CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6230 |
1.6269 |
0.0039 |
0.2% |
1.6520 |
| High |
1.6300 |
1.6375 |
0.0075 |
0.5% |
1.6536 |
| Low |
1.6153 |
1.6258 |
0.0105 |
0.7% |
1.6153 |
| Close |
1.6284 |
1.6268 |
-0.0016 |
-0.1% |
1.6268 |
| Range |
0.0147 |
0.0117 |
-0.0030 |
-20.4% |
0.0383 |
| ATR |
0.0161 |
0.0158 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
4,409 |
3,300 |
-1,109 |
-25.2% |
8,608 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6651 |
1.6577 |
1.6332 |
|
| R3 |
1.6534 |
1.6460 |
1.6300 |
|
| R2 |
1.6417 |
1.6417 |
1.6289 |
|
| R1 |
1.6343 |
1.6343 |
1.6279 |
1.6322 |
| PP |
1.6300 |
1.6300 |
1.6300 |
1.6290 |
| S1 |
1.6226 |
1.6226 |
1.6257 |
1.6205 |
| S2 |
1.6183 |
1.6183 |
1.6247 |
|
| S3 |
1.6066 |
1.6109 |
1.6236 |
|
| S4 |
1.5949 |
1.5992 |
1.6204 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7468 |
1.7251 |
1.6479 |
|
| R3 |
1.7085 |
1.6868 |
1.6373 |
|
| R2 |
1.6702 |
1.6702 |
1.6338 |
|
| R1 |
1.6485 |
1.6485 |
1.6303 |
1.6402 |
| PP |
1.6319 |
1.6319 |
1.6319 |
1.6278 |
| S1 |
1.6102 |
1.6102 |
1.6233 |
1.6019 |
| S2 |
1.5936 |
1.5936 |
1.6198 |
|
| S3 |
1.5553 |
1.5719 |
1.6163 |
|
| S4 |
1.5170 |
1.5336 |
1.6057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6536 |
1.6153 |
0.0383 |
2.4% |
0.0138 |
0.8% |
30% |
False |
False |
1,721 |
| 10 |
1.6621 |
1.6153 |
0.0468 |
2.9% |
0.0169 |
1.0% |
25% |
False |
False |
1,044 |
| 20 |
1.7028 |
1.6153 |
0.0875 |
5.4% |
0.0160 |
1.0% |
13% |
False |
False |
625 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0141 |
0.9% |
24% |
False |
False |
353 |
| 60 |
1.7028 |
1.5800 |
0.1228 |
7.5% |
0.0138 |
0.8% |
38% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6872 |
|
2.618 |
1.6681 |
|
1.618 |
1.6564 |
|
1.000 |
1.6492 |
|
0.618 |
1.6447 |
|
HIGH |
1.6375 |
|
0.618 |
1.6330 |
|
0.500 |
1.6317 |
|
0.382 |
1.6303 |
|
LOW |
1.6258 |
|
0.618 |
1.6186 |
|
1.000 |
1.6141 |
|
1.618 |
1.6069 |
|
2.618 |
1.5952 |
|
4.250 |
1.5761 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6317 |
1.6267 |
| PP |
1.6300 |
1.6265 |
| S1 |
1.6284 |
1.6264 |
|