CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6057 |
1.6339 |
0.0282 |
1.8% |
1.6287 |
| High |
1.6380 |
1.6339 |
-0.0041 |
-0.3% |
1.6380 |
| Low |
1.6026 |
1.6151 |
0.0125 |
0.8% |
1.5981 |
| Close |
1.6357 |
1.6189 |
-0.0168 |
-1.0% |
1.6189 |
| Range |
0.0354 |
0.0188 |
-0.0166 |
-46.9% |
0.0399 |
| ATR |
0.0243 |
0.0240 |
-0.0003 |
-1.1% |
0.0000 |
| Volume |
101,061 |
111,173 |
10,112 |
10.0% |
518,196 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6790 |
1.6678 |
1.6292 |
|
| R3 |
1.6602 |
1.6490 |
1.6241 |
|
| R2 |
1.6414 |
1.6414 |
1.6223 |
|
| R1 |
1.6302 |
1.6302 |
1.6206 |
1.6264 |
| PP |
1.6226 |
1.6226 |
1.6226 |
1.6208 |
| S1 |
1.6114 |
1.6114 |
1.6172 |
1.6076 |
| S2 |
1.6038 |
1.6038 |
1.6155 |
|
| S3 |
1.5850 |
1.5926 |
1.6137 |
|
| S4 |
1.5662 |
1.5738 |
1.6086 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7380 |
1.7184 |
1.6408 |
|
| R3 |
1.6981 |
1.6785 |
1.6299 |
|
| R2 |
1.6582 |
1.6582 |
1.6262 |
|
| R1 |
1.6386 |
1.6386 |
1.6226 |
1.6285 |
| PP |
1.6183 |
1.6183 |
1.6183 |
1.6133 |
| S1 |
1.5987 |
1.5987 |
1.6152 |
1.5886 |
| S2 |
1.5784 |
1.5784 |
1.6116 |
|
| S3 |
1.5385 |
1.5588 |
1.6079 |
|
| S4 |
1.4986 |
1.5189 |
1.5970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6380 |
1.5981 |
0.0399 |
2.5% |
0.0225 |
1.4% |
52% |
False |
False |
103,639 |
| 10 |
1.6742 |
1.5981 |
0.0761 |
4.7% |
0.0215 |
1.3% |
27% |
False |
False |
100,858 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.7% |
0.0233 |
1.4% |
27% |
False |
False |
100,065 |
| 40 |
1.6742 |
1.5074 |
0.1668 |
10.3% |
0.0244 |
1.5% |
67% |
False |
False |
54,177 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
14.2% |
0.0205 |
1.3% |
76% |
False |
False |
36,146 |
| 80 |
1.6742 |
1.3900 |
0.2842 |
17.6% |
0.0177 |
1.1% |
81% |
False |
False |
27,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7138 |
|
2.618 |
1.6831 |
|
1.618 |
1.6643 |
|
1.000 |
1.6527 |
|
0.618 |
1.6455 |
|
HIGH |
1.6339 |
|
0.618 |
1.6267 |
|
0.500 |
1.6245 |
|
0.382 |
1.6223 |
|
LOW |
1.6151 |
|
0.618 |
1.6035 |
|
1.000 |
1.5963 |
|
1.618 |
1.5847 |
|
2.618 |
1.5659 |
|
4.250 |
1.5352 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6245 |
1.6186 |
| PP |
1.6226 |
1.6183 |
| S1 |
1.6208 |
1.6181 |
|