CME British Pound Future September 2009
Trading Metrics calculated at close of trading on 09-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1.6130 |
1.6057 |
-0.0073 |
-0.5% |
1.6507 |
High |
1.6149 |
1.6380 |
0.0231 |
1.4% |
1.6742 |
Low |
1.5981 |
1.6026 |
0.0045 |
0.3% |
1.6321 |
Close |
1.6025 |
1.6357 |
0.0332 |
2.1% |
1.6420 |
Range |
0.0168 |
0.0354 |
0.0186 |
110.7% |
0.0421 |
ATR |
0.0234 |
0.0243 |
0.0009 |
3.7% |
0.0000 |
Volume |
87,007 |
101,061 |
14,054 |
16.2% |
381,142 |
|
Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7316 |
1.7191 |
1.6552 |
|
R3 |
1.6962 |
1.6837 |
1.6454 |
|
R2 |
1.6608 |
1.6608 |
1.6422 |
|
R1 |
1.6483 |
1.6483 |
1.6389 |
1.6546 |
PP |
1.6254 |
1.6254 |
1.6254 |
1.6286 |
S1 |
1.6129 |
1.6129 |
1.6325 |
1.6192 |
S2 |
1.5900 |
1.5900 |
1.6292 |
|
S3 |
1.5546 |
1.5775 |
1.6260 |
|
S4 |
1.5192 |
1.5421 |
1.6162 |
|
|
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 |
1.6498 |
1.5981 |
0.0517 |
3.2% |
0.0222 |
1.4% |
73% |
False |
False |
100,053 |
10 |
1.6742 |
1.5981 |
0.0761 |
4.7% |
0.0220 |
1.3% |
49% |
False |
False |
100,451 |
20 |
1.6742 |
1.5981 |
0.0761 |
4.7% |
0.0238 |
1.5% |
49% |
False |
False |
97,112 |
40 |
1.6742 |
1.5074 |
0.1668 |
10.2% |
0.0244 |
1.5% |
77% |
False |
False |
51,402 |
60 |
1.6742 |
1.4446 |
0.2296 |
14.0% |
0.0203 |
1.2% |
83% |
False |
False |
34,293 |
80 |
1.6742 |
1.3900 |
0.2842 |
17.4% |
0.0175 |
1.1% |
86% |
False |
False |
25,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7885 |
2.618 |
1.7307 |
1.618 |
1.6953 |
1.000 |
1.6734 |
0.618 |
1.6599 |
HIGH |
1.6380 |
0.618 |
1.6245 |
0.500 |
1.6203 |
0.382 |
1.6161 |
LOW |
1.6026 |
0.618 |
1.5807 |
1.000 |
1.5672 |
1.618 |
1.5453 |
2.618 |
1.5099 |
4.250 |
1.4522 |
|
|
Fisher Pivots for day following 09-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6306 |
1.6298 |
PP |
1.6254 |
1.6239 |
S1 |
1.6203 |
1.6181 |
|