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 |
|