CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6412 |
1.6341 |
-0.0071 |
-0.4% |
1.6505 |
| High |
1.6445 |
1.6355 |
-0.0090 |
-0.5% |
1.6627 |
| Low |
1.6329 |
1.6159 |
-0.0170 |
-1.0% |
1.6273 |
| Close |
1.6344 |
1.6237 |
-0.0107 |
-0.7% |
1.6480 |
| Range |
0.0116 |
0.0196 |
0.0080 |
69.0% |
0.0354 |
| ATR |
0.0191 |
0.0191 |
0.0000 |
0.2% |
0.0000 |
| Volume |
72,146 |
78,488 |
6,342 |
8.8% |
472,322 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6838 |
1.6734 |
1.6345 |
|
| R3 |
1.6642 |
1.6538 |
1.6291 |
|
| R2 |
1.6446 |
1.6446 |
1.6273 |
|
| R1 |
1.6342 |
1.6342 |
1.6255 |
1.6296 |
| PP |
1.6250 |
1.6250 |
1.6250 |
1.6228 |
| S1 |
1.6146 |
1.6146 |
1.6219 |
1.6100 |
| S2 |
1.6054 |
1.6054 |
1.6201 |
|
| S3 |
1.5858 |
1.5950 |
1.6183 |
|
| S4 |
1.5662 |
1.5754 |
1.6129 |
|
|
| 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 |
1.6159 |
0.0468 |
2.9% |
0.0167 |
1.0% |
17% |
False |
True |
89,324 |
| 10 |
1.6680 |
1.6159 |
0.0521 |
3.2% |
0.0189 |
1.2% |
15% |
False |
True |
93,036 |
| 20 |
1.7043 |
1.6159 |
0.0884 |
5.4% |
0.0195 |
1.2% |
9% |
False |
True |
106,195 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0188 |
1.2% |
24% |
False |
False |
99,910 |
| 60 |
1.7043 |
1.5795 |
0.1248 |
7.7% |
0.0217 |
1.3% |
35% |
False |
False |
89,948 |
| 80 |
1.7043 |
1.4968 |
0.2075 |
12.8% |
0.0211 |
1.3% |
61% |
False |
False |
67,823 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
16.0% |
0.0189 |
1.2% |
69% |
False |
False |
54,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7188 |
|
2.618 |
1.6868 |
|
1.618 |
1.6672 |
|
1.000 |
1.6551 |
|
0.618 |
1.6476 |
|
HIGH |
1.6355 |
|
0.618 |
1.6280 |
|
0.500 |
1.6257 |
|
0.382 |
1.6234 |
|
LOW |
1.6159 |
|
0.618 |
1.6038 |
|
1.000 |
1.5963 |
|
1.618 |
1.5842 |
|
2.618 |
1.5646 |
|
4.250 |
1.5326 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6257 |
1.6351 |
| PP |
1.6250 |
1.6313 |
| S1 |
1.6244 |
1.6275 |
|