CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6753 |
1.6650 |
-0.0103 |
-0.6% |
1.6694 |
| High |
1.6811 |
1.6670 |
-0.0141 |
-0.8% |
1.7028 |
| Low |
1.6650 |
1.6429 |
-0.0221 |
-1.3% |
1.6650 |
| Close |
1.6661 |
1.6457 |
-0.0204 |
-1.2% |
1.6661 |
| Range |
0.0161 |
0.0241 |
0.0080 |
49.7% |
0.0378 |
| ATR |
0.0160 |
0.0166 |
0.0006 |
3.6% |
0.0000 |
| Volume |
74 |
272 |
198 |
267.6% |
809 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7242 |
1.7090 |
1.6590 |
|
| R3 |
1.7001 |
1.6849 |
1.6523 |
|
| R2 |
1.6760 |
1.6760 |
1.6501 |
|
| R1 |
1.6608 |
1.6608 |
1.6479 |
1.6564 |
| PP |
1.6519 |
1.6519 |
1.6519 |
1.6496 |
| S1 |
1.6367 |
1.6367 |
1.6435 |
1.6323 |
| S2 |
1.6278 |
1.6278 |
1.6413 |
|
| S3 |
1.6037 |
1.6126 |
1.6391 |
|
| S4 |
1.5796 |
1.5885 |
1.6324 |
|
|
| 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 |
1.6429 |
0.0599 |
3.6% |
0.0168 |
1.0% |
5% |
False |
True |
167 |
| 10 |
1.7028 |
1.6350 |
0.0678 |
4.1% |
0.0168 |
1.0% |
16% |
False |
False |
140 |
| 20 |
1.7028 |
1.6250 |
0.0778 |
4.7% |
0.0129 |
0.8% |
27% |
False |
False |
114 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0140 |
0.9% |
43% |
False |
False |
92 |
| 60 |
1.7028 |
1.5300 |
0.1728 |
10.5% |
0.0117 |
0.7% |
67% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7694 |
|
2.618 |
1.7301 |
|
1.618 |
1.7060 |
|
1.000 |
1.6911 |
|
0.618 |
1.6819 |
|
HIGH |
1.6670 |
|
0.618 |
1.6578 |
|
0.500 |
1.6550 |
|
0.382 |
1.6521 |
|
LOW |
1.6429 |
|
0.618 |
1.6280 |
|
1.000 |
1.6188 |
|
1.618 |
1.6039 |
|
2.618 |
1.5798 |
|
4.250 |
1.5405 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6550 |
1.6710 |
| PP |
1.6519 |
1.6625 |
| S1 |
1.6488 |
1.6541 |
|