CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6287 |
1.6273 |
-0.0014 |
-0.1% |
1.6507 |
| High |
1.6324 |
1.6295 |
-0.0029 |
-0.2% |
1.6742 |
| Low |
1.6092 |
1.6114 |
0.0022 |
0.1% |
1.6321 |
| Close |
1.6249 |
1.6149 |
-0.0100 |
-0.6% |
1.6420 |
| Range |
0.0232 |
0.0181 |
-0.0051 |
-22.0% |
0.0421 |
| ATR |
0.0244 |
0.0239 |
-0.0004 |
-1.8% |
0.0000 |
| Volume |
107,146 |
111,809 |
4,663 |
4.4% |
381,142 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6729 |
1.6620 |
1.6249 |
|
| R3 |
1.6548 |
1.6439 |
1.6199 |
|
| R2 |
1.6367 |
1.6367 |
1.6182 |
|
| R1 |
1.6258 |
1.6258 |
1.6166 |
1.6222 |
| PP |
1.6186 |
1.6186 |
1.6186 |
1.6168 |
| S1 |
1.6077 |
1.6077 |
1.6132 |
1.6041 |
| S2 |
1.6005 |
1.6005 |
1.6116 |
|
| S3 |
1.5824 |
1.5896 |
1.6099 |
|
| S4 |
1.5643 |
1.5715 |
1.6049 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7757 |
1.7510 |
1.6652 |
|
| R3 |
1.7336 |
1.7089 |
1.6536 |
|
| R2 |
1.6915 |
1.6915 |
1.6497 |
|
| R1 |
1.6668 |
1.6668 |
1.6459 |
1.6581 |
| PP |
1.6494 |
1.6494 |
1.6494 |
1.6451 |
| S1 |
1.6247 |
1.6247 |
1.6381 |
1.6160 |
| S2 |
1.6073 |
1.6073 |
1.6343 |
|
| S3 |
1.5652 |
1.5826 |
1.6304 |
|
| S4 |
1.5231 |
1.5405 |
1.6188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6742 |
1.6092 |
0.0650 |
4.0% |
0.0216 |
1.3% |
9% |
False |
False |
102,705 |
| 10 |
1.6742 |
1.6092 |
0.0650 |
4.0% |
0.0218 |
1.3% |
9% |
False |
False |
102,414 |
| 20 |
1.6742 |
1.5979 |
0.0763 |
4.7% |
0.0243 |
1.5% |
22% |
False |
False |
90,080 |
| 40 |
1.6742 |
1.5074 |
0.1668 |
10.3% |
0.0238 |
1.5% |
64% |
False |
False |
46,716 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
14.2% |
0.0198 |
1.2% |
74% |
False |
False |
31,159 |
| 80 |
1.6742 |
1.3900 |
0.2842 |
17.6% |
0.0168 |
1.0% |
79% |
False |
False |
23,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7064 |
|
2.618 |
1.6769 |
|
1.618 |
1.6588 |
|
1.000 |
1.6476 |
|
0.618 |
1.6407 |
|
HIGH |
1.6295 |
|
0.618 |
1.6226 |
|
0.500 |
1.6205 |
|
0.382 |
1.6183 |
|
LOW |
1.6114 |
|
0.618 |
1.6002 |
|
1.000 |
1.5933 |
|
1.618 |
1.5821 |
|
2.618 |
1.5640 |
|
4.250 |
1.5345 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6205 |
1.6295 |
| PP |
1.6186 |
1.6246 |
| S1 |
1.6168 |
1.6198 |
|