CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6339 |
1.6184 |
-0.0155 |
-0.9% |
1.6287 |
| High |
1.6339 |
1.6240 |
-0.0099 |
-0.6% |
1.6380 |
| Low |
1.6151 |
1.6030 |
-0.0121 |
-0.7% |
1.5981 |
| Close |
1.6189 |
1.6205 |
0.0016 |
0.1% |
1.6189 |
| Range |
0.0188 |
0.0210 |
0.0022 |
11.7% |
0.0399 |
| ATR |
0.0240 |
0.0238 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
111,173 |
82,233 |
-28,940 |
-26.0% |
518,196 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6788 |
1.6707 |
1.6321 |
|
| R3 |
1.6578 |
1.6497 |
1.6263 |
|
| R2 |
1.6368 |
1.6368 |
1.6244 |
|
| R1 |
1.6287 |
1.6287 |
1.6224 |
1.6328 |
| PP |
1.6158 |
1.6158 |
1.6158 |
1.6179 |
| S1 |
1.6077 |
1.6077 |
1.6186 |
1.6118 |
| S2 |
1.5948 |
1.5948 |
1.6167 |
|
| S3 |
1.5738 |
1.5867 |
1.6147 |
|
| S4 |
1.5528 |
1.5657 |
1.6090 |
|
|
| 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% |
0.0220 |
1.4% |
56% |
False |
False |
98,656 |
| 10 |
1.6742 |
1.5981 |
0.0761 |
4.7% |
0.0216 |
1.3% |
29% |
False |
False |
98,157 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.7% |
0.0230 |
1.4% |
29% |
False |
False |
100,064 |
| 40 |
1.6742 |
1.5157 |
0.1585 |
9.8% |
0.0245 |
1.5% |
66% |
False |
False |
56,220 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
14.2% |
0.0205 |
1.3% |
77% |
False |
False |
37,516 |
| 80 |
1.6742 |
1.4180 |
0.2562 |
15.8% |
0.0175 |
1.1% |
79% |
False |
False |
28,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7133 |
|
2.618 |
1.6790 |
|
1.618 |
1.6580 |
|
1.000 |
1.6450 |
|
0.618 |
1.6370 |
|
HIGH |
1.6240 |
|
0.618 |
1.6160 |
|
0.500 |
1.6135 |
|
0.382 |
1.6110 |
|
LOW |
1.6030 |
|
0.618 |
1.5900 |
|
1.000 |
1.5820 |
|
1.618 |
1.5690 |
|
2.618 |
1.5480 |
|
4.250 |
1.5138 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6182 |
1.6204 |
| PP |
1.6158 |
1.6204 |
| S1 |
1.6135 |
1.6203 |
|