CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6374 |
1.6507 |
0.0133 |
0.8% |
1.6498 |
| High |
1.6560 |
1.6587 |
0.0027 |
0.2% |
1.6600 |
| Low |
1.6364 |
1.6425 |
0.0061 |
0.4% |
1.6206 |
| Close |
1.6527 |
1.6572 |
0.0045 |
0.3% |
1.6527 |
| Range |
0.0196 |
0.0162 |
-0.0034 |
-17.3% |
0.0394 |
| ATR |
0.0248 |
0.0242 |
-0.0006 |
-2.5% |
0.0000 |
| Volume |
109,251 |
86,568 |
-22,683 |
-20.8% |
517,246 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7014 |
1.6955 |
1.6661 |
|
| R3 |
1.6852 |
1.6793 |
1.6617 |
|
| R2 |
1.6690 |
1.6690 |
1.6602 |
|
| R1 |
1.6631 |
1.6631 |
1.6587 |
1.6661 |
| PP |
1.6528 |
1.6528 |
1.6528 |
1.6543 |
| S1 |
1.6469 |
1.6469 |
1.6557 |
1.6499 |
| S2 |
1.6366 |
1.6366 |
1.6542 |
|
| S3 |
1.6204 |
1.6307 |
1.6527 |
|
| S4 |
1.6042 |
1.6145 |
1.6483 |
|
|
| 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% |
0.0220 |
1.3% |
93% |
False |
False |
102,123 |
| 10 |
1.6600 |
1.6185 |
0.0415 |
2.5% |
0.0240 |
1.4% |
93% |
False |
False |
102,277 |
| 20 |
1.6658 |
1.5795 |
0.0863 |
5.2% |
0.0271 |
1.6% |
90% |
False |
False |
66,445 |
| 40 |
1.6658 |
1.4850 |
0.1808 |
10.9% |
0.0230 |
1.4% |
95% |
False |
False |
33,891 |
| 60 |
1.6658 |
1.4446 |
0.2212 |
13.3% |
0.0186 |
1.1% |
96% |
False |
False |
22,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7276 |
|
2.618 |
1.7011 |
|
1.618 |
1.6849 |
|
1.000 |
1.6749 |
|
0.618 |
1.6687 |
|
HIGH |
1.6587 |
|
0.618 |
1.6525 |
|
0.500 |
1.6506 |
|
0.382 |
1.6487 |
|
LOW |
1.6425 |
|
0.618 |
1.6325 |
|
1.000 |
1.6263 |
|
1.618 |
1.6163 |
|
2.618 |
1.6001 |
|
4.250 |
1.5737 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6550 |
1.6517 |
| PP |
1.6528 |
1.6462 |
| S1 |
1.6506 |
1.6408 |
|