CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6156 |
1.6269 |
0.0113 |
0.7% |
1.6499 |
| High |
1.6301 |
1.6415 |
0.0114 |
0.7% |
1.6543 |
| Low |
1.6110 |
1.6236 |
0.0126 |
0.8% |
1.6152 |
| Close |
1.6278 |
1.6320 |
0.0042 |
0.3% |
1.6269 |
| Range |
0.0191 |
0.0179 |
-0.0012 |
-6.3% |
0.0391 |
| ATR |
0.0187 |
0.0187 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
135,004 |
113,264 |
-21,740 |
-16.1% |
452,555 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6861 |
1.6769 |
1.6418 |
|
| R3 |
1.6682 |
1.6590 |
1.6369 |
|
| R2 |
1.6503 |
1.6503 |
1.6353 |
|
| R1 |
1.6411 |
1.6411 |
1.6336 |
1.6457 |
| PP |
1.6324 |
1.6324 |
1.6324 |
1.6347 |
| S1 |
1.6232 |
1.6232 |
1.6304 |
1.6278 |
| S2 |
1.6145 |
1.6145 |
1.6287 |
|
| S3 |
1.5966 |
1.6053 |
1.6271 |
|
| S4 |
1.5787 |
1.5874 |
1.6222 |
|
|
| 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 |
1.6415 |
1.6110 |
0.0305 |
1.9% |
0.0181 |
1.1% |
69% |
True |
False |
101,599 |
| 10 |
1.6627 |
1.6110 |
0.0517 |
3.2% |
0.0174 |
1.1% |
41% |
False |
False |
93,983 |
| 20 |
1.6835 |
1.6110 |
0.0725 |
4.4% |
0.0184 |
1.1% |
29% |
False |
False |
100,568 |
| 40 |
1.7043 |
1.6030 |
0.1013 |
6.2% |
0.0183 |
1.1% |
29% |
False |
False |
99,536 |
| 60 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0201 |
1.2% |
32% |
False |
False |
98,728 |
| 80 |
1.7043 |
1.5074 |
0.1969 |
12.1% |
0.0213 |
1.3% |
63% |
False |
False |
75,469 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
15.9% |
0.0195 |
1.2% |
72% |
False |
False |
60,390 |
| 120 |
1.7043 |
1.3900 |
0.3143 |
19.3% |
0.0177 |
1.1% |
77% |
False |
False |
50,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7176 |
|
2.618 |
1.6884 |
|
1.618 |
1.6705 |
|
1.000 |
1.6594 |
|
0.618 |
1.6526 |
|
HIGH |
1.6415 |
|
0.618 |
1.6347 |
|
0.500 |
1.6326 |
|
0.382 |
1.6304 |
|
LOW |
1.6236 |
|
0.618 |
1.6125 |
|
1.000 |
1.6057 |
|
1.618 |
1.5946 |
|
2.618 |
1.5767 |
|
4.250 |
1.5475 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6326 |
1.6301 |
| PP |
1.6324 |
1.6282 |
| S1 |
1.6322 |
1.6263 |
|