CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6341 |
1.6233 |
-0.0108 |
-0.7% |
1.6505 |
| High |
1.6355 |
1.6305 |
-0.0050 |
-0.3% |
1.6627 |
| Low |
1.6159 |
1.6152 |
-0.0007 |
0.0% |
1.6273 |
| Close |
1.6237 |
1.6285 |
0.0048 |
0.3% |
1.6480 |
| Range |
0.0196 |
0.0153 |
-0.0043 |
-21.9% |
0.0354 |
| ATR |
0.0191 |
0.0188 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
78,488 |
104,778 |
26,290 |
33.5% |
472,322 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6706 |
1.6649 |
1.6369 |
|
| R3 |
1.6553 |
1.6496 |
1.6327 |
|
| R2 |
1.6400 |
1.6400 |
1.6313 |
|
| R1 |
1.6343 |
1.6343 |
1.6299 |
1.6372 |
| PP |
1.6247 |
1.6247 |
1.6247 |
1.6262 |
| S1 |
1.6190 |
1.6190 |
1.6271 |
1.6219 |
| S2 |
1.6094 |
1.6094 |
1.6257 |
|
| S3 |
1.5941 |
1.6037 |
1.6243 |
|
| S4 |
1.5788 |
1.5884 |
1.6201 |
|
|
| 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 |
1.6152 |
0.0475 |
2.9% |
0.0166 |
1.0% |
28% |
False |
True |
86,366 |
| 10 |
1.6627 |
1.6152 |
0.0475 |
2.9% |
0.0184 |
1.1% |
28% |
False |
True |
91,916 |
| 20 |
1.7043 |
1.6152 |
0.0891 |
5.5% |
0.0194 |
1.2% |
15% |
False |
True |
105,236 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0188 |
1.2% |
29% |
False |
False |
99,342 |
| 60 |
1.7043 |
1.5795 |
0.1248 |
7.7% |
0.0212 |
1.3% |
39% |
False |
False |
91,620 |
| 80 |
1.7043 |
1.4968 |
0.2075 |
12.7% |
0.0211 |
1.3% |
63% |
False |
False |
69,133 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
15.9% |
0.0191 |
1.2% |
71% |
False |
False |
55,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6955 |
|
2.618 |
1.6706 |
|
1.618 |
1.6553 |
|
1.000 |
1.6458 |
|
0.618 |
1.6400 |
|
HIGH |
1.6305 |
|
0.618 |
1.6247 |
|
0.500 |
1.6229 |
|
0.382 |
1.6210 |
|
LOW |
1.6152 |
|
0.618 |
1.6057 |
|
1.000 |
1.5999 |
|
1.618 |
1.5904 |
|
2.618 |
1.5751 |
|
4.250 |
1.5502 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6266 |
1.6299 |
| PP |
1.6247 |
1.6294 |
| S1 |
1.6229 |
1.6290 |
|