CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6265 |
1.6280 |
0.0015 |
0.1% |
1.6520 |
| High |
1.6327 |
1.6374 |
0.0047 |
0.3% |
1.6536 |
| Low |
1.6180 |
1.6112 |
-0.0068 |
-0.4% |
1.6153 |
| Close |
1.6265 |
1.6163 |
-0.0102 |
-0.6% |
1.6268 |
| Range |
0.0147 |
0.0262 |
0.0115 |
78.2% |
0.0383 |
| ATR |
0.0157 |
0.0165 |
0.0007 |
4.8% |
0.0000 |
| Volume |
3,779 |
1,947 |
-1,832 |
-48.5% |
8,608 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7002 |
1.6845 |
1.6307 |
|
| R3 |
1.6740 |
1.6583 |
1.6235 |
|
| R2 |
1.6478 |
1.6478 |
1.6211 |
|
| R1 |
1.6321 |
1.6321 |
1.6187 |
1.6269 |
| PP |
1.6216 |
1.6216 |
1.6216 |
1.6190 |
| S1 |
1.6059 |
1.6059 |
1.6139 |
1.6007 |
| S2 |
1.5954 |
1.5954 |
1.6115 |
|
| S3 |
1.5692 |
1.5797 |
1.6091 |
|
| S4 |
1.5430 |
1.5535 |
1.6019 |
|
|
| 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 |
1.6375 |
1.6112 |
0.0263 |
1.6% |
0.0171 |
1.1% |
19% |
False |
True |
2,751 |
| 10 |
1.6621 |
1.6112 |
0.0509 |
3.1% |
0.0164 |
1.0% |
10% |
False |
True |
1,532 |
| 20 |
1.7028 |
1.6112 |
0.0916 |
5.7% |
0.0164 |
1.0% |
6% |
False |
True |
883 |
| 40 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0143 |
0.9% |
14% |
False |
False |
494 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0139 |
0.9% |
14% |
False |
False |
348 |
| 80 |
1.7028 |
1.5092 |
0.1936 |
12.0% |
0.0125 |
0.8% |
55% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7488 |
|
2.618 |
1.7060 |
|
1.618 |
1.6798 |
|
1.000 |
1.6636 |
|
0.618 |
1.6536 |
|
HIGH |
1.6374 |
|
0.618 |
1.6274 |
|
0.500 |
1.6243 |
|
0.382 |
1.6212 |
|
LOW |
1.6112 |
|
0.618 |
1.5950 |
|
1.000 |
1.5850 |
|
1.618 |
1.5688 |
|
2.618 |
1.5426 |
|
4.250 |
1.4999 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6243 |
1.6244 |
| PP |
1.6216 |
1.6217 |
| S1 |
1.6190 |
1.6190 |
|