CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6532 |
1.6395 |
-0.0137 |
-0.8% |
1.6104 |
| High |
1.6539 |
1.6460 |
-0.0079 |
-0.5% |
1.6486 |
| Low |
1.6400 |
1.6320 |
-0.0080 |
-0.5% |
1.6040 |
| Close |
1.6430 |
1.6460 |
0.0030 |
0.2% |
1.6377 |
| Range |
0.0139 |
0.0140 |
0.0001 |
0.7% |
0.0446 |
| ATR |
0.0161 |
0.0160 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
239 |
71 |
-168 |
-70.3% |
328 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6833 |
1.6787 |
1.6537 |
|
| R3 |
1.6693 |
1.6647 |
1.6499 |
|
| R2 |
1.6553 |
1.6553 |
1.6486 |
|
| R1 |
1.6507 |
1.6507 |
1.6473 |
1.6530 |
| PP |
1.6413 |
1.6413 |
1.6413 |
1.6425 |
| S1 |
1.6367 |
1.6367 |
1.6447 |
1.6390 |
| S2 |
1.6273 |
1.6273 |
1.6434 |
|
| S3 |
1.6133 |
1.6227 |
1.6422 |
|
| S4 |
1.5993 |
1.6087 |
1.6383 |
|
|
| 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 |
1.7055 |
|
2.618 |
1.6827 |
|
1.618 |
1.6687 |
|
1.000 |
1.6600 |
|
0.618 |
1.6547 |
|
HIGH |
1.6460 |
|
0.618 |
1.6407 |
|
0.500 |
1.6390 |
|
0.382 |
1.6373 |
|
LOW |
1.6320 |
|
0.618 |
1.6233 |
|
1.000 |
1.6180 |
|
1.618 |
1.6093 |
|
2.618 |
1.5953 |
|
4.250 |
1.5725 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6437 |
1.6450 |
| PP |
1.6413 |
1.6440 |
| S1 |
1.6390 |
1.6430 |
|