CME British Pound Future September 2009
Trading Metrics calculated at close of trading on 30-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1.6507 |
1.6561 |
0.0054 |
0.3% |
1.6498 |
High |
1.6587 |
1.6742 |
0.0155 |
0.9% |
1.6600 |
Low |
1.6425 |
1.6420 |
-0.0005 |
0.0% |
1.6206 |
Close |
1.6572 |
1.6463 |
-0.0109 |
-0.7% |
1.6527 |
Range |
0.0162 |
0.0322 |
0.0160 |
98.8% |
0.0394 |
ATR |
0.0242 |
0.0248 |
0.0006 |
2.4% |
0.0000 |
Volume |
86,568 |
73,833 |
-12,735 |
-14.7% |
517,246 |
|
Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7508 |
1.7307 |
1.6640 |
|
R3 |
1.7186 |
1.6985 |
1.6552 |
|
R2 |
1.6864 |
1.6864 |
1.6522 |
|
R1 |
1.6663 |
1.6663 |
1.6493 |
1.6603 |
PP |
1.6542 |
1.6542 |
1.6542 |
1.6511 |
S1 |
1.6341 |
1.6341 |
1.6433 |
1.6281 |
S2 |
1.6220 |
1.6220 |
1.6404 |
|
S3 |
1.5898 |
1.6019 |
1.6374 |
|
S4 |
1.5576 |
1.5697 |
1.6286 |
|
|
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 |
1.6742 |
1.6228 |
0.0514 |
3.1% |
0.0231 |
1.4% |
46% |
True |
False |
97,089 |
10 |
1.6742 |
1.6185 |
0.0557 |
3.4% |
0.0242 |
1.5% |
50% |
True |
False |
100,347 |
20 |
1.6742 |
1.5795 |
0.0947 |
5.8% |
0.0274 |
1.7% |
71% |
True |
False |
70,024 |
40 |
1.6742 |
1.4968 |
0.1774 |
10.8% |
0.0234 |
1.4% |
84% |
True |
False |
35,736 |
60 |
1.6742 |
1.4446 |
0.2296 |
13.9% |
0.0190 |
1.2% |
88% |
True |
False |
23,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.8111 |
2.618 |
1.7585 |
1.618 |
1.7263 |
1.000 |
1.7064 |
0.618 |
1.6941 |
HIGH |
1.6742 |
0.618 |
1.6619 |
0.500 |
1.6581 |
0.382 |
1.6543 |
LOW |
1.6420 |
0.618 |
1.6221 |
1.000 |
1.6098 |
1.618 |
1.5899 |
2.618 |
1.5577 |
4.250 |
1.5052 |
|
|
Fisher Pivots for day following 30-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6581 |
1.6553 |
PP |
1.6542 |
1.6523 |
S1 |
1.6502 |
1.6493 |
|