CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6319 |
1.6417 |
0.0098 |
0.6% |
1.6287 |
| High |
1.6468 |
1.6500 |
0.0032 |
0.2% |
1.6380 |
| Low |
1.6301 |
1.6353 |
0.0052 |
0.3% |
1.5981 |
| Close |
1.6424 |
1.6452 |
0.0028 |
0.2% |
1.6189 |
| Range |
0.0167 |
0.0147 |
-0.0020 |
-12.0% |
0.0399 |
| ATR |
0.0228 |
0.0222 |
-0.0006 |
-2.5% |
0.0000 |
| Volume |
82,567 |
89,841 |
7,274 |
8.8% |
518,196 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6876 |
1.6811 |
1.6533 |
|
| R3 |
1.6729 |
1.6664 |
1.6492 |
|
| R2 |
1.6582 |
1.6582 |
1.6479 |
|
| R1 |
1.6517 |
1.6517 |
1.6465 |
1.6550 |
| PP |
1.6435 |
1.6435 |
1.6435 |
1.6451 |
| S1 |
1.6370 |
1.6370 |
1.6439 |
1.6403 |
| S2 |
1.6288 |
1.6288 |
1.6425 |
|
| S3 |
1.6141 |
1.6223 |
1.6412 |
|
| S4 |
1.5994 |
1.6076 |
1.6371 |
|
|
| 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 |
1.6500 |
1.6030 |
0.0470 |
2.9% |
0.0166 |
1.0% |
90% |
True |
False |
89,715 |
| 10 |
1.6500 |
1.5981 |
0.0519 |
3.2% |
0.0194 |
1.2% |
91% |
True |
False |
94,884 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.6% |
0.0213 |
1.3% |
62% |
False |
False |
99,275 |
| 40 |
1.6742 |
1.5450 |
0.1292 |
7.9% |
0.0245 |
1.5% |
78% |
False |
False |
62,592 |
| 60 |
1.6742 |
1.4446 |
0.2296 |
14.0% |
0.0206 |
1.3% |
87% |
False |
False |
41,767 |
| 80 |
1.6742 |
1.4180 |
0.2562 |
15.6% |
0.0179 |
1.1% |
89% |
False |
False |
31,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7125 |
|
2.618 |
1.6885 |
|
1.618 |
1.6738 |
|
1.000 |
1.6647 |
|
0.618 |
1.6591 |
|
HIGH |
1.6500 |
|
0.618 |
1.6444 |
|
0.500 |
1.6427 |
|
0.382 |
1.6409 |
|
LOW |
1.6353 |
|
0.618 |
1.6262 |
|
1.000 |
1.6206 |
|
1.618 |
1.6115 |
|
2.618 |
1.5968 |
|
4.250 |
1.5728 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6444 |
1.6422 |
| PP |
1.6435 |
1.6392 |
| S1 |
1.6427 |
1.6363 |
|