CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6505 |
1.6335 |
-0.0170 |
-1.0% |
1.6673 |
| High |
1.6521 |
1.6588 |
0.0067 |
0.4% |
1.6720 |
| Low |
1.6273 |
1.6325 |
0.0052 |
0.3% |
1.6389 |
| Close |
1.6338 |
1.6569 |
0.0231 |
1.4% |
1.6502 |
| Range |
0.0248 |
0.0263 |
0.0015 |
6.0% |
0.0331 |
| ATR |
0.0196 |
0.0201 |
0.0005 |
2.5% |
0.0000 |
| Volume |
81,861 |
87,969 |
6,108 |
7.5% |
540,004 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7283 |
1.7189 |
1.6714 |
|
| R3 |
1.7020 |
1.6926 |
1.6641 |
|
| R2 |
1.6757 |
1.6757 |
1.6617 |
|
| R1 |
1.6663 |
1.6663 |
1.6593 |
1.6710 |
| PP |
1.6494 |
1.6494 |
1.6494 |
1.6518 |
| S1 |
1.6400 |
1.6400 |
1.6545 |
1.6447 |
| S2 |
1.6231 |
1.6231 |
1.6521 |
|
| S3 |
1.5968 |
1.6137 |
1.6497 |
|
| S4 |
1.5705 |
1.5874 |
1.6424 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7530 |
1.7347 |
1.6684 |
|
| R3 |
1.7199 |
1.7016 |
1.6593 |
|
| R2 |
1.6868 |
1.6868 |
1.6563 |
|
| R1 |
1.6685 |
1.6685 |
1.6532 |
1.6611 |
| PP |
1.6537 |
1.6537 |
1.6537 |
1.6500 |
| S1 |
1.6354 |
1.6354 |
1.6472 |
1.6280 |
| S2 |
1.6206 |
1.6206 |
1.6441 |
|
| S3 |
1.5875 |
1.6023 |
1.6411 |
|
| S4 |
1.5544 |
1.5692 |
1.6320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6680 |
1.6273 |
0.0407 |
2.5% |
0.0201 |
1.2% |
73% |
False |
False |
93,518 |
| 10 |
1.7043 |
1.6273 |
0.0770 |
4.6% |
0.0200 |
1.2% |
38% |
False |
False |
106,342 |
| 20 |
1.7043 |
1.6273 |
0.0770 |
4.6% |
0.0190 |
1.1% |
38% |
False |
False |
106,189 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0198 |
1.2% |
55% |
False |
False |
100,779 |
| 60 |
1.7043 |
1.5772 |
0.1271 |
7.7% |
0.0222 |
1.3% |
63% |
False |
False |
81,108 |
| 80 |
1.7043 |
1.4550 |
0.2493 |
15.0% |
0.0206 |
1.2% |
81% |
False |
False |
60,953 |
| 100 |
1.7043 |
1.4180 |
0.2863 |
17.3% |
0.0185 |
1.1% |
83% |
False |
False |
48,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7706 |
|
2.618 |
1.7277 |
|
1.618 |
1.7014 |
|
1.000 |
1.6851 |
|
0.618 |
1.6751 |
|
HIGH |
1.6588 |
|
0.618 |
1.6488 |
|
0.500 |
1.6457 |
|
0.382 |
1.6425 |
|
LOW |
1.6325 |
|
0.618 |
1.6162 |
|
1.000 |
1.6062 |
|
1.618 |
1.5899 |
|
2.618 |
1.5636 |
|
4.250 |
1.5207 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6532 |
1.6526 |
| PP |
1.6494 |
1.6484 |
| S1 |
1.6457 |
1.6441 |
|