CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6109 |
1.6100 |
-0.0009 |
-0.1% |
1.6451 |
| High |
1.6125 |
1.6361 |
0.0236 |
1.5% |
1.6715 |
| Low |
1.6022 |
1.6100 |
0.0078 |
0.5% |
1.6332 |
| Close |
1.6023 |
1.6354 |
0.0331 |
2.1% |
1.6415 |
| Range |
0.0103 |
0.0261 |
0.0158 |
153.4% |
0.0383 |
| ATR |
0.0162 |
0.0175 |
0.0013 |
7.7% |
0.0000 |
| Volume |
31 |
185 |
154 |
496.8% |
99 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7055 |
1.6965 |
1.6498 |
|
| R3 |
1.6794 |
1.6704 |
1.6426 |
|
| R2 |
1.6533 |
1.6533 |
1.6402 |
|
| R1 |
1.6443 |
1.6443 |
1.6378 |
1.6488 |
| PP |
1.6272 |
1.6272 |
1.6272 |
1.6294 |
| S1 |
1.6182 |
1.6182 |
1.6330 |
1.6227 |
| S2 |
1.6011 |
1.6011 |
1.6306 |
|
| S3 |
1.5750 |
1.5921 |
1.6282 |
|
| S4 |
1.5489 |
1.5660 |
1.6210 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7636 |
1.7409 |
1.6626 |
|
| R3 |
1.7253 |
1.7026 |
1.6520 |
|
| R2 |
1.6870 |
1.6870 |
1.6485 |
|
| R1 |
1.6643 |
1.6643 |
1.6450 |
1.6565 |
| PP |
1.6487 |
1.6487 |
1.6487 |
1.6449 |
| S1 |
1.6260 |
1.6260 |
1.6380 |
1.6182 |
| S2 |
1.6104 |
1.6104 |
1.6345 |
|
| S3 |
1.5721 |
1.5877 |
1.6310 |
|
| S4 |
1.5338 |
1.5494 |
1.6204 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7470 |
|
2.618 |
1.7044 |
|
1.618 |
1.6783 |
|
1.000 |
1.6622 |
|
0.618 |
1.6522 |
|
HIGH |
1.6361 |
|
0.618 |
1.6261 |
|
0.500 |
1.6231 |
|
0.382 |
1.6200 |
|
LOW |
1.6100 |
|
0.618 |
1.5939 |
|
1.000 |
1.5839 |
|
1.618 |
1.5678 |
|
2.618 |
1.5417 |
|
4.250 |
1.4991 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6313 |
1.6300 |
| PP |
1.6272 |
1.6246 |
| S1 |
1.6231 |
1.6192 |
|