CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6651 |
1.6680 |
0.0029 |
0.2% |
1.6399 |
| High |
1.6742 |
1.6686 |
-0.0056 |
-0.3% |
1.6742 |
| Low |
1.6643 |
1.6519 |
-0.0124 |
-0.7% |
1.6323 |
| Close |
1.6686 |
1.6573 |
-0.0113 |
-0.7% |
1.6686 |
| Range |
0.0099 |
0.0167 |
0.0068 |
68.7% |
0.0419 |
| ATR |
0.0166 |
0.0166 |
0.0000 |
0.0% |
0.0000 |
| Volume |
72,212 |
93,820 |
21,608 |
29.9% |
142,440 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7094 |
1.7000 |
1.6665 |
|
| R3 |
1.6927 |
1.6833 |
1.6619 |
|
| R2 |
1.6760 |
1.6760 |
1.6604 |
|
| R1 |
1.6666 |
1.6666 |
1.6588 |
1.6630 |
| PP |
1.6593 |
1.6593 |
1.6593 |
1.6574 |
| S1 |
1.6499 |
1.6499 |
1.6558 |
1.6463 |
| S2 |
1.6426 |
1.6426 |
1.6542 |
|
| S3 |
1.6259 |
1.6332 |
1.6527 |
|
| S4 |
1.6092 |
1.6165 |
1.6481 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7841 |
1.7682 |
1.6916 |
|
| R3 |
1.7422 |
1.7263 |
1.6801 |
|
| R2 |
1.7003 |
1.7003 |
1.6763 |
|
| R1 |
1.6844 |
1.6844 |
1.6724 |
1.6924 |
| PP |
1.6584 |
1.6584 |
1.6584 |
1.6623 |
| S1 |
1.6425 |
1.6425 |
1.6648 |
1.6505 |
| S2 |
1.6165 |
1.6165 |
1.6609 |
|
| S3 |
1.5746 |
1.6006 |
1.6571 |
|
| S4 |
1.5327 |
1.5587 |
1.6456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6742 |
1.6323 |
0.0419 |
2.5% |
0.0175 |
1.1% |
60% |
False |
False |
47,252 |
| 10 |
1.6742 |
1.6112 |
0.0630 |
3.8% |
0.0177 |
1.1% |
73% |
False |
False |
25,208 |
| 20 |
1.6742 |
1.6112 |
0.0630 |
3.8% |
0.0173 |
1.0% |
73% |
False |
False |
13,126 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.5% |
0.0153 |
0.9% |
50% |
False |
False |
6,638 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0149 |
0.9% |
55% |
False |
False |
4,449 |
| 80 |
1.7028 |
1.5800 |
0.1228 |
7.4% |
0.0134 |
0.8% |
63% |
False |
False |
3,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7396 |
|
2.618 |
1.7123 |
|
1.618 |
1.6956 |
|
1.000 |
1.6853 |
|
0.618 |
1.6789 |
|
HIGH |
1.6686 |
|
0.618 |
1.6622 |
|
0.500 |
1.6603 |
|
0.382 |
1.6583 |
|
LOW |
1.6519 |
|
0.618 |
1.6416 |
|
1.000 |
1.6352 |
|
1.618 |
1.6249 |
|
2.618 |
1.6082 |
|
4.250 |
1.5809 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6603 |
1.6612 |
| PP |
1.6593 |
1.6599 |
| S1 |
1.6583 |
1.6586 |
|