CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6335 |
1.6455 |
0.0120 |
0.7% |
1.6415 |
| High |
1.6473 |
1.6600 |
0.0127 |
0.8% |
1.6561 |
| Low |
1.6206 |
1.6366 |
0.0160 |
1.0% |
1.6185 |
| Close |
1.6452 |
1.6410 |
-0.0042 |
-0.3% |
1.6513 |
| Range |
0.0267 |
0.0234 |
-0.0033 |
-12.4% |
0.0376 |
| ATR |
0.0254 |
0.0253 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
99,004 |
108,692 |
9,688 |
9.8% |
502,481 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7161 |
1.7019 |
1.6539 |
|
| R3 |
1.6927 |
1.6785 |
1.6474 |
|
| R2 |
1.6693 |
1.6693 |
1.6453 |
|
| R1 |
1.6551 |
1.6551 |
1.6431 |
1.6505 |
| PP |
1.6459 |
1.6459 |
1.6459 |
1.6436 |
| S1 |
1.6317 |
1.6317 |
1.6389 |
1.6271 |
| S2 |
1.6225 |
1.6225 |
1.6367 |
|
| S3 |
1.5991 |
1.6083 |
1.6346 |
|
| S4 |
1.5757 |
1.5849 |
1.6281 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7548 |
1.7406 |
1.6720 |
|
| R3 |
1.7172 |
1.7030 |
1.6616 |
|
| R2 |
1.6796 |
1.6796 |
1.6582 |
|
| R1 |
1.6654 |
1.6654 |
1.6547 |
1.6725 |
| PP |
1.6420 |
1.6420 |
1.6420 |
1.6455 |
| S1 |
1.6278 |
1.6278 |
1.6479 |
1.6349 |
| S2 |
1.6044 |
1.6044 |
1.6444 |
|
| S3 |
1.5668 |
1.5902 |
1.6410 |
|
| S4 |
1.5292 |
1.5526 |
1.6306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6600 |
1.6185 |
0.0415 |
2.5% |
0.0248 |
1.5% |
54% |
True |
False |
106,482 |
| 10 |
1.6620 |
1.6185 |
0.0435 |
2.7% |
0.0256 |
1.6% |
52% |
False |
False |
93,773 |
| 20 |
1.6658 |
1.5795 |
0.0863 |
5.3% |
0.0278 |
1.7% |
71% |
False |
False |
51,690 |
| 40 |
1.6658 |
1.4688 |
0.1970 |
12.0% |
0.0222 |
1.4% |
87% |
False |
False |
26,319 |
| 60 |
1.6658 |
1.4248 |
0.2410 |
14.7% |
0.0181 |
1.1% |
90% |
False |
False |
17,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7595 |
|
2.618 |
1.7213 |
|
1.618 |
1.6979 |
|
1.000 |
1.6834 |
|
0.618 |
1.6745 |
|
HIGH |
1.6600 |
|
0.618 |
1.6511 |
|
0.500 |
1.6483 |
|
0.382 |
1.6455 |
|
LOW |
1.6366 |
|
0.618 |
1.6221 |
|
1.000 |
1.6132 |
|
1.618 |
1.5987 |
|
2.618 |
1.5753 |
|
4.250 |
1.5372 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6483 |
1.6408 |
| PP |
1.6459 |
1.6405 |
| S1 |
1.6434 |
1.6403 |
|