CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6680 |
1.6574 |
-0.0106 |
-0.6% |
1.6399 |
| High |
1.6686 |
1.6661 |
-0.0025 |
-0.1% |
1.6742 |
| Low |
1.6519 |
1.6401 |
-0.0118 |
-0.7% |
1.6323 |
| Close |
1.6573 |
1.6490 |
-0.0083 |
-0.5% |
1.6686 |
| Range |
0.0167 |
0.0260 |
0.0093 |
55.7% |
0.0419 |
| ATR |
0.0166 |
0.0173 |
0.0007 |
4.0% |
0.0000 |
| Volume |
93,820 |
90,053 |
-3,767 |
-4.0% |
142,440 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7297 |
1.7154 |
1.6633 |
|
| R3 |
1.7037 |
1.6894 |
1.6562 |
|
| R2 |
1.6777 |
1.6777 |
1.6538 |
|
| R1 |
1.6634 |
1.6634 |
1.6514 |
1.6576 |
| PP |
1.6517 |
1.6517 |
1.6517 |
1.6488 |
| S1 |
1.6374 |
1.6374 |
1.6466 |
1.6316 |
| S2 |
1.6257 |
1.6257 |
1.6442 |
|
| S3 |
1.5997 |
1.6114 |
1.6419 |
|
| S4 |
1.5737 |
1.5854 |
1.6347 |
|
|
| 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 |
1.6401 |
0.0341 |
2.1% |
0.0174 |
1.1% |
26% |
False |
True |
64,230 |
| 10 |
1.6742 |
1.6112 |
0.0630 |
3.8% |
0.0188 |
1.1% |
60% |
False |
False |
33,835 |
| 20 |
1.6742 |
1.6112 |
0.0630 |
3.8% |
0.0175 |
1.1% |
60% |
False |
False |
17,592 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.6% |
0.0157 |
1.0% |
41% |
False |
False |
8,888 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0150 |
0.9% |
47% |
False |
False |
5,949 |
| 80 |
1.7028 |
1.5800 |
0.1228 |
7.4% |
0.0137 |
0.8% |
56% |
False |
False |
4,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7766 |
|
2.618 |
1.7342 |
|
1.618 |
1.7082 |
|
1.000 |
1.6921 |
|
0.618 |
1.6822 |
|
HIGH |
1.6661 |
|
0.618 |
1.6562 |
|
0.500 |
1.6531 |
|
0.382 |
1.6500 |
|
LOW |
1.6401 |
|
0.618 |
1.6240 |
|
1.000 |
1.6141 |
|
1.618 |
1.5980 |
|
2.618 |
1.5720 |
|
4.250 |
1.5296 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6531 |
1.6572 |
| PP |
1.6517 |
1.6544 |
| S1 |
1.6504 |
1.6517 |
|