CME British Pound Future December 2009
Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1.6650 |
1.6470 |
-0.0180 |
-1.1% |
1.6694 |
High |
1.6670 |
1.6504 |
-0.0166 |
-1.0% |
1.7028 |
Low |
1.6429 |
1.6450 |
0.0021 |
0.1% |
1.6650 |
Close |
1.6457 |
1.6470 |
0.0013 |
0.1% |
1.6661 |
Range |
0.0241 |
0.0054 |
-0.0187 |
-77.6% |
0.0378 |
ATR |
0.0166 |
0.0158 |
-0.0008 |
-4.8% |
0.0000 |
Volume |
272 |
116 |
-156 |
-57.4% |
809 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6637 |
1.6607 |
1.6500 |
|
R3 |
1.6583 |
1.6553 |
1.6485 |
|
R2 |
1.6529 |
1.6529 |
1.6480 |
|
R1 |
1.6499 |
1.6499 |
1.6475 |
1.6497 |
PP |
1.6475 |
1.6475 |
1.6475 |
1.6474 |
S1 |
1.6445 |
1.6445 |
1.6465 |
1.6443 |
S2 |
1.6421 |
1.6421 |
1.6460 |
|
S3 |
1.6367 |
1.6391 |
1.6455 |
|
S4 |
1.6313 |
1.6337 |
1.6440 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7914 |
1.7665 |
1.6869 |
|
R3 |
1.7536 |
1.7287 |
1.6765 |
|
R2 |
1.7158 |
1.7158 |
1.6730 |
|
R1 |
1.6909 |
1.6909 |
1.6696 |
1.6845 |
PP |
1.6780 |
1.6780 |
1.6780 |
1.6747 |
S1 |
1.6531 |
1.6531 |
1.6626 |
1.6467 |
S2 |
1.6402 |
1.6402 |
1.6592 |
|
S3 |
1.6024 |
1.6153 |
1.6557 |
|
S4 |
1.5646 |
1.5775 |
1.6453 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.7028 |
1.6429 |
0.0599 |
3.6% |
0.0165 |
1.0% |
7% |
False |
False |
124 |
10 |
1.7028 |
1.6350 |
0.0678 |
4.1% |
0.0161 |
1.0% |
18% |
False |
False |
150 |
20 |
1.7028 |
1.6320 |
0.0708 |
4.3% |
0.0128 |
0.8% |
21% |
False |
False |
112 |
40 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0139 |
0.8% |
45% |
False |
False |
94 |
60 |
1.7028 |
1.5449 |
0.1579 |
9.6% |
0.0118 |
0.7% |
65% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6734 |
2.618 |
1.6645 |
1.618 |
1.6591 |
1.000 |
1.6558 |
0.618 |
1.6537 |
HIGH |
1.6504 |
0.618 |
1.6483 |
0.500 |
1.6477 |
0.382 |
1.6471 |
LOW |
1.6450 |
0.618 |
1.6417 |
1.000 |
1.6396 |
1.618 |
1.6363 |
2.618 |
1.6309 |
4.250 |
1.6221 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6477 |
1.6620 |
PP |
1.6475 |
1.6570 |
S1 |
1.6472 |
1.6520 |
|