CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6545 |
1.6655 |
0.0110 |
0.7% |
1.6399 |
| High |
1.6688 |
1.6742 |
0.0054 |
0.3% |
1.6742 |
| Low |
1.6481 |
1.6646 |
0.0165 |
1.0% |
1.6322 |
| Close |
1.6664 |
1.6689 |
0.0025 |
0.2% |
1.6689 |
| Range |
0.0207 |
0.0096 |
-0.0111 |
-53.6% |
0.0420 |
| ATR |
0.0186 |
0.0180 |
-0.0006 |
-3.5% |
0.0000 |
| Volume |
93,575 |
81,566 |
-12,009 |
-12.8% |
401,579 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6980 |
1.6931 |
1.6742 |
|
| R3 |
1.6884 |
1.6835 |
1.6715 |
|
| R2 |
1.6788 |
1.6788 |
1.6707 |
|
| R1 |
1.6739 |
1.6739 |
1.6698 |
1.6764 |
| PP |
1.6692 |
1.6692 |
1.6692 |
1.6705 |
| S1 |
1.6643 |
1.6643 |
1.6680 |
1.6668 |
| S2 |
1.6596 |
1.6596 |
1.6671 |
|
| S3 |
1.6500 |
1.6547 |
1.6663 |
|
| S4 |
1.6404 |
1.6451 |
1.6636 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7844 |
1.7687 |
1.6920 |
|
| R3 |
1.7424 |
1.7267 |
1.6805 |
|
| R2 |
1.7004 |
1.7004 |
1.6766 |
|
| R1 |
1.6847 |
1.6847 |
1.6728 |
1.6926 |
| PP |
1.6584 |
1.6584 |
1.6584 |
1.6624 |
| S1 |
1.6427 |
1.6427 |
1.6651 |
1.6506 |
| S2 |
1.6164 |
1.6164 |
1.6612 |
|
| S3 |
1.5744 |
1.6007 |
1.6574 |
|
| S4 |
1.5324 |
1.5587 |
1.6458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6742 |
1.6285 |
0.0457 |
2.7% |
0.0167 |
1.0% |
88% |
True |
False |
99,283 |
| 10 |
1.6742 |
1.6110 |
0.0632 |
3.8% |
0.0174 |
1.0% |
92% |
True |
False |
100,441 |
| 20 |
1.6742 |
1.6110 |
0.0632 |
3.8% |
0.0179 |
1.1% |
92% |
True |
False |
96,178 |
| 40 |
1.7043 |
1.6110 |
0.0933 |
5.6% |
0.0183 |
1.1% |
62% |
False |
False |
100,732 |
| 60 |
1.7043 |
1.5981 |
0.1062 |
6.4% |
0.0193 |
1.2% |
67% |
False |
False |
100,246 |
| 80 |
1.7043 |
1.5450 |
0.1593 |
9.5% |
0.0214 |
1.3% |
78% |
False |
False |
81,662 |
| 100 |
1.7043 |
1.4446 |
0.2597 |
15.6% |
0.0197 |
1.2% |
86% |
False |
False |
65,353 |
| 120 |
1.7043 |
1.4180 |
0.2863 |
17.2% |
0.0180 |
1.1% |
88% |
False |
False |
54,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7150 |
|
2.618 |
1.6993 |
|
1.618 |
1.6897 |
|
1.000 |
1.6838 |
|
0.618 |
1.6801 |
|
HIGH |
1.6742 |
|
0.618 |
1.6705 |
|
0.500 |
1.6694 |
|
0.382 |
1.6683 |
|
LOW |
1.6646 |
|
0.618 |
1.6587 |
|
1.000 |
1.6550 |
|
1.618 |
1.6491 |
|
2.618 |
1.6395 |
|
4.250 |
1.6238 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6694 |
1.6659 |
| PP |
1.6692 |
1.6629 |
| S1 |
1.6691 |
1.6599 |
|