CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6399 |
1.6494 |
0.0095 |
0.6% |
1.6265 |
| High |
1.6589 |
1.6592 |
0.0003 |
0.0% |
1.6410 |
| Low |
1.6323 |
1.6455 |
0.0132 |
0.8% |
1.6112 |
| Close |
1.6486 |
1.6531 |
0.0045 |
0.3% |
1.6398 |
| Range |
0.0266 |
0.0137 |
-0.0129 |
-48.5% |
0.0298 |
| ATR |
0.0171 |
0.0168 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
5,162 |
22,071 |
16,909 |
327.6% |
15,822 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6937 |
1.6871 |
1.6606 |
|
| R3 |
1.6800 |
1.6734 |
1.6569 |
|
| R2 |
1.6663 |
1.6663 |
1.6556 |
|
| R1 |
1.6597 |
1.6597 |
1.6544 |
1.6630 |
| PP |
1.6526 |
1.6526 |
1.6526 |
1.6543 |
| S1 |
1.6460 |
1.6460 |
1.6518 |
1.6493 |
| S2 |
1.6389 |
1.6389 |
1.6506 |
|
| S3 |
1.6252 |
1.6323 |
1.6493 |
|
| S4 |
1.6115 |
1.6186 |
1.6456 |
|
|
| 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 |
1.6592 |
1.6112 |
0.0480 |
2.9% |
0.0177 |
1.1% |
87% |
True |
False |
7,465 |
| 10 |
1.6592 |
1.6112 |
0.0480 |
2.9% |
0.0174 |
1.1% |
87% |
True |
False |
5,108 |
| 20 |
1.6685 |
1.6112 |
0.0573 |
3.5% |
0.0167 |
1.0% |
73% |
False |
False |
2,718 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.5% |
0.0147 |
0.9% |
46% |
False |
False |
1,415 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0148 |
0.9% |
51% |
False |
False |
969 |
| 80 |
1.7028 |
1.5449 |
0.1579 |
9.6% |
0.0130 |
0.8% |
69% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7174 |
|
2.618 |
1.6951 |
|
1.618 |
1.6814 |
|
1.000 |
1.6729 |
|
0.618 |
1.6677 |
|
HIGH |
1.6592 |
|
0.618 |
1.6540 |
|
0.500 |
1.6524 |
|
0.382 |
1.6507 |
|
LOW |
1.6455 |
|
0.618 |
1.6370 |
|
1.000 |
1.6318 |
|
1.618 |
1.6233 |
|
2.618 |
1.6096 |
|
4.250 |
1.5873 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6529 |
1.6501 |
| PP |
1.6526 |
1.6470 |
| S1 |
1.6524 |
1.6440 |
|