CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6455 |
1.6410 |
-0.0045 |
-0.3% |
1.6415 |
| High |
1.6600 |
1.6470 |
-0.0130 |
-0.8% |
1.6561 |
| Low |
1.6366 |
1.6228 |
-0.0138 |
-0.8% |
1.6185 |
| Close |
1.6410 |
1.6370 |
-0.0040 |
-0.2% |
1.6513 |
| Range |
0.0234 |
0.0242 |
0.0008 |
3.4% |
0.0376 |
| ATR |
0.0253 |
0.0252 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
108,692 |
107,103 |
-1,589 |
-1.5% |
502,481 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7082 |
1.6968 |
1.6503 |
|
| R3 |
1.6840 |
1.6726 |
1.6437 |
|
| R2 |
1.6598 |
1.6598 |
1.6414 |
|
| R1 |
1.6484 |
1.6484 |
1.6392 |
1.6420 |
| PP |
1.6356 |
1.6356 |
1.6356 |
1.6324 |
| S1 |
1.6242 |
1.6242 |
1.6348 |
1.6178 |
| S2 |
1.6114 |
1.6114 |
1.6326 |
|
| S3 |
1.5872 |
1.6000 |
1.6303 |
|
| S4 |
1.5630 |
1.5758 |
1.6237 |
|
|
| 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 |
1.6206 |
0.0394 |
2.4% |
0.0240 |
1.5% |
42% |
False |
False |
105,296 |
| 10 |
1.6600 |
1.6185 |
0.0415 |
2.5% |
0.0252 |
1.5% |
45% |
False |
False |
99,271 |
| 20 |
1.6658 |
1.5795 |
0.0863 |
5.3% |
0.0283 |
1.7% |
67% |
False |
False |
57,001 |
| 40 |
1.6658 |
1.4775 |
0.1883 |
11.5% |
0.0225 |
1.4% |
85% |
False |
False |
28,996 |
| 60 |
1.6658 |
1.4392 |
0.2266 |
13.8% |
0.0183 |
1.1% |
87% |
False |
False |
19,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7499 |
|
2.618 |
1.7104 |
|
1.618 |
1.6862 |
|
1.000 |
1.6712 |
|
0.618 |
1.6620 |
|
HIGH |
1.6470 |
|
0.618 |
1.6378 |
|
0.500 |
1.6349 |
|
0.382 |
1.6320 |
|
LOW |
1.6228 |
|
0.618 |
1.6078 |
|
1.000 |
1.5986 |
|
1.618 |
1.5836 |
|
2.618 |
1.5594 |
|
4.250 |
1.5200 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6363 |
1.6403 |
| PP |
1.6356 |
1.6392 |
| S1 |
1.6349 |
1.6381 |
|