CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6570 |
1.6487 |
-0.0083 |
-0.5% |
1.6650 |
| High |
1.6575 |
1.6487 |
-0.0088 |
-0.5% |
1.6685 |
| Low |
1.6498 |
1.6275 |
-0.0223 |
-1.4% |
1.6390 |
| Close |
1.6502 |
1.6337 |
-0.0165 |
-1.0% |
1.6502 |
| Range |
0.0077 |
0.0212 |
0.0135 |
175.3% |
0.0295 |
| ATR |
0.0152 |
0.0158 |
0.0005 |
3.5% |
0.0000 |
| Volume |
790 |
736 |
-54 |
-6.8% |
1,265 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7002 |
1.6882 |
1.6454 |
|
| R3 |
1.6790 |
1.6670 |
1.6395 |
|
| R2 |
1.6578 |
1.6578 |
1.6376 |
|
| R1 |
1.6458 |
1.6458 |
1.6356 |
1.6412 |
| PP |
1.6366 |
1.6366 |
1.6366 |
1.6344 |
| S1 |
1.6246 |
1.6246 |
1.6318 |
1.6200 |
| S2 |
1.6154 |
1.6154 |
1.6298 |
|
| S3 |
1.5942 |
1.6034 |
1.6279 |
|
| S4 |
1.5730 |
1.5822 |
1.6220 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7411 |
1.7251 |
1.6664 |
|
| R3 |
1.7116 |
1.6956 |
1.6583 |
|
| R2 |
1.6821 |
1.6821 |
1.6556 |
|
| R1 |
1.6661 |
1.6661 |
1.6529 |
1.6594 |
| PP |
1.6526 |
1.6526 |
1.6526 |
1.6492 |
| S1 |
1.6366 |
1.6366 |
1.6475 |
1.6299 |
| S2 |
1.6231 |
1.6231 |
1.6448 |
|
| S3 |
1.5936 |
1.6071 |
1.6421 |
|
| S4 |
1.5641 |
1.5776 |
1.6340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6685 |
1.6275 |
0.0410 |
2.5% |
0.0124 |
0.8% |
15% |
False |
True |
345 |
| 10 |
1.7028 |
1.6275 |
0.0753 |
4.6% |
0.0146 |
0.9% |
8% |
False |
True |
256 |
| 20 |
1.7028 |
1.6275 |
0.0753 |
4.6% |
0.0140 |
0.9% |
8% |
False |
True |
184 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0138 |
0.8% |
31% |
False |
False |
128 |
| 60 |
1.7028 |
1.5800 |
0.1228 |
7.5% |
0.0124 |
0.8% |
44% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7388 |
|
2.618 |
1.7042 |
|
1.618 |
1.6830 |
|
1.000 |
1.6699 |
|
0.618 |
1.6618 |
|
HIGH |
1.6487 |
|
0.618 |
1.6406 |
|
0.500 |
1.6381 |
|
0.382 |
1.6356 |
|
LOW |
1.6275 |
|
0.618 |
1.6144 |
|
1.000 |
1.6063 |
|
1.618 |
1.5932 |
|
2.618 |
1.5720 |
|
4.250 |
1.5374 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6381 |
1.6480 |
| PP |
1.6366 |
1.6432 |
| S1 |
1.6352 |
1.6385 |
|