CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6431 |
1.6392 |
-0.0039 |
-0.2% |
1.6467 |
| High |
1.6460 |
1.6500 |
0.0040 |
0.2% |
1.6577 |
| Low |
1.6350 |
1.6392 |
0.0042 |
0.3% |
1.6320 |
| Close |
1.6354 |
1.6487 |
0.0133 |
0.8% |
1.6427 |
| Range |
0.0110 |
0.0108 |
-0.0002 |
-1.8% |
0.0257 |
| ATR |
0.0144 |
0.0144 |
0.0000 |
0.1% |
0.0000 |
| Volume |
61 |
146 |
85 |
139.3% |
592 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6784 |
1.6743 |
1.6546 |
|
| R3 |
1.6676 |
1.6635 |
1.6517 |
|
| R2 |
1.6568 |
1.6568 |
1.6507 |
|
| R1 |
1.6527 |
1.6527 |
1.6497 |
1.6548 |
| PP |
1.6460 |
1.6460 |
1.6460 |
1.6470 |
| S1 |
1.6419 |
1.6419 |
1.6477 |
1.6440 |
| S2 |
1.6352 |
1.6352 |
1.6467 |
|
| S3 |
1.6244 |
1.6311 |
1.6457 |
|
| S4 |
1.6136 |
1.6203 |
1.6428 |
|
|
| 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 |
1.6959 |
|
2.618 |
1.6783 |
|
1.618 |
1.6675 |
|
1.000 |
1.6608 |
|
0.618 |
1.6567 |
|
HIGH |
1.6500 |
|
0.618 |
1.6459 |
|
0.500 |
1.6446 |
|
0.382 |
1.6433 |
|
LOW |
1.6392 |
|
0.618 |
1.6325 |
|
1.000 |
1.6284 |
|
1.618 |
1.6217 |
|
2.618 |
1.6109 |
|
4.250 |
1.5933 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6473 |
1.6471 |
| PP |
1.6460 |
1.6456 |
| S1 |
1.6446 |
1.6440 |
|