CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6410 |
1.6374 |
-0.0036 |
-0.2% |
1.6498 |
| High |
1.6470 |
1.6560 |
0.0090 |
0.5% |
1.6600 |
| Low |
1.6228 |
1.6364 |
0.0136 |
0.8% |
1.6206 |
| Close |
1.6370 |
1.6527 |
0.0157 |
1.0% |
1.6527 |
| Range |
0.0242 |
0.0196 |
-0.0046 |
-19.0% |
0.0394 |
| ATR |
0.0252 |
0.0248 |
-0.0004 |
-1.6% |
0.0000 |
| Volume |
107,103 |
109,251 |
2,148 |
2.0% |
517,246 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7072 |
1.6995 |
1.6635 |
|
| R3 |
1.6876 |
1.6799 |
1.6581 |
|
| R2 |
1.6680 |
1.6680 |
1.6563 |
|
| R1 |
1.6603 |
1.6603 |
1.6545 |
1.6642 |
| PP |
1.6484 |
1.6484 |
1.6484 |
1.6503 |
| S1 |
1.6407 |
1.6407 |
1.6509 |
1.6446 |
| S2 |
1.6288 |
1.6288 |
1.6491 |
|
| S3 |
1.6092 |
1.6211 |
1.6473 |
|
| S4 |
1.5896 |
1.6015 |
1.6419 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7626 |
1.7471 |
1.6744 |
|
| R3 |
1.7232 |
1.7077 |
1.6635 |
|
| R2 |
1.6838 |
1.6838 |
1.6599 |
|
| R1 |
1.6683 |
1.6683 |
1.6563 |
1.6761 |
| PP |
1.6444 |
1.6444 |
1.6444 |
1.6483 |
| S1 |
1.6289 |
1.6289 |
1.6491 |
1.6367 |
| S2 |
1.6050 |
1.6050 |
1.6455 |
|
| S3 |
1.5656 |
1.5895 |
1.6419 |
|
| S4 |
1.5262 |
1.5501 |
1.6310 |
|
|
| 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% |
0.0227 |
1.4% |
81% |
False |
False |
103,449 |
| 10 |
1.6600 |
1.6185 |
0.0415 |
2.5% |
0.0244 |
1.5% |
82% |
False |
False |
101,972 |
| 20 |
1.6658 |
1.5795 |
0.0863 |
5.2% |
0.0280 |
1.7% |
85% |
False |
False |
62,360 |
| 40 |
1.6658 |
1.4850 |
0.1808 |
10.9% |
0.0226 |
1.4% |
93% |
False |
False |
31,727 |
| 60 |
1.6658 |
1.4446 |
0.2212 |
13.4% |
0.0185 |
1.1% |
94% |
False |
False |
21,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7393 |
|
2.618 |
1.7073 |
|
1.618 |
1.6877 |
|
1.000 |
1.6756 |
|
0.618 |
1.6681 |
|
HIGH |
1.6560 |
|
0.618 |
1.6485 |
|
0.500 |
1.6462 |
|
0.382 |
1.6439 |
|
LOW |
1.6364 |
|
0.618 |
1.6243 |
|
1.000 |
1.6168 |
|
1.618 |
1.6047 |
|
2.618 |
1.5851 |
|
4.250 |
1.5531 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6505 |
1.6489 |
| PP |
1.6484 |
1.6452 |
| S1 |
1.6462 |
1.6414 |
|