CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6558 |
1.6540 |
-0.0018 |
-0.1% |
1.6673 |
| High |
1.6593 |
1.6608 |
0.0015 |
0.1% |
1.6720 |
| Low |
1.6373 |
1.6450 |
0.0077 |
0.5% |
1.6389 |
| Close |
1.6542 |
1.6506 |
-0.0036 |
-0.2% |
1.6502 |
| Range |
0.0220 |
0.0158 |
-0.0062 |
-28.2% |
0.0331 |
| ATR |
0.0202 |
0.0199 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
103,090 |
119,567 |
16,477 |
16.0% |
540,004 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6995 |
1.6909 |
1.6593 |
|
| R3 |
1.6837 |
1.6751 |
1.6549 |
|
| R2 |
1.6679 |
1.6679 |
1.6535 |
|
| R1 |
1.6593 |
1.6593 |
1.6520 |
1.6557 |
| PP |
1.6521 |
1.6521 |
1.6521 |
1.6504 |
| S1 |
1.6435 |
1.6435 |
1.6492 |
1.6399 |
| S2 |
1.6363 |
1.6363 |
1.6477 |
|
| S3 |
1.6205 |
1.6277 |
1.6463 |
|
| S4 |
1.6047 |
1.6119 |
1.6419 |
|
|
| 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 |
1.6609 |
1.6273 |
0.0336 |
2.0% |
0.0203 |
1.2% |
69% |
False |
False |
97,465 |
| 10 |
1.6835 |
1.6273 |
0.0562 |
3.4% |
0.0195 |
1.2% |
41% |
False |
False |
107,154 |
| 20 |
1.7043 |
1.6273 |
0.0770 |
4.7% |
0.0191 |
1.2% |
30% |
False |
False |
108,185 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0194 |
1.2% |
49% |
False |
False |
101,153 |
| 60 |
1.7043 |
1.5795 |
0.1248 |
7.6% |
0.0222 |
1.3% |
57% |
False |
False |
84,665 |
| 80 |
1.7043 |
1.4688 |
0.2355 |
14.3% |
0.0208 |
1.3% |
77% |
False |
False |
63,736 |
| 100 |
1.7043 |
1.4248 |
0.2795 |
16.9% |
0.0186 |
1.1% |
81% |
False |
False |
50,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7280 |
|
2.618 |
1.7022 |
|
1.618 |
1.6864 |
|
1.000 |
1.6766 |
|
0.618 |
1.6706 |
|
HIGH |
1.6608 |
|
0.618 |
1.6548 |
|
0.500 |
1.6529 |
|
0.382 |
1.6510 |
|
LOW |
1.6450 |
|
0.618 |
1.6352 |
|
1.000 |
1.6292 |
|
1.618 |
1.6194 |
|
2.618 |
1.6036 |
|
4.250 |
1.5779 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6529 |
1.6493 |
| PP |
1.6521 |
1.6480 |
| S1 |
1.6514 |
1.6467 |
|