CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6214 |
1.6203 |
-0.0011 |
-0.1% |
1.6680 |
| High |
1.6271 |
1.6395 |
0.0124 |
0.8% |
1.6686 |
| Low |
1.6133 |
1.6203 |
0.0070 |
0.4% |
1.6229 |
| Close |
1.6192 |
1.6350 |
0.0158 |
1.0% |
1.6271 |
| Range |
0.0138 |
0.0192 |
0.0054 |
39.1% |
0.0457 |
| ATR |
0.0168 |
0.0170 |
0.0003 |
1.5% |
0.0000 |
| Volume |
131,556 |
92,024 |
-39,532 |
-30.0% |
528,084 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6892 |
1.6813 |
1.6456 |
|
| R3 |
1.6700 |
1.6621 |
1.6403 |
|
| R2 |
1.6508 |
1.6508 |
1.6385 |
|
| R1 |
1.6429 |
1.6429 |
1.6368 |
1.6469 |
| PP |
1.6316 |
1.6316 |
1.6316 |
1.6336 |
| S1 |
1.6237 |
1.6237 |
1.6332 |
1.6277 |
| S2 |
1.6124 |
1.6124 |
1.6315 |
|
| S3 |
1.5932 |
1.6045 |
1.6297 |
|
| S4 |
1.5740 |
1.5853 |
1.6244 |
|
|
| 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 |
1.6568 |
1.6133 |
0.0435 |
2.7% |
0.0160 |
1.0% |
50% |
False |
False |
113,558 |
| 10 |
1.6742 |
1.6133 |
0.0609 |
3.7% |
0.0167 |
1.0% |
36% |
False |
False |
88,894 |
| 20 |
1.6742 |
1.6112 |
0.0630 |
3.9% |
0.0169 |
1.0% |
38% |
False |
False |
45,914 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.6% |
0.0165 |
1.0% |
26% |
False |
False |
23,069 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.2% |
0.0150 |
0.9% |
33% |
False |
False |
15,402 |
| 80 |
1.7028 |
1.5800 |
0.1228 |
7.5% |
0.0143 |
0.9% |
45% |
False |
False |
11,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7211 |
|
2.618 |
1.6898 |
|
1.618 |
1.6706 |
|
1.000 |
1.6587 |
|
0.618 |
1.6514 |
|
HIGH |
1.6395 |
|
0.618 |
1.6322 |
|
0.500 |
1.6299 |
|
0.382 |
1.6276 |
|
LOW |
1.6203 |
|
0.618 |
1.6084 |
|
1.000 |
1.6011 |
|
1.618 |
1.5892 |
|
2.618 |
1.5700 |
|
4.250 |
1.5387 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6333 |
1.6331 |
| PP |
1.6316 |
1.6312 |
| S1 |
1.6299 |
1.6293 |
|