CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6481 |
1.6450 |
-0.0031 |
-0.2% |
1.6680 |
| High |
1.6568 |
1.6453 |
-0.0115 |
-0.7% |
1.6686 |
| Low |
1.6424 |
1.6229 |
-0.0195 |
-1.2% |
1.6229 |
| Close |
1.6447 |
1.6271 |
-0.0176 |
-1.1% |
1.6271 |
| Range |
0.0144 |
0.0224 |
0.0080 |
55.6% |
0.0457 |
| ATR |
0.0166 |
0.0170 |
0.0004 |
2.5% |
0.0000 |
| Volume |
107,744 |
108,218 |
474 |
0.4% |
528,084 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6990 |
1.6854 |
1.6394 |
|
| R3 |
1.6766 |
1.6630 |
1.6333 |
|
| R2 |
1.6542 |
1.6542 |
1.6312 |
|
| R1 |
1.6406 |
1.6406 |
1.6292 |
1.6362 |
| PP |
1.6318 |
1.6318 |
1.6318 |
1.6296 |
| S1 |
1.6182 |
1.6182 |
1.6250 |
1.6138 |
| S2 |
1.6094 |
1.6094 |
1.6230 |
|
| S3 |
1.5870 |
1.5958 |
1.6209 |
|
| S4 |
1.5646 |
1.5734 |
1.6148 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7766 |
1.7476 |
1.6522 |
|
| R3 |
1.7309 |
1.7019 |
1.6397 |
|
| R2 |
1.6852 |
1.6852 |
1.6355 |
|
| R1 |
1.6562 |
1.6562 |
1.6313 |
1.6479 |
| PP |
1.6395 |
1.6395 |
1.6395 |
1.6354 |
| S1 |
1.6105 |
1.6105 |
1.6229 |
1.6022 |
| S2 |
1.5938 |
1.5938 |
1.6187 |
|
| S3 |
1.5481 |
1.5648 |
1.6145 |
|
| S4 |
1.5024 |
1.5191 |
1.6020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6686 |
1.6229 |
0.0457 |
2.8% |
0.0180 |
1.1% |
9% |
False |
True |
105,616 |
| 10 |
1.6742 |
1.6229 |
0.0513 |
3.2% |
0.0173 |
1.1% |
8% |
False |
True |
67,298 |
| 20 |
1.6742 |
1.6112 |
0.0630 |
3.9% |
0.0169 |
1.0% |
25% |
False |
False |
34,752 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.6% |
0.0159 |
1.0% |
17% |
False |
False |
17,482 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0149 |
0.9% |
25% |
False |
False |
11,678 |
| 80 |
1.7028 |
1.5800 |
0.1228 |
7.5% |
0.0143 |
0.9% |
38% |
False |
False |
8,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7405 |
|
2.618 |
1.7039 |
|
1.618 |
1.6815 |
|
1.000 |
1.6677 |
|
0.618 |
1.6591 |
|
HIGH |
1.6453 |
|
0.618 |
1.6367 |
|
0.500 |
1.6341 |
|
0.382 |
1.6315 |
|
LOW |
1.6229 |
|
0.618 |
1.6091 |
|
1.000 |
1.6005 |
|
1.618 |
1.5867 |
|
2.618 |
1.5643 |
|
4.250 |
1.5277 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6341 |
1.6399 |
| PP |
1.6318 |
1.6356 |
| S1 |
1.6294 |
1.6314 |
|