CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6503 |
1.6694 |
0.0191 |
1.2% |
1.6492 |
| High |
1.6720 |
1.6969 |
0.0249 |
1.5% |
1.6720 |
| Low |
1.6503 |
1.6694 |
0.0191 |
1.2% |
1.6350 |
| Close |
1.6685 |
1.6916 |
0.0231 |
1.4% |
1.6685 |
| Range |
0.0217 |
0.0275 |
0.0058 |
26.7% |
0.0370 |
| ATR |
0.0150 |
0.0160 |
0.0010 |
6.4% |
0.0000 |
| Volume |
99 |
245 |
146 |
147.5% |
340 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7685 |
1.7575 |
1.7067 |
|
| R3 |
1.7410 |
1.7300 |
1.6992 |
|
| R2 |
1.7135 |
1.7135 |
1.6966 |
|
| R1 |
1.7025 |
1.7025 |
1.6941 |
1.7080 |
| PP |
1.6860 |
1.6860 |
1.6860 |
1.6887 |
| S1 |
1.6750 |
1.6750 |
1.6891 |
1.6805 |
| S2 |
1.6585 |
1.6585 |
1.6866 |
|
| S3 |
1.6310 |
1.6475 |
1.6840 |
|
| S4 |
1.6035 |
1.6200 |
1.6765 |
|
|
| 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 |
1.8138 |
|
2.618 |
1.7689 |
|
1.618 |
1.7414 |
|
1.000 |
1.7244 |
|
0.618 |
1.7139 |
|
HIGH |
1.6969 |
|
0.618 |
1.6864 |
|
0.500 |
1.6832 |
|
0.382 |
1.6799 |
|
LOW |
1.6694 |
|
0.618 |
1.6524 |
|
1.000 |
1.6419 |
|
1.618 |
1.6249 |
|
2.618 |
1.5974 |
|
4.250 |
1.5525 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6888 |
1.6838 |
| PP |
1.6860 |
1.6759 |
| S1 |
1.6832 |
1.6681 |
|