CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6490 |
1.6724 |
0.0234 |
1.4% |
1.6441 |
| High |
1.6733 |
1.6986 |
0.0253 |
1.5% |
1.6733 |
| Low |
1.6472 |
1.6694 |
0.0222 |
1.3% |
1.6339 |
| Close |
1.6687 |
1.6919 |
0.0232 |
1.4% |
1.6687 |
| Range |
0.0261 |
0.0292 |
0.0031 |
11.9% |
0.0394 |
| ATR |
0.0199 |
0.0206 |
0.0007 |
3.6% |
0.0000 |
| Volume |
112,306 |
143,783 |
31,477 |
28.0% |
499,135 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7742 |
1.7623 |
1.7080 |
|
| R3 |
1.7450 |
1.7331 |
1.6999 |
|
| R2 |
1.7158 |
1.7158 |
1.6973 |
|
| R1 |
1.7039 |
1.7039 |
1.6946 |
1.7099 |
| PP |
1.6866 |
1.6866 |
1.6866 |
1.6896 |
| S1 |
1.6747 |
1.6747 |
1.6892 |
1.6807 |
| S2 |
1.6574 |
1.6574 |
1.6865 |
|
| S3 |
1.6282 |
1.6455 |
1.6839 |
|
| S4 |
1.5990 |
1.6163 |
1.6758 |
|
|
| 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 |
1.6986 |
1.6339 |
0.0647 |
3.8% |
0.0206 |
1.2% |
90% |
True |
False |
112,365 |
| 10 |
1.6986 |
1.6307 |
0.0679 |
4.0% |
0.0185 |
1.1% |
90% |
True |
False |
102,028 |
| 20 |
1.6986 |
1.5981 |
0.1005 |
5.9% |
0.0189 |
1.1% |
93% |
True |
False |
96,233 |
| 40 |
1.6986 |
1.5795 |
0.1191 |
7.0% |
0.0219 |
1.3% |
94% |
True |
False |
90,655 |
| 60 |
1.6986 |
1.5061 |
0.1925 |
11.4% |
0.0221 |
1.3% |
97% |
True |
False |
61,359 |
| 80 |
1.6986 |
1.4446 |
0.2540 |
15.0% |
0.0195 |
1.2% |
97% |
True |
False |
46,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8227 |
|
2.618 |
1.7750 |
|
1.618 |
1.7458 |
|
1.000 |
1.7278 |
|
0.618 |
1.7166 |
|
HIGH |
1.6986 |
|
0.618 |
1.6874 |
|
0.500 |
1.6840 |
|
0.382 |
1.6806 |
|
LOW |
1.6694 |
|
0.618 |
1.6514 |
|
1.000 |
1.6402 |
|
1.618 |
1.6222 |
|
2.618 |
1.5930 |
|
4.250 |
1.5453 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6893 |
1.6834 |
| PP |
1.6866 |
1.6748 |
| S1 |
1.6840 |
1.6663 |
|