CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6280 |
1.6164 |
-0.0116 |
-0.7% |
1.6520 |
| High |
1.6374 |
1.6299 |
-0.0075 |
-0.5% |
1.6536 |
| Low |
1.6112 |
1.6112 |
0.0000 |
0.0% |
1.6153 |
| Close |
1.6163 |
1.6277 |
0.0114 |
0.7% |
1.6268 |
| Range |
0.0262 |
0.0187 |
-0.0075 |
-28.6% |
0.0383 |
| ATR |
0.0165 |
0.0166 |
0.0002 |
1.0% |
0.0000 |
| Volume |
1,947 |
5,590 |
3,643 |
187.1% |
8,608 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6790 |
1.6721 |
1.6380 |
|
| R3 |
1.6603 |
1.6534 |
1.6328 |
|
| R2 |
1.6416 |
1.6416 |
1.6311 |
|
| R1 |
1.6347 |
1.6347 |
1.6294 |
1.6382 |
| PP |
1.6229 |
1.6229 |
1.6229 |
1.6247 |
| S1 |
1.6160 |
1.6160 |
1.6260 |
1.6195 |
| S2 |
1.6042 |
1.6042 |
1.6243 |
|
| S3 |
1.5855 |
1.5973 |
1.6226 |
|
| S4 |
1.5668 |
1.5786 |
1.6174 |
|
|
| 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 |
1.6375 |
1.6112 |
0.0263 |
1.6% |
0.0172 |
1.1% |
63% |
False |
True |
3,805 |
| 10 |
1.6621 |
1.6112 |
0.0509 |
3.1% |
0.0162 |
1.0% |
32% |
False |
True |
2,034 |
| 20 |
1.6990 |
1.6112 |
0.0878 |
5.4% |
0.0167 |
1.0% |
19% |
False |
True |
1,157 |
| 40 |
1.7028 |
1.6040 |
0.0988 |
6.1% |
0.0146 |
0.9% |
24% |
False |
False |
633 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0141 |
0.9% |
25% |
False |
False |
441 |
| 80 |
1.7028 |
1.5092 |
0.1936 |
11.9% |
0.0124 |
0.8% |
61% |
False |
False |
334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7094 |
|
2.618 |
1.6789 |
|
1.618 |
1.6602 |
|
1.000 |
1.6486 |
|
0.618 |
1.6415 |
|
HIGH |
1.6299 |
|
0.618 |
1.6228 |
|
0.500 |
1.6206 |
|
0.382 |
1.6183 |
|
LOW |
1.6112 |
|
0.618 |
1.5996 |
|
1.000 |
1.5925 |
|
1.618 |
1.5809 |
|
2.618 |
1.5622 |
|
4.250 |
1.5317 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6253 |
1.6266 |
| PP |
1.6229 |
1.6254 |
| S1 |
1.6206 |
1.6243 |
|