CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6273 |
1.6130 |
-0.0143 |
-0.9% |
1.6507 |
| High |
1.6295 |
1.6149 |
-0.0146 |
-0.9% |
1.6742 |
| Low |
1.6114 |
1.5981 |
-0.0133 |
-0.8% |
1.6321 |
| Close |
1.6149 |
1.6025 |
-0.0124 |
-0.8% |
1.6420 |
| Range |
0.0181 |
0.0168 |
-0.0013 |
-7.2% |
0.0421 |
| ATR |
0.0239 |
0.0234 |
-0.0005 |
-2.1% |
0.0000 |
| Volume |
111,809 |
87,007 |
-24,802 |
-22.2% |
381,142 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6556 |
1.6458 |
1.6117 |
|
| R3 |
1.6388 |
1.6290 |
1.6071 |
|
| R2 |
1.6220 |
1.6220 |
1.6056 |
|
| R1 |
1.6122 |
1.6122 |
1.6040 |
1.6087 |
| PP |
1.6052 |
1.6052 |
1.6052 |
1.6034 |
| S1 |
1.5954 |
1.5954 |
1.6010 |
1.5919 |
| S2 |
1.5884 |
1.5884 |
1.5994 |
|
| S3 |
1.5716 |
1.5786 |
1.5979 |
|
| S4 |
1.5548 |
1.5618 |
1.5933 |
|
|
| 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 |
1.6546 |
1.5981 |
0.0565 |
3.5% |
0.0185 |
1.2% |
8% |
False |
True |
105,340 |
| 10 |
1.6742 |
1.5981 |
0.0761 |
4.7% |
0.0208 |
1.3% |
6% |
False |
True |
101,215 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.7% |
0.0232 |
1.5% |
6% |
False |
True |
93,384 |
| 40 |
1.6742 |
1.5074 |
0.1668 |
10.4% |
0.0239 |
1.5% |
57% |
False |
False |
48,878 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
14.3% |
0.0198 |
1.2% |
69% |
False |
False |
32,609 |
| 80 |
1.6742 |
1.3900 |
0.2842 |
17.7% |
0.0170 |
1.1% |
75% |
False |
False |
24,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6863 |
|
2.618 |
1.6589 |
|
1.618 |
1.6421 |
|
1.000 |
1.6317 |
|
0.618 |
1.6253 |
|
HIGH |
1.6149 |
|
0.618 |
1.6085 |
|
0.500 |
1.6065 |
|
0.382 |
1.6045 |
|
LOW |
1.5981 |
|
0.618 |
1.5877 |
|
1.000 |
1.5813 |
|
1.618 |
1.5709 |
|
2.618 |
1.5541 |
|
4.250 |
1.5267 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6065 |
1.6153 |
| PP |
1.6052 |
1.6110 |
| S1 |
1.6038 |
1.6068 |
|