CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6574 |
1.6484 |
-0.0090 |
-0.5% |
1.6399 |
| High |
1.6661 |
1.6534 |
-0.0127 |
-0.8% |
1.6742 |
| Low |
1.6401 |
1.6430 |
0.0029 |
0.2% |
1.6323 |
| Close |
1.6490 |
1.6492 |
0.0002 |
0.0% |
1.6686 |
| Range |
0.0260 |
0.0104 |
-0.0156 |
-60.0% |
0.0419 |
| ATR |
0.0173 |
0.0168 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
90,053 |
128,249 |
38,196 |
42.4% |
142,440 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6797 |
1.6749 |
1.6549 |
|
| R3 |
1.6693 |
1.6645 |
1.6521 |
|
| R2 |
1.6589 |
1.6589 |
1.6511 |
|
| R1 |
1.6541 |
1.6541 |
1.6502 |
1.6565 |
| PP |
1.6485 |
1.6485 |
1.6485 |
1.6498 |
| S1 |
1.6437 |
1.6437 |
1.6482 |
1.6461 |
| S2 |
1.6381 |
1.6381 |
1.6473 |
|
| S3 |
1.6277 |
1.6333 |
1.6463 |
|
| S4 |
1.6173 |
1.6229 |
1.6435 |
|
|
| 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 |
1.6401 |
0.0341 |
2.1% |
0.0167 |
1.0% |
27% |
False |
False |
85,465 |
| 10 |
1.6742 |
1.6112 |
0.0630 |
3.8% |
0.0172 |
1.0% |
60% |
False |
False |
46,465 |
| 20 |
1.6742 |
1.6112 |
0.0630 |
3.8% |
0.0168 |
1.0% |
60% |
False |
False |
23,999 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.6% |
0.0156 |
0.9% |
41% |
False |
False |
12,088 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0148 |
0.9% |
47% |
False |
False |
8,085 |
| 80 |
1.7028 |
1.5800 |
0.1228 |
7.4% |
0.0138 |
0.8% |
56% |
False |
False |
6,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6976 |
|
2.618 |
1.6806 |
|
1.618 |
1.6702 |
|
1.000 |
1.6638 |
|
0.618 |
1.6598 |
|
HIGH |
1.6534 |
|
0.618 |
1.6494 |
|
0.500 |
1.6482 |
|
0.382 |
1.6470 |
|
LOW |
1.6430 |
|
0.618 |
1.6366 |
|
1.000 |
1.6326 |
|
1.618 |
1.6262 |
|
2.618 |
1.6158 |
|
4.250 |
1.5988 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6489 |
1.6544 |
| PP |
1.6485 |
1.6526 |
| S1 |
1.6482 |
1.6509 |
|