CME British Pound Future December 2009
Trading Metrics calculated at close of trading on 27-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1.6325 |
1.6230 |
-0.0095 |
-0.6% |
1.6487 |
High |
1.6347 |
1.6300 |
-0.0047 |
-0.3% |
1.6621 |
Low |
1.6167 |
1.6153 |
-0.0014 |
-0.1% |
1.6275 |
Close |
1.6236 |
1.6284 |
0.0048 |
0.3% |
1.6479 |
Range |
0.0180 |
0.0147 |
-0.0033 |
-18.3% |
0.0346 |
ATR |
0.0162 |
0.0161 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
321 |
4,409 |
4,088 |
1,273.5% |
1,835 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6687 |
1.6632 |
1.6365 |
|
R3 |
1.6540 |
1.6485 |
1.6324 |
|
R2 |
1.6393 |
1.6393 |
1.6311 |
|
R1 |
1.6338 |
1.6338 |
1.6297 |
1.6366 |
PP |
1.6246 |
1.6246 |
1.6246 |
1.6259 |
S1 |
1.6191 |
1.6191 |
1.6271 |
1.6219 |
S2 |
1.6099 |
1.6099 |
1.6257 |
|
S3 |
1.5952 |
1.6044 |
1.6244 |
|
S4 |
1.5805 |
1.5897 |
1.6203 |
|
|
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 |
1.6153 |
0.0468 |
2.9% |
0.0153 |
0.9% |
28% |
False |
True |
1,080 |
10 |
1.6621 |
1.6153 |
0.0468 |
2.9% |
0.0165 |
1.0% |
28% |
False |
True |
793 |
20 |
1.7028 |
1.6153 |
0.0875 |
5.4% |
0.0165 |
1.0% |
15% |
False |
True |
465 |
40 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0140 |
0.9% |
26% |
False |
False |
272 |
60 |
1.7028 |
1.5800 |
0.1228 |
7.5% |
0.0137 |
0.8% |
39% |
False |
False |
198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6925 |
2.618 |
1.6685 |
1.618 |
1.6538 |
1.000 |
1.6447 |
0.618 |
1.6391 |
HIGH |
1.6300 |
0.618 |
1.6244 |
0.500 |
1.6227 |
0.382 |
1.6209 |
LOW |
1.6153 |
0.618 |
1.6062 |
1.000 |
1.6006 |
1.618 |
1.5915 |
2.618 |
1.5768 |
4.250 |
1.5528 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6265 |
1.6294 |
PP |
1.6246 |
1.6291 |
S1 |
1.6227 |
1.6287 |
|