CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6392 |
1.6503 |
0.0111 |
0.7% |
1.6492 |
| High |
1.6500 |
1.6720 |
0.0220 |
1.3% |
1.6720 |
| Low |
1.6392 |
1.6503 |
0.0111 |
0.7% |
1.6350 |
| Close |
1.6487 |
1.6685 |
0.0198 |
1.2% |
1.6685 |
| Range |
0.0108 |
0.0217 |
0.0109 |
100.9% |
0.0370 |
| ATR |
0.0144 |
0.0150 |
0.0006 |
4.4% |
0.0000 |
| Volume |
146 |
99 |
-47 |
-32.2% |
340 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7287 |
1.7203 |
1.6804 |
|
| R3 |
1.7070 |
1.6986 |
1.6745 |
|
| R2 |
1.6853 |
1.6853 |
1.6725 |
|
| R1 |
1.6769 |
1.6769 |
1.6705 |
1.6811 |
| PP |
1.6636 |
1.6636 |
1.6636 |
1.6657 |
| S1 |
1.6552 |
1.6552 |
1.6665 |
1.6594 |
| S2 |
1.6419 |
1.6419 |
1.6645 |
|
| S3 |
1.6202 |
1.6335 |
1.6625 |
|
| S4 |
1.5985 |
1.6118 |
1.6566 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7695 |
1.7560 |
1.6889 |
|
| R3 |
1.7325 |
1.7190 |
1.6787 |
|
| R2 |
1.6955 |
1.6955 |
1.6753 |
|
| R1 |
1.6820 |
1.6820 |
1.6719 |
1.6888 |
| PP |
1.6585 |
1.6585 |
1.6585 |
1.6619 |
| S1 |
1.6450 |
1.6450 |
1.6651 |
1.6518 |
| S2 |
1.6215 |
1.6215 |
1.6617 |
|
| S3 |
1.5845 |
1.6080 |
1.6583 |
|
| S4 |
1.5475 |
1.5710 |
1.6482 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7642 |
|
2.618 |
1.7288 |
|
1.618 |
1.7071 |
|
1.000 |
1.6937 |
|
0.618 |
1.6854 |
|
HIGH |
1.6720 |
|
0.618 |
1.6637 |
|
0.500 |
1.6612 |
|
0.382 |
1.6586 |
|
LOW |
1.6503 |
|
0.618 |
1.6369 |
|
1.000 |
1.6286 |
|
1.618 |
1.6152 |
|
2.618 |
1.5935 |
|
4.250 |
1.5581 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6661 |
1.6635 |
| PP |
1.6636 |
1.6585 |
| S1 |
1.6612 |
1.6535 |
|