CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6269 |
1.6331 |
0.0062 |
0.4% |
1.6269 |
| High |
1.6415 |
1.6412 |
-0.0003 |
0.0% |
1.6415 |
| Low |
1.6236 |
1.6285 |
0.0049 |
0.3% |
1.6110 |
| Close |
1.6320 |
1.6398 |
0.0078 |
0.5% |
1.6398 |
| Range |
0.0179 |
0.0127 |
-0.0052 |
-29.1% |
0.0305 |
| ATR |
0.0187 |
0.0182 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
113,264 |
94,839 |
-18,425 |
-16.3% |
502,279 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6746 |
1.6699 |
1.6468 |
|
| R3 |
1.6619 |
1.6572 |
1.6433 |
|
| R2 |
1.6492 |
1.6492 |
1.6421 |
|
| R1 |
1.6445 |
1.6445 |
1.6410 |
1.6469 |
| PP |
1.6365 |
1.6365 |
1.6365 |
1.6377 |
| S1 |
1.6318 |
1.6318 |
1.6386 |
1.6342 |
| S2 |
1.6238 |
1.6238 |
1.6375 |
|
| S3 |
1.6111 |
1.6191 |
1.6363 |
|
| S4 |
1.5984 |
1.6064 |
1.6328 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7223 |
1.7115 |
1.6566 |
|
| R3 |
1.6918 |
1.6810 |
1.6482 |
|
| R2 |
1.6613 |
1.6613 |
1.6454 |
|
| R1 |
1.6505 |
1.6505 |
1.6426 |
1.6559 |
| PP |
1.6308 |
1.6308 |
1.6308 |
1.6335 |
| S1 |
1.6200 |
1.6200 |
1.6370 |
1.6254 |
| S2 |
1.6003 |
1.6003 |
1.6342 |
|
| S3 |
1.5698 |
1.5895 |
1.6314 |
|
| S4 |
1.5393 |
1.5590 |
1.6230 |
|
|
| 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% |
94% |
False |
False |
100,455 |
| 10 |
1.6543 |
1.6110 |
0.0433 |
2.6% |
0.0165 |
1.0% |
67% |
False |
False |
95,483 |
| 20 |
1.6720 |
1.6110 |
0.0610 |
3.7% |
0.0181 |
1.1% |
47% |
False |
False |
98,358 |
| 40 |
1.7043 |
1.6030 |
0.1013 |
6.2% |
0.0181 |
1.1% |
36% |
False |
False |
99,127 |
| 60 |
1.7043 |
1.5981 |
0.1062 |
6.5% |
0.0199 |
1.2% |
39% |
False |
False |
99,440 |
| 80 |
1.7043 |
1.5074 |
0.1969 |
12.0% |
0.0212 |
1.3% |
67% |
False |
False |
76,652 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
15.8% |
0.0195 |
1.2% |
75% |
False |
False |
61,338 |
| 120 |
1.7043 |
1.3900 |
0.3143 |
19.2% |
0.0179 |
1.1% |
79% |
False |
False |
51,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6952 |
|
2.618 |
1.6744 |
|
1.618 |
1.6617 |
|
1.000 |
1.6539 |
|
0.618 |
1.6490 |
|
HIGH |
1.6412 |
|
0.618 |
1.6363 |
|
0.500 |
1.6349 |
|
0.382 |
1.6334 |
|
LOW |
1.6285 |
|
0.618 |
1.6207 |
|
1.000 |
1.6158 |
|
1.618 |
1.6080 |
|
2.618 |
1.5953 |
|
4.250 |
1.5745 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6382 |
1.6353 |
| PP |
1.6365 |
1.6308 |
| S1 |
1.6349 |
1.6263 |
|