CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6493 |
1.6421 |
-0.0072 |
-0.4% |
1.6340 |
| High |
1.6556 |
1.6468 |
-0.0088 |
-0.5% |
1.6585 |
| Low |
1.6389 |
1.6344 |
-0.0045 |
-0.3% |
1.6307 |
| Close |
1.6436 |
1.6356 |
-0.0080 |
-0.5% |
1.6430 |
| Range |
0.0167 |
0.0124 |
-0.0043 |
-25.7% |
0.0278 |
| ATR |
0.0200 |
0.0195 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
77,178 |
104,618 |
27,440 |
35.6% |
454,701 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6761 |
1.6683 |
1.6424 |
|
| R3 |
1.6637 |
1.6559 |
1.6390 |
|
| R2 |
1.6513 |
1.6513 |
1.6379 |
|
| R1 |
1.6435 |
1.6435 |
1.6367 |
1.6412 |
| PP |
1.6389 |
1.6389 |
1.6389 |
1.6378 |
| S1 |
1.6311 |
1.6311 |
1.6345 |
1.6288 |
| S2 |
1.6265 |
1.6265 |
1.6333 |
|
| S3 |
1.6141 |
1.6187 |
1.6322 |
|
| S4 |
1.6017 |
1.6063 |
1.6288 |
|
|
| 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 |
1.6344 |
0.0241 |
1.5% |
0.0148 |
0.9% |
5% |
False |
True |
92,959 |
| 10 |
1.6585 |
1.6263 |
0.0322 |
2.0% |
0.0166 |
1.0% |
29% |
False |
False |
88,602 |
| 20 |
1.6585 |
1.5981 |
0.0604 |
3.7% |
0.0181 |
1.1% |
62% |
False |
False |
93,626 |
| 40 |
1.6742 |
1.5795 |
0.0947 |
5.8% |
0.0228 |
1.4% |
59% |
False |
False |
81,825 |
| 60 |
1.6742 |
1.4968 |
0.1774 |
10.8% |
0.0216 |
1.3% |
78% |
False |
False |
55,033 |
| 80 |
1.6742 |
1.4446 |
0.2296 |
14.0% |
0.0188 |
1.1% |
83% |
False |
False |
41,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6995 |
|
2.618 |
1.6793 |
|
1.618 |
1.6669 |
|
1.000 |
1.6592 |
|
0.618 |
1.6545 |
|
HIGH |
1.6468 |
|
0.618 |
1.6421 |
|
0.500 |
1.6406 |
|
0.382 |
1.6391 |
|
LOW |
1.6344 |
|
0.618 |
1.6267 |
|
1.000 |
1.6220 |
|
1.618 |
1.6143 |
|
2.618 |
1.6019 |
|
4.250 |
1.5817 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6406 |
1.6450 |
| PP |
1.6389 |
1.6419 |
| S1 |
1.6373 |
1.6387 |
|