CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6164 |
1.6261 |
0.0097 |
0.6% |
1.6520 |
| High |
1.6299 |
1.6410 |
0.0111 |
0.7% |
1.6536 |
| Low |
1.6112 |
1.6239 |
0.0127 |
0.8% |
1.6153 |
| Close |
1.6277 |
1.6319 |
0.0042 |
0.3% |
1.6268 |
| Range |
0.0187 |
0.0171 |
-0.0016 |
-8.6% |
0.0383 |
| ATR |
0.0166 |
0.0167 |
0.0000 |
0.2% |
0.0000 |
| Volume |
5,590 |
2,046 |
-3,544 |
-63.4% |
8,608 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6836 |
1.6748 |
1.6413 |
|
| R3 |
1.6665 |
1.6577 |
1.6366 |
|
| R2 |
1.6494 |
1.6494 |
1.6350 |
|
| R1 |
1.6406 |
1.6406 |
1.6335 |
1.6450 |
| PP |
1.6323 |
1.6323 |
1.6323 |
1.6345 |
| S1 |
1.6235 |
1.6235 |
1.6303 |
1.6279 |
| S2 |
1.6152 |
1.6152 |
1.6288 |
|
| S3 |
1.5981 |
1.6064 |
1.6272 |
|
| S4 |
1.5810 |
1.5893 |
1.6225 |
|
|
| 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 |
1.6410 |
1.6112 |
0.0298 |
1.8% |
0.0177 |
1.1% |
69% |
True |
False |
3,332 |
| 10 |
1.6621 |
1.6112 |
0.0509 |
3.1% |
0.0165 |
1.0% |
41% |
False |
False |
2,206 |
| 20 |
1.6811 |
1.6112 |
0.0699 |
4.3% |
0.0163 |
1.0% |
30% |
False |
False |
1,257 |
| 40 |
1.7028 |
1.6040 |
0.0988 |
6.1% |
0.0143 |
0.9% |
28% |
False |
False |
679 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0143 |
0.9% |
30% |
False |
False |
475 |
| 80 |
1.7028 |
1.5220 |
0.1808 |
11.1% |
0.0124 |
0.8% |
61% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7137 |
|
2.618 |
1.6858 |
|
1.618 |
1.6687 |
|
1.000 |
1.6581 |
|
0.618 |
1.6516 |
|
HIGH |
1.6410 |
|
0.618 |
1.6345 |
|
0.500 |
1.6325 |
|
0.382 |
1.6304 |
|
LOW |
1.6239 |
|
0.618 |
1.6133 |
|
1.000 |
1.6068 |
|
1.618 |
1.5962 |
|
2.618 |
1.5791 |
|
4.250 |
1.5512 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6325 |
1.6300 |
| PP |
1.6323 |
1.6280 |
| S1 |
1.6321 |
1.6261 |
|