CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6548 |
1.6651 |
0.0103 |
0.6% |
1.6399 |
| High |
1.6687 |
1.6742 |
0.0055 |
0.3% |
1.6742 |
| Low |
1.6481 |
1.6643 |
0.0162 |
1.0% |
1.6323 |
| Close |
1.6662 |
1.6686 |
0.0024 |
0.1% |
1.6686 |
| Range |
0.0206 |
0.0099 |
-0.0107 |
-51.9% |
0.0419 |
| ATR |
0.0171 |
0.0166 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
42,995 |
72,212 |
29,217 |
68.0% |
142,440 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6987 |
1.6936 |
1.6740 |
|
| R3 |
1.6888 |
1.6837 |
1.6713 |
|
| R2 |
1.6789 |
1.6789 |
1.6704 |
|
| R1 |
1.6738 |
1.6738 |
1.6695 |
1.6764 |
| PP |
1.6690 |
1.6690 |
1.6690 |
1.6703 |
| S1 |
1.6639 |
1.6639 |
1.6677 |
1.6665 |
| S2 |
1.6591 |
1.6591 |
1.6668 |
|
| S3 |
1.6492 |
1.6540 |
1.6659 |
|
| S4 |
1.6393 |
1.6441 |
1.6632 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7841 |
1.7682 |
1.6916 |
|
| R3 |
1.7422 |
1.7263 |
1.6801 |
|
| R2 |
1.7003 |
1.7003 |
1.6763 |
|
| R1 |
1.6844 |
1.6844 |
1.6724 |
1.6924 |
| PP |
1.6584 |
1.6584 |
1.6584 |
1.6623 |
| S1 |
1.6425 |
1.6425 |
1.6648 |
1.6505 |
| S2 |
1.6165 |
1.6165 |
1.6609 |
|
| S3 |
1.5746 |
1.6006 |
1.6571 |
|
| S4 |
1.5327 |
1.5587 |
1.6456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6742 |
1.6287 |
0.0455 |
2.7% |
0.0166 |
1.0% |
88% |
True |
False |
28,980 |
| 10 |
1.6742 |
1.6112 |
0.0630 |
3.8% |
0.0172 |
1.0% |
91% |
True |
False |
16,156 |
| 20 |
1.6742 |
1.6112 |
0.0630 |
3.8% |
0.0168 |
1.0% |
91% |
True |
False |
8,474 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.5% |
0.0150 |
0.9% |
63% |
False |
False |
4,293 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.0% |
0.0149 |
0.9% |
66% |
False |
False |
2,886 |
| 80 |
1.7028 |
1.5781 |
0.1247 |
7.5% |
0.0133 |
0.8% |
73% |
False |
False |
2,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7163 |
|
2.618 |
1.7001 |
|
1.618 |
1.6902 |
|
1.000 |
1.6841 |
|
0.618 |
1.6803 |
|
HIGH |
1.6742 |
|
0.618 |
1.6704 |
|
0.500 |
1.6693 |
|
0.382 |
1.6681 |
|
LOW |
1.6643 |
|
0.618 |
1.6582 |
|
1.000 |
1.6544 |
|
1.618 |
1.6483 |
|
2.618 |
1.6384 |
|
4.250 |
1.6222 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6693 |
1.6657 |
| PP |
1.6690 |
1.6628 |
| S1 |
1.6688 |
1.6599 |
|