CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6615 |
1.6570 |
-0.0045 |
-0.3% |
1.6650 |
| High |
1.6685 |
1.6575 |
-0.0110 |
-0.7% |
1.6685 |
| Low |
1.6560 |
1.6498 |
-0.0062 |
-0.4% |
1.6390 |
| Close |
1.6553 |
1.6502 |
-0.0051 |
-0.3% |
1.6502 |
| Range |
0.0125 |
0.0077 |
-0.0048 |
-38.4% |
0.0295 |
| ATR |
0.0158 |
0.0152 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
58 |
790 |
732 |
1,262.1% |
1,265 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6756 |
1.6706 |
1.6544 |
|
| R3 |
1.6679 |
1.6629 |
1.6523 |
|
| R2 |
1.6602 |
1.6602 |
1.6516 |
|
| R1 |
1.6552 |
1.6552 |
1.6509 |
1.6539 |
| PP |
1.6525 |
1.6525 |
1.6525 |
1.6518 |
| S1 |
1.6475 |
1.6475 |
1.6495 |
1.6462 |
| S2 |
1.6448 |
1.6448 |
1.6488 |
|
| S3 |
1.6371 |
1.6398 |
1.6481 |
|
| S4 |
1.6294 |
1.6321 |
1.6460 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7411 |
1.7251 |
1.6664 |
|
| R3 |
1.7116 |
1.6956 |
1.6583 |
|
| R2 |
1.6821 |
1.6821 |
1.6556 |
|
| R1 |
1.6661 |
1.6661 |
1.6529 |
1.6594 |
| PP |
1.6526 |
1.6526 |
1.6526 |
1.6492 |
| S1 |
1.6366 |
1.6366 |
1.6475 |
1.6299 |
| S2 |
1.6231 |
1.6231 |
1.6448 |
|
| S3 |
1.5936 |
1.6071 |
1.6421 |
|
| S4 |
1.5641 |
1.5776 |
1.6340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6685 |
1.6390 |
0.0295 |
1.8% |
0.0129 |
0.8% |
38% |
False |
False |
253 |
| 10 |
1.7028 |
1.6390 |
0.0638 |
3.9% |
0.0152 |
0.9% |
18% |
False |
False |
207 |
| 20 |
1.7028 |
1.6320 |
0.0708 |
4.3% |
0.0133 |
0.8% |
26% |
False |
False |
150 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0137 |
0.8% |
48% |
False |
False |
111 |
| 60 |
1.7028 |
1.5800 |
0.1228 |
7.4% |
0.0122 |
0.7% |
57% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6902 |
|
2.618 |
1.6777 |
|
1.618 |
1.6700 |
|
1.000 |
1.6652 |
|
0.618 |
1.6623 |
|
HIGH |
1.6575 |
|
0.618 |
1.6546 |
|
0.500 |
1.6537 |
|
0.382 |
1.6527 |
|
LOW |
1.6498 |
|
0.618 |
1.6450 |
|
1.000 |
1.6421 |
|
1.618 |
1.6373 |
|
2.618 |
1.6296 |
|
4.250 |
1.6171 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6537 |
1.6538 |
| PP |
1.6525 |
1.6526 |
| S1 |
1.6514 |
1.6514 |
|