CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6561 |
1.6465 |
-0.0096 |
-0.6% |
1.6498 |
| High |
1.6742 |
1.6546 |
-0.0196 |
-1.2% |
1.6600 |
| Low |
1.6420 |
1.6379 |
-0.0041 |
-0.2% |
1.6206 |
| Close |
1.6463 |
1.6474 |
0.0011 |
0.1% |
1.6527 |
| Range |
0.0322 |
0.0167 |
-0.0155 |
-48.1% |
0.0394 |
| ATR |
0.0248 |
0.0242 |
-0.0006 |
-2.3% |
0.0000 |
| Volume |
73,833 |
127,499 |
53,666 |
72.7% |
517,246 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6967 |
1.6888 |
1.6566 |
|
| R3 |
1.6800 |
1.6721 |
1.6520 |
|
| R2 |
1.6633 |
1.6633 |
1.6505 |
|
| R1 |
1.6554 |
1.6554 |
1.6489 |
1.6594 |
| PP |
1.6466 |
1.6466 |
1.6466 |
1.6486 |
| S1 |
1.6387 |
1.6387 |
1.6459 |
1.6427 |
| S2 |
1.6299 |
1.6299 |
1.6443 |
|
| S3 |
1.6132 |
1.6220 |
1.6428 |
|
| S4 |
1.5965 |
1.6053 |
1.6382 |
|
|
| 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% |
0.0218 |
1.3% |
48% |
False |
False |
100,850 |
| 10 |
1.6742 |
1.6185 |
0.0557 |
3.4% |
0.0233 |
1.4% |
52% |
False |
False |
103,666 |
| 20 |
1.6742 |
1.5795 |
0.0947 |
5.7% |
0.0261 |
1.6% |
72% |
False |
False |
76,176 |
| 40 |
1.6742 |
1.4968 |
0.1774 |
10.8% |
0.0234 |
1.4% |
85% |
False |
False |
38,923 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
13.9% |
0.0192 |
1.2% |
88% |
False |
False |
25,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7256 |
|
2.618 |
1.6983 |
|
1.618 |
1.6816 |
|
1.000 |
1.6713 |
|
0.618 |
1.6649 |
|
HIGH |
1.6546 |
|
0.618 |
1.6482 |
|
0.500 |
1.6463 |
|
0.382 |
1.6443 |
|
LOW |
1.6379 |
|
0.618 |
1.6276 |
|
1.000 |
1.6212 |
|
1.618 |
1.6109 |
|
2.618 |
1.5942 |
|
4.250 |
1.5669 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6470 |
1.6561 |
| PP |
1.6466 |
1.6532 |
| S1 |
1.6463 |
1.6503 |
|