CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6450 |
1.6214 |
-0.0236 |
-1.4% |
1.6680 |
| High |
1.6453 |
1.6271 |
-0.0182 |
-1.1% |
1.6686 |
| Low |
1.6229 |
1.6133 |
-0.0096 |
-0.6% |
1.6229 |
| Close |
1.6271 |
1.6192 |
-0.0079 |
-0.5% |
1.6271 |
| Range |
0.0224 |
0.0138 |
-0.0086 |
-38.4% |
0.0457 |
| ATR |
0.0170 |
0.0168 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
108,218 |
131,556 |
23,338 |
21.6% |
528,084 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6613 |
1.6540 |
1.6268 |
|
| R3 |
1.6475 |
1.6402 |
1.6230 |
|
| R2 |
1.6337 |
1.6337 |
1.6217 |
|
| R1 |
1.6264 |
1.6264 |
1.6205 |
1.6232 |
| PP |
1.6199 |
1.6199 |
1.6199 |
1.6182 |
| S1 |
1.6126 |
1.6126 |
1.6179 |
1.6094 |
| S2 |
1.6061 |
1.6061 |
1.6167 |
|
| S3 |
1.5923 |
1.5988 |
1.6154 |
|
| S4 |
1.5785 |
1.5850 |
1.6116 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7766 |
1.7476 |
1.6522 |
|
| R3 |
1.7309 |
1.7019 |
1.6397 |
|
| R2 |
1.6852 |
1.6852 |
1.6355 |
|
| R1 |
1.6562 |
1.6562 |
1.6313 |
1.6479 |
| PP |
1.6395 |
1.6395 |
1.6395 |
1.6354 |
| S1 |
1.6105 |
1.6105 |
1.6229 |
1.6022 |
| S2 |
1.5938 |
1.5938 |
1.6187 |
|
| S3 |
1.5481 |
1.5648 |
1.6145 |
|
| S4 |
1.5024 |
1.5191 |
1.6020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6661 |
1.6133 |
0.0528 |
3.3% |
0.0174 |
1.1% |
11% |
False |
True |
113,164 |
| 10 |
1.6742 |
1.6133 |
0.0609 |
3.8% |
0.0175 |
1.1% |
10% |
False |
True |
80,208 |
| 20 |
1.6742 |
1.6112 |
0.0630 |
3.9% |
0.0166 |
1.0% |
13% |
False |
False |
41,325 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.7% |
0.0160 |
1.0% |
9% |
False |
False |
20,768 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0149 |
0.9% |
17% |
False |
False |
13,869 |
| 80 |
1.7028 |
1.5800 |
0.1228 |
7.6% |
0.0144 |
0.9% |
32% |
False |
False |
10,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6858 |
|
2.618 |
1.6632 |
|
1.618 |
1.6494 |
|
1.000 |
1.6409 |
|
0.618 |
1.6356 |
|
HIGH |
1.6271 |
|
0.618 |
1.6218 |
|
0.500 |
1.6202 |
|
0.382 |
1.6186 |
|
LOW |
1.6133 |
|
0.618 |
1.6048 |
|
1.000 |
1.5995 |
|
1.618 |
1.5910 |
|
2.618 |
1.5772 |
|
4.250 |
1.5547 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6202 |
1.6351 |
| PP |
1.6199 |
1.6298 |
| S1 |
1.6195 |
1.6245 |
|