CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6980 |
1.6753 |
-0.0227 |
-1.3% |
1.6694 |
| High |
1.6990 |
1.6811 |
-0.0179 |
-1.1% |
1.7028 |
| Low |
1.6750 |
1.6650 |
-0.0100 |
-0.6% |
1.6650 |
| Close |
1.6771 |
1.6661 |
-0.0110 |
-0.7% |
1.6661 |
| Range |
0.0240 |
0.0161 |
-0.0079 |
-32.9% |
0.0378 |
| ATR |
0.0160 |
0.0160 |
0.0000 |
0.1% |
0.0000 |
| Volume |
49 |
74 |
25 |
51.0% |
809 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7190 |
1.7087 |
1.6750 |
|
| R3 |
1.7029 |
1.6926 |
1.6705 |
|
| R2 |
1.6868 |
1.6868 |
1.6691 |
|
| R1 |
1.6765 |
1.6765 |
1.6676 |
1.6736 |
| PP |
1.6707 |
1.6707 |
1.6707 |
1.6693 |
| S1 |
1.6604 |
1.6604 |
1.6646 |
1.6575 |
| S2 |
1.6546 |
1.6546 |
1.6631 |
|
| S3 |
1.6385 |
1.6443 |
1.6617 |
|
| S4 |
1.6224 |
1.6282 |
1.6572 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7914 |
1.7665 |
1.6869 |
|
| R3 |
1.7536 |
1.7287 |
1.6765 |
|
| R2 |
1.7158 |
1.7158 |
1.6730 |
|
| R1 |
1.6909 |
1.6909 |
1.6696 |
1.6845 |
| PP |
1.6780 |
1.6780 |
1.6780 |
1.6747 |
| S1 |
1.6531 |
1.6531 |
1.6626 |
1.6467 |
| S2 |
1.6402 |
1.6402 |
1.6592 |
|
| S3 |
1.6024 |
1.6153 |
1.6557 |
|
| S4 |
1.5646 |
1.5775 |
1.6453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7028 |
1.6650 |
0.0378 |
2.3% |
0.0175 |
1.1% |
3% |
False |
True |
161 |
| 10 |
1.7028 |
1.6350 |
0.0678 |
4.1% |
0.0145 |
0.9% |
46% |
False |
False |
114 |
| 20 |
1.7028 |
1.6040 |
0.0988 |
5.9% |
0.0126 |
0.8% |
63% |
False |
False |
103 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.0% |
0.0137 |
0.8% |
64% |
False |
False |
86 |
| 60 |
1.7028 |
1.5260 |
0.1768 |
10.6% |
0.0113 |
0.7% |
79% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7495 |
|
2.618 |
1.7232 |
|
1.618 |
1.7071 |
|
1.000 |
1.6972 |
|
0.618 |
1.6910 |
|
HIGH |
1.6811 |
|
0.618 |
1.6749 |
|
0.500 |
1.6731 |
|
0.382 |
1.6712 |
|
LOW |
1.6650 |
|
0.618 |
1.6551 |
|
1.000 |
1.6489 |
|
1.618 |
1.6390 |
|
2.618 |
1.6229 |
|
4.250 |
1.5966 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6731 |
1.6839 |
| PP |
1.6707 |
1.6780 |
| S1 |
1.6684 |
1.6720 |
|