CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6520 |
1.6398 |
-0.0122 |
-0.7% |
1.6487 |
| High |
1.6536 |
1.6435 |
-0.0101 |
-0.6% |
1.6621 |
| Low |
1.6389 |
1.6336 |
-0.0053 |
-0.3% |
1.6275 |
| Close |
1.6395 |
1.6344 |
-0.0051 |
-0.3% |
1.6479 |
| Range |
0.0147 |
0.0099 |
-0.0048 |
-32.7% |
0.0346 |
| ATR |
0.0166 |
0.0161 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
243 |
335 |
92 |
37.9% |
1,835 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6669 |
1.6605 |
1.6398 |
|
| R3 |
1.6570 |
1.6506 |
1.6371 |
|
| R2 |
1.6471 |
1.6471 |
1.6362 |
|
| R1 |
1.6407 |
1.6407 |
1.6353 |
1.6390 |
| PP |
1.6372 |
1.6372 |
1.6372 |
1.6363 |
| S1 |
1.6308 |
1.6308 |
1.6335 |
1.6291 |
| S2 |
1.6273 |
1.6273 |
1.6326 |
|
| S3 |
1.6174 |
1.6209 |
1.6317 |
|
| S4 |
1.6075 |
1.6110 |
1.6290 |
|
|
| 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 |
1.6336 |
0.0285 |
1.7% |
0.0158 |
1.0% |
3% |
False |
True |
314 |
| 10 |
1.6685 |
1.6275 |
0.0410 |
2.5% |
0.0159 |
1.0% |
17% |
False |
False |
329 |
| 20 |
1.7028 |
1.6275 |
0.0753 |
4.6% |
0.0160 |
1.0% |
9% |
False |
False |
239 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0136 |
0.8% |
32% |
False |
False |
155 |
| 60 |
1.7028 |
1.5800 |
0.1228 |
7.5% |
0.0136 |
0.8% |
44% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6856 |
|
2.618 |
1.6694 |
|
1.618 |
1.6595 |
|
1.000 |
1.6534 |
|
0.618 |
1.6496 |
|
HIGH |
1.6435 |
|
0.618 |
1.6397 |
|
0.500 |
1.6386 |
|
0.382 |
1.6374 |
|
LOW |
1.6336 |
|
0.618 |
1.6275 |
|
1.000 |
1.6237 |
|
1.618 |
1.6176 |
|
2.618 |
1.6077 |
|
4.250 |
1.5915 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6386 |
1.6479 |
| PP |
1.6372 |
1.6434 |
| S1 |
1.6358 |
1.6389 |
|