CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6475 |
1.6615 |
0.0140 |
0.8% |
1.6694 |
| High |
1.6540 |
1.6685 |
0.0145 |
0.9% |
1.7028 |
| Low |
1.6390 |
1.6560 |
0.0170 |
1.0% |
1.6650 |
| Close |
1.6514 |
1.6553 |
0.0039 |
0.2% |
1.6661 |
| Range |
0.0150 |
0.0125 |
-0.0025 |
-16.7% |
0.0378 |
| ATR |
0.0157 |
0.0158 |
0.0001 |
0.6% |
0.0000 |
| Volume |
29 |
58 |
29 |
100.0% |
809 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6974 |
1.6889 |
1.6622 |
|
| R3 |
1.6849 |
1.6764 |
1.6587 |
|
| R2 |
1.6724 |
1.6724 |
1.6576 |
|
| R1 |
1.6639 |
1.6639 |
1.6564 |
1.6619 |
| PP |
1.6599 |
1.6599 |
1.6599 |
1.6590 |
| S1 |
1.6514 |
1.6514 |
1.6542 |
1.6494 |
| S2 |
1.6474 |
1.6474 |
1.6530 |
|
| S3 |
1.6349 |
1.6389 |
1.6519 |
|
| S4 |
1.6224 |
1.6264 |
1.6484 |
|
|
| 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 |
1.6811 |
1.6390 |
0.0421 |
2.5% |
0.0146 |
0.9% |
39% |
False |
False |
109 |
| 10 |
1.7028 |
1.6390 |
0.0638 |
3.9% |
0.0166 |
1.0% |
26% |
False |
False |
138 |
| 20 |
1.7028 |
1.6320 |
0.0708 |
4.3% |
0.0131 |
0.8% |
33% |
False |
False |
112 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0140 |
0.8% |
53% |
False |
False |
93 |
| 60 |
1.7028 |
1.5781 |
0.1247 |
7.5% |
0.0122 |
0.7% |
62% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7216 |
|
2.618 |
1.7012 |
|
1.618 |
1.6887 |
|
1.000 |
1.6810 |
|
0.618 |
1.6762 |
|
HIGH |
1.6685 |
|
0.618 |
1.6637 |
|
0.500 |
1.6623 |
|
0.382 |
1.6608 |
|
LOW |
1.6560 |
|
0.618 |
1.6483 |
|
1.000 |
1.6435 |
|
1.618 |
1.6358 |
|
2.618 |
1.6233 |
|
4.250 |
1.6029 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6623 |
1.6548 |
| PP |
1.6599 |
1.6543 |
| S1 |
1.6576 |
1.6538 |
|