CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6261 |
1.6332 |
0.0071 |
0.4% |
1.6265 |
| High |
1.6410 |
1.6410 |
0.0000 |
0.0% |
1.6410 |
| Low |
1.6239 |
1.6287 |
0.0048 |
0.3% |
1.6112 |
| Close |
1.6319 |
1.6398 |
0.0079 |
0.5% |
1.6398 |
| Range |
0.0171 |
0.0123 |
-0.0048 |
-28.1% |
0.0298 |
| ATR |
0.0167 |
0.0164 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
2,046 |
2,460 |
414 |
20.2% |
15,822 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6734 |
1.6689 |
1.6466 |
|
| R3 |
1.6611 |
1.6566 |
1.6432 |
|
| R2 |
1.6488 |
1.6488 |
1.6421 |
|
| R1 |
1.6443 |
1.6443 |
1.6409 |
1.6466 |
| PP |
1.6365 |
1.6365 |
1.6365 |
1.6376 |
| S1 |
1.6320 |
1.6320 |
1.6387 |
1.6343 |
| S2 |
1.6242 |
1.6242 |
1.6375 |
|
| S3 |
1.6119 |
1.6197 |
1.6364 |
|
| S4 |
1.5996 |
1.6074 |
1.6330 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7201 |
1.7097 |
1.6562 |
|
| R3 |
1.6903 |
1.6799 |
1.6480 |
|
| R2 |
1.6605 |
1.6605 |
1.6453 |
|
| R1 |
1.6501 |
1.6501 |
1.6425 |
1.6553 |
| PP |
1.6307 |
1.6307 |
1.6307 |
1.6333 |
| S1 |
1.6203 |
1.6203 |
1.6371 |
1.6255 |
| S2 |
1.6009 |
1.6009 |
1.6343 |
|
| S3 |
1.5711 |
1.5905 |
1.6316 |
|
| S4 |
1.5413 |
1.5607 |
1.6234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6410 |
1.6112 |
0.0298 |
1.8% |
0.0178 |
1.1% |
96% |
True |
False |
3,164 |
| 10 |
1.6536 |
1.6112 |
0.0424 |
2.6% |
0.0158 |
1.0% |
67% |
False |
False |
2,443 |
| 20 |
1.6685 |
1.6112 |
0.0573 |
3.5% |
0.0161 |
1.0% |
50% |
False |
False |
1,376 |
| 40 |
1.7028 |
1.6040 |
0.0988 |
6.0% |
0.0144 |
0.9% |
36% |
False |
False |
739 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0145 |
0.9% |
37% |
False |
False |
516 |
| 80 |
1.7028 |
1.5260 |
0.1768 |
10.8% |
0.0125 |
0.8% |
64% |
False |
False |
390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6933 |
|
2.618 |
1.6732 |
|
1.618 |
1.6609 |
|
1.000 |
1.6533 |
|
0.618 |
1.6486 |
|
HIGH |
1.6410 |
|
0.618 |
1.6363 |
|
0.500 |
1.6349 |
|
0.382 |
1.6334 |
|
LOW |
1.6287 |
|
0.618 |
1.6211 |
|
1.000 |
1.6164 |
|
1.618 |
1.6088 |
|
2.618 |
1.5965 |
|
4.250 |
1.5764 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6382 |
1.6352 |
| PP |
1.6365 |
1.6307 |
| S1 |
1.6349 |
1.6261 |
|