CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6987 |
1.6778 |
-0.0209 |
-1.2% |
1.6724 |
| High |
1.7029 |
1.6835 |
-0.0194 |
-1.1% |
1.7043 |
| Low |
1.6750 |
1.6649 |
-0.0101 |
-0.6% |
1.6649 |
| Close |
1.6774 |
1.6664 |
-0.0110 |
-0.7% |
1.6664 |
| Range |
0.0279 |
0.0186 |
-0.0093 |
-33.3% |
0.0394 |
| ATR |
0.0202 |
0.0200 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
111,791 |
139,055 |
27,264 |
24.4% |
628,107 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7274 |
1.7155 |
1.6766 |
|
| R3 |
1.7088 |
1.6969 |
1.6715 |
|
| R2 |
1.6902 |
1.6902 |
1.6698 |
|
| R1 |
1.6783 |
1.6783 |
1.6681 |
1.6750 |
| PP |
1.6716 |
1.6716 |
1.6716 |
1.6699 |
| S1 |
1.6597 |
1.6597 |
1.6647 |
1.6564 |
| S2 |
1.6530 |
1.6530 |
1.6630 |
|
| S3 |
1.6344 |
1.6411 |
1.6613 |
|
| S4 |
1.6158 |
1.6225 |
1.6562 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7967 |
1.7710 |
1.6881 |
|
| R3 |
1.7573 |
1.7316 |
1.6772 |
|
| R2 |
1.7179 |
1.7179 |
1.6736 |
|
| R1 |
1.6922 |
1.6922 |
1.6700 |
1.6854 |
| PP |
1.6785 |
1.6785 |
1.6785 |
1.6751 |
| S1 |
1.6528 |
1.6528 |
1.6628 |
1.6460 |
| S2 |
1.6391 |
1.6391 |
1.6592 |
|
| S3 |
1.5997 |
1.6134 |
1.6556 |
|
| S4 |
1.5603 |
1.5740 |
1.6447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7043 |
1.6649 |
0.0394 |
2.4% |
0.0203 |
1.2% |
4% |
False |
True |
125,621 |
| 10 |
1.7043 |
1.6339 |
0.0704 |
4.2% |
0.0190 |
1.1% |
46% |
False |
False |
112,724 |
| 20 |
1.7043 |
1.6030 |
0.1013 |
6.1% |
0.0181 |
1.1% |
63% |
False |
False |
99,897 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0207 |
1.2% |
64% |
False |
False |
99,981 |
| 60 |
1.7043 |
1.5074 |
0.1969 |
11.8% |
0.0223 |
1.3% |
81% |
False |
False |
69,417 |
| 80 |
1.7043 |
1.4446 |
0.2597 |
15.6% |
0.0199 |
1.2% |
85% |
False |
False |
52,083 |
| 100 |
1.7043 |
1.3900 |
0.3143 |
18.9% |
0.0178 |
1.1% |
88% |
False |
False |
41,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7626 |
|
2.618 |
1.7322 |
|
1.618 |
1.7136 |
|
1.000 |
1.7021 |
|
0.618 |
1.6950 |
|
HIGH |
1.6835 |
|
0.618 |
1.6764 |
|
0.500 |
1.6742 |
|
0.382 |
1.6720 |
|
LOW |
1.6649 |
|
0.618 |
1.6534 |
|
1.000 |
1.6463 |
|
1.618 |
1.6348 |
|
2.618 |
1.6162 |
|
4.250 |
1.5859 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6742 |
1.6846 |
| PP |
1.6716 |
1.6785 |
| S1 |
1.6690 |
1.6725 |
|