CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6484 |
1.6481 |
-0.0003 |
0.0% |
1.6399 |
| High |
1.6534 |
1.6568 |
0.0034 |
0.2% |
1.6742 |
| Low |
1.6430 |
1.6424 |
-0.0006 |
0.0% |
1.6323 |
| Close |
1.6492 |
1.6447 |
-0.0045 |
-0.3% |
1.6686 |
| Range |
0.0104 |
0.0144 |
0.0040 |
38.5% |
0.0419 |
| ATR |
0.0168 |
0.0166 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
128,249 |
107,744 |
-20,505 |
-16.0% |
142,440 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6912 |
1.6823 |
1.6526 |
|
| R3 |
1.6768 |
1.6679 |
1.6487 |
|
| R2 |
1.6624 |
1.6624 |
1.6473 |
|
| R1 |
1.6535 |
1.6535 |
1.6460 |
1.6508 |
| PP |
1.6480 |
1.6480 |
1.6480 |
1.6466 |
| S1 |
1.6391 |
1.6391 |
1.6434 |
1.6364 |
| S2 |
1.6336 |
1.6336 |
1.6421 |
|
| S3 |
1.6192 |
1.6247 |
1.6407 |
|
| S4 |
1.6048 |
1.6103 |
1.6368 |
|
|
| 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% |
0.0155 |
0.9% |
13% |
False |
False |
98,415 |
| 10 |
1.6742 |
1.6239 |
0.0503 |
3.1% |
0.0168 |
1.0% |
41% |
False |
False |
56,681 |
| 20 |
1.6742 |
1.6112 |
0.0630 |
3.8% |
0.0165 |
1.0% |
53% |
False |
False |
29,357 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.6% |
0.0156 |
1.0% |
37% |
False |
False |
14,780 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0148 |
0.9% |
42% |
False |
False |
9,878 |
| 80 |
1.7028 |
1.5800 |
0.1228 |
7.5% |
0.0140 |
0.9% |
53% |
False |
False |
7,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7180 |
|
2.618 |
1.6945 |
|
1.618 |
1.6801 |
|
1.000 |
1.6712 |
|
0.618 |
1.6657 |
|
HIGH |
1.6568 |
|
0.618 |
1.6513 |
|
0.500 |
1.6496 |
|
0.382 |
1.6479 |
|
LOW |
1.6424 |
|
0.618 |
1.6335 |
|
1.000 |
1.6280 |
|
1.618 |
1.6191 |
|
2.618 |
1.6047 |
|
4.250 |
1.5812 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6496 |
1.6531 |
| PP |
1.6480 |
1.6503 |
| S1 |
1.6463 |
1.6475 |
|