CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6499 |
1.6412 |
-0.0087 |
-0.5% |
1.6505 |
| High |
1.6543 |
1.6445 |
-0.0098 |
-0.6% |
1.6627 |
| Low |
1.6391 |
1.6329 |
-0.0062 |
-0.4% |
1.6273 |
| Close |
1.6395 |
1.6344 |
-0.0051 |
-0.3% |
1.6480 |
| Range |
0.0152 |
0.0116 |
-0.0036 |
-23.7% |
0.0354 |
| ATR |
0.0196 |
0.0191 |
-0.0006 |
-2.9% |
0.0000 |
| Volume |
96,587 |
72,146 |
-24,441 |
-25.3% |
472,322 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6721 |
1.6648 |
1.6408 |
|
| R3 |
1.6605 |
1.6532 |
1.6376 |
|
| R2 |
1.6489 |
1.6489 |
1.6365 |
|
| R1 |
1.6416 |
1.6416 |
1.6355 |
1.6395 |
| PP |
1.6373 |
1.6373 |
1.6373 |
1.6362 |
| S1 |
1.6300 |
1.6300 |
1.6333 |
1.6279 |
| S2 |
1.6257 |
1.6257 |
1.6323 |
|
| S3 |
1.6141 |
1.6184 |
1.6312 |
|
| S4 |
1.6025 |
1.6068 |
1.6280 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7522 |
1.7355 |
1.6675 |
|
| R3 |
1.7168 |
1.7001 |
1.6577 |
|
| R2 |
1.6814 |
1.6814 |
1.6545 |
|
| R1 |
1.6647 |
1.6647 |
1.6512 |
1.6554 |
| PP |
1.6460 |
1.6460 |
1.6460 |
1.6413 |
| S1 |
1.6293 |
1.6293 |
1.6448 |
1.6200 |
| S2 |
1.6106 |
1.6106 |
1.6415 |
|
| S3 |
1.5752 |
1.5939 |
1.6383 |
|
| S4 |
1.5398 |
1.5585 |
1.6285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6627 |
1.6329 |
0.0298 |
1.8% |
0.0171 |
1.0% |
5% |
False |
True |
94,245 |
| 10 |
1.6680 |
1.6273 |
0.0407 |
2.5% |
0.0186 |
1.1% |
17% |
False |
False |
93,881 |
| 20 |
1.7043 |
1.6273 |
0.0770 |
4.7% |
0.0192 |
1.2% |
9% |
False |
False |
107,501 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0191 |
1.2% |
34% |
False |
False |
99,794 |
| 60 |
1.7043 |
1.5795 |
0.1248 |
7.6% |
0.0218 |
1.3% |
44% |
False |
False |
88,678 |
| 80 |
1.7043 |
1.4850 |
0.2193 |
13.4% |
0.0210 |
1.3% |
68% |
False |
False |
66,842 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
15.9% |
0.0188 |
1.2% |
73% |
False |
False |
53,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6938 |
|
2.618 |
1.6749 |
|
1.618 |
1.6633 |
|
1.000 |
1.6561 |
|
0.618 |
1.6517 |
|
HIGH |
1.6445 |
|
0.618 |
1.6401 |
|
0.500 |
1.6387 |
|
0.382 |
1.6373 |
|
LOW |
1.6329 |
|
0.618 |
1.6257 |
|
1.000 |
1.6213 |
|
1.618 |
1.6141 |
|
2.618 |
1.6025 |
|
4.250 |
1.5836 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6387 |
1.6478 |
| PP |
1.6373 |
1.6433 |
| S1 |
1.6358 |
1.6389 |
|