CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6379 |
1.6467 |
0.0088 |
0.5% |
1.6104 |
| High |
1.6380 |
1.6530 |
0.0150 |
0.9% |
1.6486 |
| Low |
1.6337 |
1.6450 |
0.0113 |
0.7% |
1.6040 |
| Close |
1.6377 |
1.6530 |
0.0153 |
0.9% |
1.6377 |
| Range |
0.0043 |
0.0080 |
0.0037 |
86.0% |
0.0446 |
| ATR |
0.0164 |
0.0163 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
42 |
51 |
9 |
21.4% |
328 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6743 |
1.6717 |
1.6574 |
|
| R3 |
1.6663 |
1.6637 |
1.6552 |
|
| R2 |
1.6583 |
1.6583 |
1.6545 |
|
| R1 |
1.6557 |
1.6557 |
1.6537 |
1.6570 |
| PP |
1.6503 |
1.6503 |
1.6503 |
1.6510 |
| S1 |
1.6477 |
1.6477 |
1.6523 |
1.6490 |
| S2 |
1.6423 |
1.6423 |
1.6515 |
|
| S3 |
1.6343 |
1.6397 |
1.6508 |
|
| S4 |
1.6263 |
1.6317 |
1.6486 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7639 |
1.7454 |
1.6622 |
|
| R3 |
1.7193 |
1.7008 |
1.6500 |
|
| R2 |
1.6747 |
1.6747 |
1.6459 |
|
| R1 |
1.6562 |
1.6562 |
1.6418 |
1.6655 |
| PP |
1.6301 |
1.6301 |
1.6301 |
1.6347 |
| S1 |
1.6116 |
1.6116 |
1.6336 |
1.6209 |
| S2 |
1.5855 |
1.5855 |
1.6295 |
|
| S3 |
1.5409 |
1.5670 |
1.6254 |
|
| S4 |
1.4963 |
1.5224 |
1.6132 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6870 |
|
2.618 |
1.6739 |
|
1.618 |
1.6659 |
|
1.000 |
1.6610 |
|
0.618 |
1.6579 |
|
HIGH |
1.6530 |
|
0.618 |
1.6499 |
|
0.500 |
1.6490 |
|
0.382 |
1.6481 |
|
LOW |
1.6450 |
|
0.618 |
1.6401 |
|
1.000 |
1.6370 |
|
1.618 |
1.6321 |
|
2.618 |
1.6241 |
|
4.250 |
1.6110 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6517 |
1.6498 |
| PP |
1.6503 |
1.6466 |
| S1 |
1.6490 |
1.6434 |
|