CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6370 |
1.6490 |
0.0120 |
0.7% |
1.6441 |
| High |
1.6527 |
1.6733 |
0.0206 |
1.2% |
1.6733 |
| Low |
1.6339 |
1.6472 |
0.0133 |
0.8% |
1.6339 |
| Close |
1.6489 |
1.6687 |
0.0198 |
1.2% |
1.6687 |
| Range |
0.0188 |
0.0261 |
0.0073 |
38.8% |
0.0394 |
| ATR |
0.0194 |
0.0199 |
0.0005 |
2.5% |
0.0000 |
| Volume |
123,944 |
112,306 |
-11,638 |
-9.4% |
499,135 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7414 |
1.7311 |
1.6831 |
|
| R3 |
1.7153 |
1.7050 |
1.6759 |
|
| R2 |
1.6892 |
1.6892 |
1.6735 |
|
| R1 |
1.6789 |
1.6789 |
1.6711 |
1.6841 |
| PP |
1.6631 |
1.6631 |
1.6631 |
1.6656 |
| S1 |
1.6528 |
1.6528 |
1.6663 |
1.6580 |
| S2 |
1.6370 |
1.6370 |
1.6639 |
|
| S3 |
1.6109 |
1.6267 |
1.6615 |
|
| S4 |
1.5848 |
1.6006 |
1.6543 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7768 |
1.7622 |
1.6904 |
|
| R3 |
1.7374 |
1.7228 |
1.6795 |
|
| R2 |
1.6980 |
1.6980 |
1.6759 |
|
| R1 |
1.6834 |
1.6834 |
1.6723 |
1.6907 |
| PP |
1.6586 |
1.6586 |
1.6586 |
1.6623 |
| S1 |
1.6440 |
1.6440 |
1.6651 |
1.6513 |
| S2 |
1.6192 |
1.6192 |
1.6615 |
|
| S3 |
1.5798 |
1.6046 |
1.6579 |
|
| S4 |
1.5404 |
1.5652 |
1.6470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6733 |
1.6339 |
0.0394 |
2.4% |
0.0177 |
1.1% |
88% |
True |
False |
99,827 |
| 10 |
1.6733 |
1.6307 |
0.0426 |
2.6% |
0.0179 |
1.1% |
89% |
True |
False |
95,383 |
| 20 |
1.6733 |
1.5981 |
0.0752 |
4.5% |
0.0186 |
1.1% |
94% |
True |
False |
94,401 |
| 40 |
1.6742 |
1.5795 |
0.0947 |
5.7% |
0.0220 |
1.3% |
94% |
False |
False |
87,374 |
| 60 |
1.6742 |
1.4968 |
0.1774 |
10.6% |
0.0219 |
1.3% |
97% |
False |
False |
58,969 |
| 80 |
1.6742 |
1.4446 |
0.2296 |
13.8% |
0.0191 |
1.1% |
98% |
False |
False |
44,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7842 |
|
2.618 |
1.7416 |
|
1.618 |
1.7155 |
|
1.000 |
1.6994 |
|
0.618 |
1.6894 |
|
HIGH |
1.6733 |
|
0.618 |
1.6633 |
|
0.500 |
1.6603 |
|
0.382 |
1.6572 |
|
LOW |
1.6472 |
|
0.618 |
1.6311 |
|
1.000 |
1.6211 |
|
1.618 |
1.6050 |
|
2.618 |
1.5789 |
|
4.250 |
1.5363 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6659 |
1.6637 |
| PP |
1.6631 |
1.6586 |
| S1 |
1.6603 |
1.6536 |
|