CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6332 |
1.6399 |
0.0067 |
0.4% |
1.6265 |
| High |
1.6410 |
1.6589 |
0.0179 |
1.1% |
1.6410 |
| Low |
1.6287 |
1.6323 |
0.0036 |
0.2% |
1.6112 |
| Close |
1.6398 |
1.6486 |
0.0088 |
0.5% |
1.6398 |
| Range |
0.0123 |
0.0266 |
0.0143 |
116.3% |
0.0298 |
| ATR |
0.0164 |
0.0171 |
0.0007 |
4.5% |
0.0000 |
| Volume |
2,460 |
5,162 |
2,702 |
109.8% |
15,822 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7264 |
1.7141 |
1.6632 |
|
| R3 |
1.6998 |
1.6875 |
1.6559 |
|
| R2 |
1.6732 |
1.6732 |
1.6535 |
|
| R1 |
1.6609 |
1.6609 |
1.6510 |
1.6671 |
| PP |
1.6466 |
1.6466 |
1.6466 |
1.6497 |
| S1 |
1.6343 |
1.6343 |
1.6462 |
1.6405 |
| S2 |
1.6200 |
1.6200 |
1.6437 |
|
| S3 |
1.5934 |
1.6077 |
1.6413 |
|
| S4 |
1.5668 |
1.5811 |
1.6340 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7201 |
1.7097 |
1.6562 |
|
| R3 |
1.6903 |
1.6799 |
1.6480 |
|
| R2 |
1.6605 |
1.6605 |
1.6453 |
|
| R1 |
1.6501 |
1.6501 |
1.6425 |
1.6553 |
| PP |
1.6307 |
1.6307 |
1.6307 |
1.6333 |
| S1 |
1.6203 |
1.6203 |
1.6371 |
1.6255 |
| S2 |
1.6009 |
1.6009 |
1.6343 |
|
| S3 |
1.5711 |
1.5905 |
1.6316 |
|
| S4 |
1.5413 |
1.5607 |
1.6234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6589 |
1.6112 |
0.0477 |
2.9% |
0.0202 |
1.2% |
78% |
True |
False |
3,441 |
| 10 |
1.6589 |
1.6112 |
0.0477 |
2.9% |
0.0170 |
1.0% |
78% |
True |
False |
2,934 |
| 20 |
1.6685 |
1.6112 |
0.0573 |
3.5% |
0.0162 |
1.0% |
65% |
False |
False |
1,621 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.6% |
0.0146 |
0.9% |
41% |
False |
False |
867 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0147 |
0.9% |
46% |
False |
False |
602 |
| 80 |
1.7028 |
1.5300 |
0.1728 |
10.5% |
0.0128 |
0.8% |
69% |
False |
False |
455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7720 |
|
2.618 |
1.7285 |
|
1.618 |
1.7019 |
|
1.000 |
1.6855 |
|
0.618 |
1.6753 |
|
HIGH |
1.6589 |
|
0.618 |
1.6487 |
|
0.500 |
1.6456 |
|
0.382 |
1.6425 |
|
LOW |
1.6323 |
|
0.618 |
1.6159 |
|
1.000 |
1.6057 |
|
1.618 |
1.5893 |
|
2.618 |
1.5627 |
|
4.250 |
1.5193 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6476 |
1.6462 |
| PP |
1.6466 |
1.6438 |
| S1 |
1.6456 |
1.6414 |
|