CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6487 |
1.6344 |
-0.0143 |
-0.9% |
1.6650 |
| High |
1.6487 |
1.6580 |
0.0093 |
0.6% |
1.6685 |
| Low |
1.6275 |
1.6340 |
0.0065 |
0.4% |
1.6390 |
| Close |
1.6337 |
1.6568 |
0.0231 |
1.4% |
1.6502 |
| Range |
0.0212 |
0.0240 |
0.0028 |
13.2% |
0.0295 |
| ATR |
0.0158 |
0.0164 |
0.0006 |
3.9% |
0.0000 |
| Volume |
736 |
107 |
-629 |
-85.5% |
1,265 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7216 |
1.7132 |
1.6700 |
|
| R3 |
1.6976 |
1.6892 |
1.6634 |
|
| R2 |
1.6736 |
1.6736 |
1.6612 |
|
| R1 |
1.6652 |
1.6652 |
1.6590 |
1.6694 |
| PP |
1.6496 |
1.6496 |
1.6496 |
1.6517 |
| S1 |
1.6412 |
1.6412 |
1.6546 |
1.6454 |
| S2 |
1.6256 |
1.6256 |
1.6524 |
|
| S3 |
1.6016 |
1.6172 |
1.6502 |
|
| S4 |
1.5776 |
1.5932 |
1.6436 |
|
|
| 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 |
1.6275 |
0.0410 |
2.5% |
0.0161 |
1.0% |
71% |
False |
False |
344 |
| 10 |
1.7028 |
1.6275 |
0.0753 |
4.5% |
0.0163 |
1.0% |
39% |
False |
False |
234 |
| 20 |
1.7028 |
1.6275 |
0.0753 |
4.5% |
0.0145 |
0.9% |
39% |
False |
False |
177 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0139 |
0.8% |
54% |
False |
False |
128 |
| 60 |
1.7028 |
1.5800 |
0.1228 |
7.4% |
0.0128 |
0.8% |
63% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7600 |
|
2.618 |
1.7208 |
|
1.618 |
1.6968 |
|
1.000 |
1.6820 |
|
0.618 |
1.6728 |
|
HIGH |
1.6580 |
|
0.618 |
1.6488 |
|
0.500 |
1.6460 |
|
0.382 |
1.6432 |
|
LOW |
1.6340 |
|
0.618 |
1.6192 |
|
1.000 |
1.6100 |
|
1.618 |
1.5952 |
|
2.618 |
1.5712 |
|
4.250 |
1.5320 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6532 |
1.6521 |
| PP |
1.6496 |
1.6474 |
| S1 |
1.6460 |
1.6428 |
|