.6510 |
1.6492 |
S1 |
1.6495 |
1.6485 |
|