CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6398 |
1.6325 |
-0.0073 |
-0.4% |
1.6487 |
| High |
1.6435 |
1.6347 |
-0.0088 |
-0.5% |
1.6621 |
| Low |
1.6336 |
1.6167 |
-0.0169 |
-1.0% |
1.6275 |
| Close |
1.6344 |
1.6236 |
-0.0108 |
-0.7% |
1.6479 |
| Range |
0.0099 |
0.0180 |
0.0081 |
81.8% |
0.0346 |
| ATR |
0.0161 |
0.0162 |
0.0001 |
0.8% |
0.0000 |
| Volume |
335 |
321 |
-14 |
-4.2% |
1,835 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6790 |
1.6693 |
1.6335 |
|
| R3 |
1.6610 |
1.6513 |
1.6286 |
|
| R2 |
1.6430 |
1.6430 |
1.6269 |
|
| R1 |
1.6333 |
1.6333 |
1.6253 |
1.6292 |
| PP |
1.6250 |
1.6250 |
1.6250 |
1.6229 |
| S1 |
1.6153 |
1.6153 |
1.6220 |
1.6112 |
| S2 |
1.6070 |
1.6070 |
1.6203 |
|
| S3 |
1.5890 |
1.5973 |
1.6187 |
|
| S4 |
1.5710 |
1.5793 |
1.6137 |
|
|
| 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 |
1.6167 |
0.0454 |
2.8% |
0.0153 |
0.9% |
15% |
False |
True |
263 |
| 10 |
1.6685 |
1.6167 |
0.0518 |
3.2% |
0.0162 |
1.0% |
13% |
False |
True |
358 |
| 20 |
1.7028 |
1.6167 |
0.0861 |
5.3% |
0.0164 |
1.0% |
8% |
False |
True |
252 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0139 |
0.9% |
21% |
False |
False |
162 |
| 60 |
1.7028 |
1.5800 |
0.1228 |
7.6% |
0.0138 |
0.8% |
36% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7112 |
|
2.618 |
1.6818 |
|
1.618 |
1.6638 |
|
1.000 |
1.6527 |
|
0.618 |
1.6458 |
|
HIGH |
1.6347 |
|
0.618 |
1.6278 |
|
0.500 |
1.6257 |
|
0.382 |
1.6236 |
|
LOW |
1.6167 |
|
0.618 |
1.6056 |
|
1.000 |
1.5987 |
|
1.618 |
1.5876 |
|
2.618 |
1.5696 |
|
4.250 |
1.5402 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6257 |
1.6352 |
| PP |
1.6250 |
1.6313 |
| S1 |
1.6243 |
1.6275 |
|