CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6918 |
1.6926 |
0.0008 |
0.0% |
1.6492 |
| High |
1.6958 |
1.7028 |
0.0070 |
0.4% |
1.6720 |
| Low |
1.6886 |
1.6900 |
0.0014 |
0.1% |
1.6350 |
| Close |
1.6917 |
1.7015 |
0.0098 |
0.6% |
1.6685 |
| Range |
0.0072 |
0.0128 |
0.0056 |
77.8% |
0.0370 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
330 |
111 |
-219 |
-66.4% |
340 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7365 |
1.7318 |
1.7085 |
|
| R3 |
1.7237 |
1.7190 |
1.7050 |
|
| R2 |
1.7109 |
1.7109 |
1.7038 |
|
| R1 |
1.7062 |
1.7062 |
1.7027 |
1.7086 |
| PP |
1.6981 |
1.6981 |
1.6981 |
1.6993 |
| S1 |
1.6934 |
1.6934 |
1.7003 |
1.6958 |
| S2 |
1.6853 |
1.6853 |
1.6992 |
|
| S3 |
1.6725 |
1.6806 |
1.6980 |
|
| S4 |
1.6597 |
1.6678 |
1.6945 |
|
|
| 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 |
1.7028 |
1.6392 |
0.0636 |
3.7% |
0.0160 |
0.9% |
98% |
True |
False |
186 |
| 10 |
1.7028 |
1.6350 |
0.0678 |
4.0% |
0.0125 |
0.7% |
98% |
True |
False |
125 |
| 20 |
1.7028 |
1.6040 |
0.0988 |
5.8% |
0.0125 |
0.7% |
99% |
True |
False |
109 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
5.9% |
0.0128 |
0.8% |
99% |
True |
False |
83 |
| 60 |
1.7028 |
1.5092 |
0.1936 |
11.4% |
0.0110 |
0.6% |
99% |
True |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7572 |
|
2.618 |
1.7363 |
|
1.618 |
1.7235 |
|
1.000 |
1.7156 |
|
0.618 |
1.7107 |
|
HIGH |
1.7028 |
|
0.618 |
1.6979 |
|
0.500 |
1.6964 |
|
0.382 |
1.6949 |
|
LOW |
1.6900 |
|
0.618 |
1.6821 |
|
1.000 |
1.6772 |
|
1.618 |
1.6693 |
|
2.618 |
1.6565 |
|
4.250 |
1.6356 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6998 |
1.6964 |
| PP |
1.6981 |
1.6912 |
| S1 |
1.6964 |
1.6861 |
|