CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6492 |
1.6530 |
0.0038 |
0.2% |
1.6467 |
| High |
1.6492 |
1.6530 |
0.0038 |
0.2% |
1.6577 |
| Low |
1.6483 |
1.6405 |
-0.0078 |
-0.5% |
1.6320 |
| Close |
1.6494 |
1.6434 |
-0.0060 |
-0.4% |
1.6427 |
| Range |
0.0009 |
0.0125 |
0.0116 |
1,288.9% |
0.0257 |
| ATR |
0.0148 |
0.0146 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
16 |
18 |
2 |
12.5% |
592 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6831 |
1.6758 |
1.6503 |
|
| R3 |
1.6706 |
1.6633 |
1.6468 |
|
| R2 |
1.6581 |
1.6581 |
1.6457 |
|
| R1 |
1.6508 |
1.6508 |
1.6445 |
1.6482 |
| PP |
1.6456 |
1.6456 |
1.6456 |
1.6444 |
| S1 |
1.6383 |
1.6383 |
1.6423 |
1.6357 |
| S2 |
1.6331 |
1.6331 |
1.6411 |
|
| S3 |
1.6206 |
1.6258 |
1.6400 |
|
| S4 |
1.6081 |
1.6133 |
1.6365 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7212 |
1.7077 |
1.6568 |
|
| R3 |
1.6955 |
1.6820 |
1.6498 |
|
| R2 |
1.6698 |
1.6698 |
1.6474 |
|
| R1 |
1.6563 |
1.6563 |
1.6451 |
1.6502 |
| PP |
1.6441 |
1.6441 |
1.6441 |
1.6411 |
| S1 |
1.6306 |
1.6306 |
1.6403 |
1.6245 |
| S2 |
1.6184 |
1.6184 |
1.6380 |
|
| S3 |
1.5927 |
1.6049 |
1.6356 |
|
| S4 |
1.5670 |
1.5792 |
1.6286 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7061 |
|
2.618 |
1.6857 |
|
1.618 |
1.6732 |
|
1.000 |
1.6655 |
|
0.618 |
1.6607 |
|
HIGH |
1.6530 |
|
0.618 |
1.6482 |
|
0.500 |
1.6468 |
|
0.382 |
1.6453 |
|
LOW |
1.6405 |
|
0.618 |
1.6328 |
|
1.000 |
1.6280 |
|
1.618 |
1.6203 |
|
2.618 |
1.6078 |
|
4.250 |
1.5874 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6468 |
1.6460 |
| PP |
1.6456 |
1.6451 |
| S1 |
1.6445 |
1.6443 |
|