CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6064 |
1.5963 |
-0.0101 |
-0.6% |
1.6214 |
| High |
1.6064 |
1.5966 |
-0.0098 |
-0.6% |
1.6467 |
| Low |
1.5915 |
1.5766 |
-0.0149 |
-0.9% |
1.5915 |
| Close |
1.5937 |
1.5868 |
-0.0069 |
-0.4% |
1.5937 |
| Range |
0.0149 |
0.0200 |
0.0051 |
34.2% |
0.0552 |
| ATR |
0.0182 |
0.0183 |
0.0001 |
0.7% |
0.0000 |
| Volume |
176,482 |
156,654 |
-19,828 |
-11.2% |
612,043 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6467 |
1.6367 |
1.5978 |
|
| R3 |
1.6267 |
1.6167 |
1.5923 |
|
| R2 |
1.6067 |
1.6067 |
1.5905 |
|
| R1 |
1.5967 |
1.5967 |
1.5886 |
1.5917 |
| PP |
1.5867 |
1.5867 |
1.5867 |
1.5842 |
| S1 |
1.5767 |
1.5767 |
1.5850 |
1.5717 |
| S2 |
1.5667 |
1.5667 |
1.5831 |
|
| S3 |
1.5467 |
1.5567 |
1.5813 |
|
| S4 |
1.5267 |
1.5367 |
1.5758 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7762 |
1.7402 |
1.6241 |
|
| R3 |
1.7210 |
1.6850 |
1.6089 |
|
| R2 |
1.6658 |
1.6658 |
1.6038 |
|
| R1 |
1.6298 |
1.6298 |
1.5988 |
1.6202 |
| PP |
1.6106 |
1.6106 |
1.6106 |
1.6059 |
| S1 |
1.5746 |
1.5746 |
1.5886 |
1.5650 |
| S2 |
1.5554 |
1.5554 |
1.5836 |
|
| S3 |
1.5002 |
1.5194 |
1.5785 |
|
| S4 |
1.4450 |
1.4642 |
1.5633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6467 |
1.5766 |
0.0701 |
4.4% |
0.0215 |
1.4% |
15% |
False |
True |
127,428 |
| 10 |
1.6661 |
1.5766 |
0.0895 |
5.6% |
0.0195 |
1.2% |
11% |
False |
True |
120,296 |
| 20 |
1.6742 |
1.5766 |
0.0976 |
6.2% |
0.0186 |
1.2% |
10% |
False |
True |
72,752 |
| 40 |
1.7028 |
1.5766 |
0.1262 |
8.0% |
0.0173 |
1.1% |
8% |
False |
True |
36,689 |
| 60 |
1.7028 |
1.5766 |
0.1262 |
8.0% |
0.0156 |
1.0% |
8% |
False |
True |
24,486 |
| 80 |
1.7028 |
1.5766 |
0.1262 |
8.0% |
0.0150 |
0.9% |
8% |
False |
True |
18,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6816 |
|
2.618 |
1.6490 |
|
1.618 |
1.6290 |
|
1.000 |
1.6166 |
|
0.618 |
1.6090 |
|
HIGH |
1.5966 |
|
0.618 |
1.5890 |
|
0.500 |
1.5866 |
|
0.382 |
1.5842 |
|
LOW |
1.5766 |
|
0.618 |
1.5642 |
|
1.000 |
1.5566 |
|
1.618 |
1.5442 |
|
2.618 |
1.5242 |
|
4.250 |
1.4916 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5867 |
1.6091 |
| PP |
1.5867 |
1.6017 |
| S1 |
1.5866 |
1.5942 |
|