CME British Pound Future December 2009
Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1.6269 |
1.6265 |
-0.0004 |
0.0% |
1.6520 |
High |
1.6375 |
1.6327 |
-0.0048 |
-0.3% |
1.6536 |
Low |
1.6258 |
1.6180 |
-0.0078 |
-0.5% |
1.6153 |
Close |
1.6268 |
1.6265 |
-0.0003 |
0.0% |
1.6268 |
Range |
0.0117 |
0.0147 |
0.0030 |
25.6% |
0.0383 |
ATR |
0.0158 |
0.0157 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
3,300 |
3,779 |
479 |
14.5% |
8,608 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6698 |
1.6629 |
1.6346 |
|
R3 |
1.6551 |
1.6482 |
1.6305 |
|
R2 |
1.6404 |
1.6404 |
1.6292 |
|
R1 |
1.6335 |
1.6335 |
1.6278 |
1.6339 |
PP |
1.6257 |
1.6257 |
1.6257 |
1.6259 |
S1 |
1.6188 |
1.6188 |
1.6252 |
1.6192 |
S2 |
1.6110 |
1.6110 |
1.6238 |
|
S3 |
1.5963 |
1.6041 |
1.6225 |
|
S4 |
1.5816 |
1.5894 |
1.6184 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7468 |
1.7251 |
1.6479 |
|
R3 |
1.7085 |
1.6868 |
1.6373 |
|
R2 |
1.6702 |
1.6702 |
1.6338 |
|
R1 |
1.6485 |
1.6485 |
1.6303 |
1.6402 |
PP |
1.6319 |
1.6319 |
1.6319 |
1.6278 |
S1 |
1.6102 |
1.6102 |
1.6233 |
1.6019 |
S2 |
1.5936 |
1.5936 |
1.6198 |
|
S3 |
1.5553 |
1.5719 |
1.6163 |
|
S4 |
1.5170 |
1.5336 |
1.6057 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6435 |
1.6153 |
0.0282 |
1.7% |
0.0138 |
0.8% |
40% |
False |
False |
2,428 |
10 |
1.6621 |
1.6153 |
0.0468 |
2.9% |
0.0162 |
1.0% |
24% |
False |
False |
1,348 |
20 |
1.7028 |
1.6153 |
0.0875 |
5.4% |
0.0154 |
0.9% |
13% |
False |
False |
802 |
40 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0140 |
0.9% |
24% |
False |
False |
447 |
60 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0138 |
0.8% |
24% |
False |
False |
316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6952 |
2.618 |
1.6712 |
1.618 |
1.6565 |
1.000 |
1.6474 |
0.618 |
1.6418 |
HIGH |
1.6327 |
0.618 |
1.6271 |
0.500 |
1.6254 |
0.382 |
1.6236 |
LOW |
1.6180 |
0.618 |
1.6089 |
1.000 |
1.6033 |
1.618 |
1.5942 |
2.618 |
1.5795 |
4.250 |
1.5555 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6261 |
1.6265 |
PP |
1.6257 |
1.6264 |
S1 |
1.6254 |
1.6264 |
|