CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6273 |
1.6269 |
-0.0004 |
0.0% |
1.6499 |
| High |
1.6383 |
1.6329 |
-0.0054 |
-0.3% |
1.6543 |
| Low |
1.6256 |
1.6182 |
-0.0074 |
-0.5% |
1.6152 |
| Close |
1.6269 |
1.6266 |
-0.0003 |
0.0% |
1.6269 |
| Range |
0.0127 |
0.0147 |
0.0020 |
15.7% |
0.0391 |
| ATR |
0.0184 |
0.0181 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
100,556 |
90,629 |
-9,927 |
-9.9% |
452,555 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6700 |
1.6630 |
1.6347 |
|
| R3 |
1.6553 |
1.6483 |
1.6306 |
|
| R2 |
1.6406 |
1.6406 |
1.6293 |
|
| R1 |
1.6336 |
1.6336 |
1.6279 |
1.6298 |
| PP |
1.6259 |
1.6259 |
1.6259 |
1.6240 |
| S1 |
1.6189 |
1.6189 |
1.6253 |
1.6151 |
| S2 |
1.6112 |
1.6112 |
1.6239 |
|
| S3 |
1.5965 |
1.6042 |
1.6226 |
|
| S4 |
1.5818 |
1.5895 |
1.6185 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7494 |
1.7273 |
1.6484 |
|
| R3 |
1.7103 |
1.6882 |
1.6377 |
|
| R2 |
1.6712 |
1.6712 |
1.6341 |
|
| R1 |
1.6491 |
1.6491 |
1.6305 |
1.6406 |
| PP |
1.6321 |
1.6321 |
1.6321 |
1.6279 |
| S1 |
1.6100 |
1.6100 |
1.6233 |
1.6015 |
| S2 |
1.5930 |
1.5930 |
1.6197 |
|
| S3 |
1.5539 |
1.5709 |
1.6161 |
|
| S4 |
1.5148 |
1.5318 |
1.6054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6445 |
1.6152 |
0.0293 |
1.8% |
0.0148 |
0.9% |
39% |
False |
False |
89,319 |
| 10 |
1.6627 |
1.6152 |
0.0475 |
2.9% |
0.0174 |
1.1% |
24% |
False |
False |
93,364 |
| 20 |
1.7043 |
1.6152 |
0.0891 |
5.5% |
0.0180 |
1.1% |
13% |
False |
False |
101,991 |
| 40 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0185 |
1.1% |
27% |
False |
False |
99,112 |
| 60 |
1.7043 |
1.5795 |
0.1248 |
7.7% |
0.0206 |
1.3% |
38% |
False |
False |
94,434 |
| 80 |
1.7043 |
1.5061 |
0.1982 |
12.2% |
0.0211 |
1.3% |
61% |
False |
False |
71,517 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
16.0% |
0.0192 |
1.2% |
70% |
False |
False |
57,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6954 |
|
2.618 |
1.6714 |
|
1.618 |
1.6567 |
|
1.000 |
1.6476 |
|
0.618 |
1.6420 |
|
HIGH |
1.6329 |
|
0.618 |
1.6273 |
|
0.500 |
1.6256 |
|
0.382 |
1.6238 |
|
LOW |
1.6182 |
|
0.618 |
1.6091 |
|
1.000 |
1.6035 |
|
1.618 |
1.5944 |
|
2.618 |
1.5797 |
|
4.250 |
1.5557 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6263 |
1.6268 |
| PP |
1.6259 |
1.6267 |
| S1 |
1.6256 |
1.6267 |
|