CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5955 |
1.6005 |
0.0050 |
0.3% |
1.6214 |
| High |
1.6124 |
1.6024 |
-0.0100 |
-0.6% |
1.6467 |
| Low |
1.5941 |
1.5920 |
-0.0021 |
-0.1% |
1.5915 |
| Close |
1.6002 |
1.5946 |
-0.0056 |
-0.3% |
1.5937 |
| Range |
0.0183 |
0.0104 |
-0.0079 |
-43.2% |
0.0552 |
| ATR |
0.0182 |
0.0177 |
-0.0006 |
-3.1% |
0.0000 |
| Volume |
139,941 |
167,643 |
27,702 |
19.8% |
612,043 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6275 |
1.6215 |
1.6003 |
|
| R3 |
1.6171 |
1.6111 |
1.5975 |
|
| R2 |
1.6067 |
1.6067 |
1.5965 |
|
| R1 |
1.6007 |
1.6007 |
1.5956 |
1.5985 |
| PP |
1.5963 |
1.5963 |
1.5963 |
1.5953 |
| S1 |
1.5903 |
1.5903 |
1.5936 |
1.5881 |
| S2 |
1.5859 |
1.5859 |
1.5927 |
|
| S3 |
1.5755 |
1.5799 |
1.5917 |
|
| S4 |
1.5651 |
1.5695 |
1.5889 |
|
|
| 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 |
1.6124 |
1.5766 |
0.0358 |
2.2% |
0.0160 |
1.0% |
50% |
False |
False |
149,834 |
| 10 |
1.6467 |
1.5766 |
0.0701 |
4.4% |
0.0189 |
1.2% |
26% |
False |
False |
129,294 |
| 20 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0178 |
1.1% |
18% |
False |
False |
92,988 |
| 40 |
1.6990 |
1.5766 |
0.1224 |
7.7% |
0.0172 |
1.1% |
15% |
False |
False |
47,072 |
| 60 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0156 |
1.0% |
14% |
False |
False |
31,418 |
| 80 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0150 |
0.9% |
14% |
False |
False |
23,578 |
| 100 |
1.7028 |
1.5092 |
0.1936 |
12.1% |
0.0135 |
0.8% |
44% |
False |
False |
18,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6466 |
|
2.618 |
1.6296 |
|
1.618 |
1.6192 |
|
1.000 |
1.6128 |
|
0.618 |
1.6088 |
|
HIGH |
1.6024 |
|
0.618 |
1.5984 |
|
0.500 |
1.5972 |
|
0.382 |
1.5960 |
|
LOW |
1.5920 |
|
0.618 |
1.5856 |
|
1.000 |
1.5816 |
|
1.618 |
1.5752 |
|
2.618 |
1.5648 |
|
4.250 |
1.5478 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5972 |
1.5974 |
| PP |
1.5963 |
1.5964 |
| S1 |
1.5955 |
1.5955 |
|