CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6465 |
1.6480 |
0.0015 |
0.1% |
1.6498 |
| High |
1.6546 |
1.6498 |
-0.0048 |
-0.3% |
1.6600 |
| Low |
1.6379 |
1.6321 |
-0.0058 |
-0.4% |
1.6206 |
| Close |
1.6474 |
1.6420 |
-0.0054 |
-0.3% |
1.6527 |
| Range |
0.0167 |
0.0177 |
0.0010 |
6.0% |
0.0394 |
| ATR |
0.0242 |
0.0237 |
-0.0005 |
-1.9% |
0.0000 |
| Volume |
127,499 |
93,242 |
-34,257 |
-26.9% |
517,246 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6944 |
1.6859 |
1.6517 |
|
| R3 |
1.6767 |
1.6682 |
1.6469 |
|
| R2 |
1.6590 |
1.6590 |
1.6452 |
|
| R1 |
1.6505 |
1.6505 |
1.6436 |
1.6459 |
| PP |
1.6413 |
1.6413 |
1.6413 |
1.6390 |
| S1 |
1.6328 |
1.6328 |
1.6404 |
1.6282 |
| S2 |
1.6236 |
1.6236 |
1.6388 |
|
| S3 |
1.6059 |
1.6151 |
1.6371 |
|
| S4 |
1.5882 |
1.5974 |
1.6323 |
|
|
| 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 |
1.6321 |
0.0421 |
2.6% |
0.0205 |
1.2% |
24% |
False |
True |
98,078 |
| 10 |
1.6742 |
1.6206 |
0.0536 |
3.3% |
0.0222 |
1.4% |
40% |
False |
False |
101,687 |
| 20 |
1.6742 |
1.5795 |
0.0947 |
5.8% |
0.0253 |
1.5% |
66% |
False |
False |
80,346 |
| 40 |
1.6742 |
1.4968 |
0.1774 |
10.8% |
0.0235 |
1.4% |
82% |
False |
False |
41,253 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
14.0% |
0.0193 |
1.2% |
86% |
False |
False |
27,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7250 |
|
2.618 |
1.6961 |
|
1.618 |
1.6784 |
|
1.000 |
1.6675 |
|
0.618 |
1.6607 |
|
HIGH |
1.6498 |
|
0.618 |
1.6430 |
|
0.500 |
1.6410 |
|
0.382 |
1.6389 |
|
LOW |
1.6321 |
|
0.618 |
1.6212 |
|
1.000 |
1.6144 |
|
1.618 |
1.6035 |
|
2.618 |
1.5858 |
|
4.250 |
1.5569 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6417 |
1.6532 |
| PP |
1.6413 |
1.6494 |
| S1 |
1.6410 |
1.6457 |
|