CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6494 |
1.6548 |
0.0054 |
0.3% |
1.6265 |
| High |
1.6592 |
1.6687 |
0.0095 |
0.6% |
1.6410 |
| Low |
1.6455 |
1.6481 |
0.0026 |
0.2% |
1.6112 |
| Close |
1.6531 |
1.6662 |
0.0131 |
0.8% |
1.6398 |
| Range |
0.0137 |
0.0206 |
0.0069 |
50.4% |
0.0298 |
| ATR |
0.0168 |
0.0171 |
0.0003 |
1.6% |
0.0000 |
| Volume |
22,071 |
42,995 |
20,924 |
94.8% |
15,822 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7228 |
1.7151 |
1.6775 |
|
| R3 |
1.7022 |
1.6945 |
1.6719 |
|
| R2 |
1.6816 |
1.6816 |
1.6700 |
|
| R1 |
1.6739 |
1.6739 |
1.6681 |
1.6778 |
| PP |
1.6610 |
1.6610 |
1.6610 |
1.6629 |
| S1 |
1.6533 |
1.6533 |
1.6643 |
1.6572 |
| S2 |
1.6404 |
1.6404 |
1.6624 |
|
| S3 |
1.6198 |
1.6327 |
1.6605 |
|
| S4 |
1.5992 |
1.6121 |
1.6549 |
|
|
| 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 |
1.6687 |
1.6239 |
0.0448 |
2.7% |
0.0181 |
1.1% |
94% |
True |
False |
14,946 |
| 10 |
1.6687 |
1.6112 |
0.0575 |
3.5% |
0.0176 |
1.1% |
96% |
True |
False |
9,375 |
| 20 |
1.6687 |
1.6112 |
0.0575 |
3.5% |
0.0169 |
1.0% |
96% |
True |
False |
4,867 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.5% |
0.0150 |
0.9% |
60% |
False |
False |
2,489 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.0% |
0.0149 |
0.9% |
64% |
False |
False |
1,684 |
| 80 |
1.7028 |
1.5449 |
0.1579 |
9.5% |
0.0133 |
0.8% |
77% |
False |
False |
1,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7563 |
|
2.618 |
1.7226 |
|
1.618 |
1.7020 |
|
1.000 |
1.6893 |
|
0.618 |
1.6814 |
|
HIGH |
1.6687 |
|
0.618 |
1.6608 |
|
0.500 |
1.6584 |
|
0.382 |
1.6560 |
|
LOW |
1.6481 |
|
0.618 |
1.6354 |
|
1.000 |
1.6275 |
|
1.618 |
1.6148 |
|
2.618 |
1.5942 |
|
4.250 |
1.5606 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6636 |
1.6610 |
| PP |
1.6610 |
1.6557 |
| S1 |
1.6584 |
1.6505 |
|