CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6694 |
1.6918 |
0.0224 |
1.3% |
1.6492 |
| High |
1.6969 |
1.6958 |
-0.0011 |
-0.1% |
1.6720 |
| Low |
1.6694 |
1.6886 |
0.0192 |
1.2% |
1.6350 |
| Close |
1.6916 |
1.6917 |
0.0001 |
0.0% |
1.6685 |
| Range |
0.0275 |
0.0072 |
-0.0203 |
-73.8% |
0.0370 |
| ATR |
0.0160 |
0.0154 |
-0.0006 |
-3.9% |
0.0000 |
| Volume |
245 |
330 |
85 |
34.7% |
340 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7136 |
1.7099 |
1.6957 |
|
| R3 |
1.7064 |
1.7027 |
1.6937 |
|
| R2 |
1.6992 |
1.6992 |
1.6930 |
|
| R1 |
1.6955 |
1.6955 |
1.6924 |
1.6938 |
| PP |
1.6920 |
1.6920 |
1.6920 |
1.6912 |
| S1 |
1.6883 |
1.6883 |
1.6910 |
1.6866 |
| S2 |
1.6848 |
1.6848 |
1.6904 |
|
| S3 |
1.6776 |
1.6811 |
1.6897 |
|
| S4 |
1.6704 |
1.6739 |
1.6877 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6969 |
1.6350 |
0.0619 |
3.7% |
0.0156 |
0.9% |
92% |
False |
False |
176 |
| 10 |
1.6969 |
1.6320 |
0.0649 |
3.8% |
0.0126 |
0.7% |
92% |
False |
False |
121 |
| 20 |
1.6969 |
1.6022 |
0.0947 |
5.6% |
0.0123 |
0.7% |
95% |
False |
False |
105 |
| 40 |
1.6969 |
1.6022 |
0.0947 |
5.6% |
0.0127 |
0.7% |
95% |
False |
False |
80 |
| 60 |
1.6969 |
1.5092 |
0.1877 |
11.1% |
0.0112 |
0.7% |
97% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7264 |
|
2.618 |
1.7146 |
|
1.618 |
1.7074 |
|
1.000 |
1.7030 |
|
0.618 |
1.7002 |
|
HIGH |
1.6958 |
|
0.618 |
1.6930 |
|
0.500 |
1.6922 |
|
0.382 |
1.6914 |
|
LOW |
1.6886 |
|
0.618 |
1.6842 |
|
1.000 |
1.6814 |
|
1.618 |
1.6770 |
|
2.618 |
1.6698 |
|
4.250 |
1.6580 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6922 |
1.6857 |
| PP |
1.6920 |
1.6796 |
| S1 |
1.6919 |
1.6736 |
|