CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6491 |
1.6520 |
0.0029 |
0.2% |
1.6487 |
| High |
1.6621 |
1.6536 |
-0.0085 |
-0.5% |
1.6621 |
| Low |
1.6430 |
1.6389 |
-0.0041 |
-0.2% |
1.6275 |
| Close |
1.6479 |
1.6395 |
-0.0084 |
-0.5% |
1.6479 |
| Range |
0.0191 |
0.0147 |
-0.0044 |
-23.0% |
0.0346 |
| ATR |
0.0167 |
0.0166 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
95 |
243 |
148 |
155.8% |
1,835 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6881 |
1.6785 |
1.6476 |
|
| R3 |
1.6734 |
1.6638 |
1.6435 |
|
| R2 |
1.6587 |
1.6587 |
1.6422 |
|
| R1 |
1.6491 |
1.6491 |
1.6408 |
1.6466 |
| PP |
1.6440 |
1.6440 |
1.6440 |
1.6427 |
| S1 |
1.6344 |
1.6344 |
1.6382 |
1.6319 |
| S2 |
1.6293 |
1.6293 |
1.6368 |
|
| S3 |
1.6146 |
1.6197 |
1.6355 |
|
| S4 |
1.5999 |
1.6050 |
1.6314 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7496 |
1.7334 |
1.6669 |
|
| R3 |
1.7150 |
1.6988 |
1.6574 |
|
| R2 |
1.6804 |
1.6804 |
1.6542 |
|
| R1 |
1.6642 |
1.6642 |
1.6511 |
1.6550 |
| PP |
1.6458 |
1.6458 |
1.6458 |
1.6413 |
| S1 |
1.6296 |
1.6296 |
1.6447 |
1.6204 |
| S2 |
1.6112 |
1.6112 |
1.6416 |
|
| S3 |
1.5766 |
1.5950 |
1.6384 |
|
| S4 |
1.5420 |
1.5604 |
1.6289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6621 |
1.6340 |
0.0281 |
1.7% |
0.0186 |
1.1% |
20% |
False |
False |
268 |
| 10 |
1.6685 |
1.6275 |
0.0410 |
2.5% |
0.0155 |
0.9% |
29% |
False |
False |
307 |
| 20 |
1.7028 |
1.6275 |
0.0753 |
4.6% |
0.0161 |
1.0% |
16% |
False |
False |
223 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0141 |
0.9% |
37% |
False |
False |
146 |
| 60 |
1.7028 |
1.5800 |
0.1228 |
7.5% |
0.0134 |
0.8% |
48% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7161 |
|
2.618 |
1.6921 |
|
1.618 |
1.6774 |
|
1.000 |
1.6683 |
|
0.618 |
1.6627 |
|
HIGH |
1.6536 |
|
0.618 |
1.6480 |
|
0.500 |
1.6463 |
|
0.382 |
1.6445 |
|
LOW |
1.6389 |
|
0.618 |
1.6298 |
|
1.000 |
1.6242 |
|
1.618 |
1.6151 |
|
2.618 |
1.6004 |
|
4.250 |
1.5764 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6463 |
1.6505 |
| PP |
1.6440 |
1.6468 |
| S1 |
1.6418 |
1.6432 |
|