CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6482 |
1.6441 |
-0.0041 |
-0.2% |
1.6340 |
| High |
1.6542 |
1.6525 |
-0.0017 |
-0.1% |
1.6585 |
| Low |
1.6388 |
1.6381 |
-0.0007 |
0.0% |
1.6307 |
| Close |
1.6430 |
1.6497 |
0.0067 |
0.4% |
1.6430 |
| Range |
0.0154 |
0.0144 |
-0.0010 |
-6.5% |
0.0278 |
| ATR |
0.0207 |
0.0202 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
103,980 |
81,089 |
-22,891 |
-22.0% |
454,701 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6900 |
1.6842 |
1.6576 |
|
| R3 |
1.6756 |
1.6698 |
1.6537 |
|
| R2 |
1.6612 |
1.6612 |
1.6523 |
|
| R1 |
1.6554 |
1.6554 |
1.6510 |
1.6583 |
| PP |
1.6468 |
1.6468 |
1.6468 |
1.6482 |
| S1 |
1.6410 |
1.6410 |
1.6484 |
1.6439 |
| S2 |
1.6324 |
1.6324 |
1.6471 |
|
| S3 |
1.6180 |
1.6266 |
1.6457 |
|
| S4 |
1.6036 |
1.6122 |
1.6418 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7275 |
1.7130 |
1.6583 |
|
| R3 |
1.6997 |
1.6852 |
1.6506 |
|
| R2 |
1.6719 |
1.6719 |
1.6481 |
|
| R1 |
1.6574 |
1.6574 |
1.6455 |
1.6647 |
| PP |
1.6441 |
1.6441 |
1.6441 |
1.6477 |
| S1 |
1.6296 |
1.6296 |
1.6405 |
1.6369 |
| S2 |
1.6163 |
1.6163 |
1.6379 |
|
| S3 |
1.5885 |
1.6018 |
1.6354 |
|
| S4 |
1.5607 |
1.5740 |
1.6277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6585 |
1.6307 |
0.0278 |
1.7% |
0.0163 |
1.0% |
68% |
False |
False |
91,690 |
| 10 |
1.6585 |
1.6225 |
0.0360 |
2.2% |
0.0166 |
1.0% |
76% |
False |
False |
86,956 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.6% |
0.0191 |
1.2% |
68% |
False |
False |
92,556 |
| 40 |
1.6742 |
1.5795 |
0.0947 |
5.7% |
0.0235 |
1.4% |
74% |
False |
False |
77,458 |
| 60 |
1.6742 |
1.4850 |
0.1892 |
11.5% |
0.0214 |
1.3% |
87% |
False |
False |
52,003 |
| 80 |
1.6742 |
1.4446 |
0.2296 |
13.9% |
0.0186 |
1.1% |
89% |
False |
False |
39,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7137 |
|
2.618 |
1.6902 |
|
1.618 |
1.6758 |
|
1.000 |
1.6669 |
|
0.618 |
1.6614 |
|
HIGH |
1.6525 |
|
0.618 |
1.6470 |
|
0.500 |
1.6453 |
|
0.382 |
1.6436 |
|
LOW |
1.6381 |
|
0.618 |
1.6292 |
|
1.000 |
1.6237 |
|
1.618 |
1.6148 |
|
2.618 |
1.6004 |
|
4.250 |
1.5769 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6482 |
1.6492 |
| PP |
1.6468 |
1.6488 |
| S1 |
1.6453 |
1.6483 |
|