CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6203 |
1.6352 |
0.0149 |
0.9% |
1.6680 |
| High |
1.6395 |
1.6467 |
0.0072 |
0.4% |
1.6686 |
| Low |
1.6203 |
1.6328 |
0.0125 |
0.8% |
1.6229 |
| Close |
1.6350 |
1.6416 |
0.0066 |
0.4% |
1.6271 |
| Range |
0.0192 |
0.0139 |
-0.0053 |
-27.6% |
0.0457 |
| ATR |
0.0170 |
0.0168 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
92,024 |
94,457 |
2,433 |
2.6% |
528,084 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6821 |
1.6757 |
1.6492 |
|
| R3 |
1.6682 |
1.6618 |
1.6454 |
|
| R2 |
1.6543 |
1.6543 |
1.6441 |
|
| R1 |
1.6479 |
1.6479 |
1.6429 |
1.6511 |
| PP |
1.6404 |
1.6404 |
1.6404 |
1.6420 |
| S1 |
1.6340 |
1.6340 |
1.6403 |
1.6372 |
| S2 |
1.6265 |
1.6265 |
1.6391 |
|
| S3 |
1.6126 |
1.6201 |
1.6378 |
|
| S4 |
1.5987 |
1.6062 |
1.6340 |
|
|
| 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 |
2.6% |
0.0167 |
1.0% |
65% |
False |
False |
106,799 |
| 10 |
1.6742 |
1.6133 |
0.0609 |
3.7% |
0.0167 |
1.0% |
46% |
False |
False |
96,132 |
| 20 |
1.6742 |
1.6112 |
0.0630 |
3.8% |
0.0171 |
1.0% |
48% |
False |
False |
50,620 |
| 40 |
1.7028 |
1.6112 |
0.0916 |
5.6% |
0.0165 |
1.0% |
33% |
False |
False |
25,430 |
| 60 |
1.7028 |
1.6022 |
0.1006 |
6.1% |
0.0148 |
0.9% |
39% |
False |
False |
16,976 |
| 80 |
1.7028 |
1.5800 |
0.1228 |
7.5% |
0.0145 |
0.9% |
50% |
False |
False |
12,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7058 |
|
2.618 |
1.6831 |
|
1.618 |
1.6692 |
|
1.000 |
1.6606 |
|
0.618 |
1.6553 |
|
HIGH |
1.6467 |
|
0.618 |
1.6414 |
|
0.500 |
1.6398 |
|
0.382 |
1.6381 |
|
LOW |
1.6328 |
|
0.618 |
1.6242 |
|
1.000 |
1.6189 |
|
1.618 |
1.6103 |
|
2.618 |
1.5964 |
|
4.250 |
1.5737 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6410 |
1.6377 |
| PP |
1.6404 |
1.6339 |
| S1 |
1.6398 |
1.6300 |
|