CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6399 |
1.6498 |
0.0099 |
0.6% |
1.6269 |
| High |
1.6589 |
1.6593 |
0.0004 |
0.0% |
1.6415 |
| Low |
1.6322 |
1.6455 |
0.0133 |
0.8% |
1.6110 |
| Close |
1.6486 |
1.6531 |
0.0045 |
0.3% |
1.6398 |
| Range |
0.0267 |
0.0138 |
-0.0129 |
-48.3% |
0.0305 |
| ATR |
0.0188 |
0.0185 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
91,541 |
134,897 |
43,356 |
47.4% |
502,279 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6940 |
1.6874 |
1.6607 |
|
| R3 |
1.6802 |
1.6736 |
1.6569 |
|
| R2 |
1.6664 |
1.6664 |
1.6556 |
|
| R1 |
1.6598 |
1.6598 |
1.6544 |
1.6631 |
| PP |
1.6526 |
1.6526 |
1.6526 |
1.6543 |
| S1 |
1.6460 |
1.6460 |
1.6518 |
1.6493 |
| S2 |
1.6388 |
1.6388 |
1.6506 |
|
| S3 |
1.6250 |
1.6322 |
1.6493 |
|
| S4 |
1.6112 |
1.6184 |
1.6455 |
|
|
| 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 |
1.6593 |
1.6110 |
0.0483 |
2.9% |
0.0180 |
1.1% |
87% |
True |
False |
113,909 |
| 10 |
1.6593 |
1.6110 |
0.0483 |
2.9% |
0.0179 |
1.1% |
87% |
True |
False |
101,253 |
| 20 |
1.6680 |
1.6110 |
0.0570 |
3.4% |
0.0182 |
1.1% |
74% |
False |
False |
97,567 |
| 40 |
1.7043 |
1.6110 |
0.0933 |
5.6% |
0.0183 |
1.1% |
45% |
False |
False |
100,663 |
| 60 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0197 |
1.2% |
52% |
False |
False |
100,451 |
| 80 |
1.7043 |
1.5217 |
0.1826 |
11.0% |
0.0214 |
1.3% |
72% |
False |
False |
79,476 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
15.7% |
0.0197 |
1.2% |
80% |
False |
False |
63,601 |
| 120 |
1.7043 |
1.4180 |
0.2863 |
17.3% |
0.0179 |
1.1% |
82% |
False |
False |
53,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7180 |
|
2.618 |
1.6954 |
|
1.618 |
1.6816 |
|
1.000 |
1.6731 |
|
0.618 |
1.6678 |
|
HIGH |
1.6593 |
|
0.618 |
1.6540 |
|
0.500 |
1.6524 |
|
0.382 |
1.6508 |
|
LOW |
1.6455 |
|
0.618 |
1.6370 |
|
1.000 |
1.6317 |
|
1.618 |
1.6232 |
|
2.618 |
1.6094 |
|
4.250 |
1.5869 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6529 |
1.6500 |
| PP |
1.6526 |
1.6470 |
| S1 |
1.6524 |
1.6439 |
|