CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6441 |
1.6493 |
0.0052 |
0.3% |
1.6340 |
| High |
1.6525 |
1.6556 |
0.0031 |
0.2% |
1.6585 |
| Low |
1.6381 |
1.6389 |
0.0008 |
0.0% |
1.6307 |
| Close |
1.6497 |
1.6436 |
-0.0061 |
-0.4% |
1.6430 |
| Range |
0.0144 |
0.0167 |
0.0023 |
16.0% |
0.0278 |
| ATR |
0.0202 |
0.0200 |
-0.0003 |
-1.3% |
0.0000 |
| Volume |
81,089 |
77,178 |
-3,911 |
-4.8% |
454,701 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6961 |
1.6866 |
1.6528 |
|
| R3 |
1.6794 |
1.6699 |
1.6482 |
|
| R2 |
1.6627 |
1.6627 |
1.6467 |
|
| R1 |
1.6532 |
1.6532 |
1.6451 |
1.6496 |
| PP |
1.6460 |
1.6460 |
1.6460 |
1.6443 |
| S1 |
1.6365 |
1.6365 |
1.6421 |
1.6329 |
| S2 |
1.6293 |
1.6293 |
1.6405 |
|
| S3 |
1.6126 |
1.6198 |
1.6390 |
|
| S4 |
1.5959 |
1.6031 |
1.6344 |
|
|
| 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% |
46% |
False |
False |
88,998 |
| 10 |
1.6585 |
1.6263 |
0.0322 |
2.0% |
0.0171 |
1.0% |
54% |
False |
False |
86,397 |
| 20 |
1.6742 |
1.5981 |
0.0761 |
4.6% |
0.0191 |
1.2% |
60% |
False |
False |
92,087 |
| 40 |
1.6742 |
1.5795 |
0.0947 |
5.8% |
0.0231 |
1.4% |
68% |
False |
False |
79,266 |
| 60 |
1.6742 |
1.4850 |
0.1892 |
11.5% |
0.0217 |
1.3% |
84% |
False |
False |
53,289 |
| 80 |
1.6742 |
1.4446 |
0.2296 |
14.0% |
0.0187 |
1.1% |
87% |
False |
False |
39,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7266 |
|
2.618 |
1.6993 |
|
1.618 |
1.6826 |
|
1.000 |
1.6723 |
|
0.618 |
1.6659 |
|
HIGH |
1.6556 |
|
0.618 |
1.6492 |
|
0.500 |
1.6473 |
|
0.382 |
1.6453 |
|
LOW |
1.6389 |
|
0.618 |
1.6286 |
|
1.000 |
1.6222 |
|
1.618 |
1.6119 |
|
2.618 |
1.5952 |
|
4.250 |
1.5679 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6473 |
1.6469 |
| PP |
1.6460 |
1.6458 |
| S1 |
1.6448 |
1.6447 |
|