CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6475 |
1.6492 |
0.0017 |
0.1% |
1.6724 |
| High |
1.6559 |
1.6680 |
0.0121 |
0.7% |
1.7043 |
| Low |
1.6389 |
1.6485 |
0.0096 |
0.6% |
1.6649 |
| Close |
1.6517 |
1.6554 |
0.0037 |
0.2% |
1.6664 |
| Range |
0.0170 |
0.0195 |
0.0025 |
14.7% |
0.0394 |
| ATR |
0.0197 |
0.0197 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
86,941 |
115,981 |
29,040 |
33.4% |
628,107 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7158 |
1.7051 |
1.6661 |
|
| R3 |
1.6963 |
1.6856 |
1.6608 |
|
| R2 |
1.6768 |
1.6768 |
1.6590 |
|
| R1 |
1.6661 |
1.6661 |
1.6572 |
1.6715 |
| PP |
1.6573 |
1.6573 |
1.6573 |
1.6600 |
| S1 |
1.6466 |
1.6466 |
1.6536 |
1.6520 |
| S2 |
1.6378 |
1.6378 |
1.6518 |
|
| S3 |
1.6183 |
1.6271 |
1.6500 |
|
| S4 |
1.5988 |
1.6076 |
1.6447 |
|
|
| 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 |
1.6835 |
1.6389 |
0.0446 |
2.7% |
0.0187 |
1.1% |
37% |
False |
False |
116,843 |
| 10 |
1.7043 |
1.6389 |
0.0654 |
4.0% |
0.0203 |
1.2% |
25% |
False |
False |
118,557 |
| 20 |
1.7043 |
1.6263 |
0.0780 |
4.7% |
0.0187 |
1.1% |
37% |
False |
False |
105,285 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0200 |
1.2% |
54% |
False |
False |
102,280 |
| 60 |
1.7043 |
1.5450 |
0.1593 |
9.6% |
0.0225 |
1.4% |
69% |
False |
False |
76,823 |
| 80 |
1.7043 |
1.4446 |
0.2597 |
15.7% |
0.0201 |
1.2% |
81% |
False |
False |
57,646 |
| 100 |
1.7043 |
1.4180 |
0.2863 |
17.3% |
0.0180 |
1.1% |
83% |
False |
False |
46,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7509 |
|
2.618 |
1.7191 |
|
1.618 |
1.6996 |
|
1.000 |
1.6875 |
|
0.618 |
1.6801 |
|
HIGH |
1.6680 |
|
0.618 |
1.6606 |
|
0.500 |
1.6583 |
|
0.382 |
1.6559 |
|
LOW |
1.6485 |
|
0.618 |
1.6364 |
|
1.000 |
1.6290 |
|
1.618 |
1.6169 |
|
2.618 |
1.5974 |
|
4.250 |
1.5656 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6583 |
1.6548 |
| PP |
1.6573 |
1.6541 |
| S1 |
1.6564 |
1.6535 |
|