CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6470 |
1.6475 |
0.0005 |
0.0% |
1.6694 |
| High |
1.6504 |
1.6540 |
0.0036 |
0.2% |
1.7028 |
| Low |
1.6450 |
1.6390 |
-0.0060 |
-0.4% |
1.6650 |
| Close |
1.6470 |
1.6514 |
0.0044 |
0.3% |
1.6661 |
| Range |
0.0054 |
0.0150 |
0.0096 |
177.8% |
0.0378 |
| ATR |
0.0158 |
0.0157 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
116 |
29 |
-87 |
-75.0% |
809 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6931 |
1.6873 |
1.6597 |
|
| R3 |
1.6781 |
1.6723 |
1.6555 |
|
| R2 |
1.6631 |
1.6631 |
1.6542 |
|
| R1 |
1.6573 |
1.6573 |
1.6528 |
1.6602 |
| PP |
1.6481 |
1.6481 |
1.6481 |
1.6496 |
| S1 |
1.6423 |
1.6423 |
1.6500 |
1.6452 |
| S2 |
1.6331 |
1.6331 |
1.6487 |
|
| S3 |
1.6181 |
1.6273 |
1.6473 |
|
| S4 |
1.6031 |
1.6123 |
1.6432 |
|
|
| 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 |
1.6990 |
1.6390 |
0.0600 |
3.6% |
0.0169 |
1.0% |
21% |
False |
True |
108 |
| 10 |
1.7028 |
1.6390 |
0.0638 |
3.9% |
0.0165 |
1.0% |
19% |
False |
True |
147 |
| 20 |
1.7028 |
1.6320 |
0.0708 |
4.3% |
0.0130 |
0.8% |
27% |
False |
False |
111 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0139 |
0.8% |
49% |
False |
False |
92 |
| 60 |
1.7028 |
1.5449 |
0.1579 |
9.6% |
0.0120 |
0.7% |
67% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7178 |
|
2.618 |
1.6933 |
|
1.618 |
1.6783 |
|
1.000 |
1.6690 |
|
0.618 |
1.6633 |
|
HIGH |
1.6540 |
|
0.618 |
1.6483 |
|
0.500 |
1.6465 |
|
0.382 |
1.6447 |
|
LOW |
1.6390 |
|
0.618 |
1.6297 |
|
1.000 |
1.6240 |
|
1.618 |
1.6147 |
|
2.618 |
1.5997 |
|
4.250 |
1.5753 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6498 |
1.6530 |
| PP |
1.6481 |
1.6525 |
| S1 |
1.6465 |
1.6519 |
|