CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6330 |
1.6064 |
-0.0266 |
-1.6% |
1.6214 |
| High |
1.6416 |
1.6064 |
-0.0352 |
-2.1% |
1.6467 |
| Low |
1.6021 |
1.5915 |
-0.0106 |
-0.7% |
1.5915 |
| Close |
1.6060 |
1.5937 |
-0.0123 |
-0.8% |
1.5937 |
| Range |
0.0395 |
0.0149 |
-0.0246 |
-62.3% |
0.0552 |
| ATR |
0.0184 |
0.0182 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
117,524 |
176,482 |
58,958 |
50.2% |
612,043 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6419 |
1.6327 |
1.6019 |
|
| R3 |
1.6270 |
1.6178 |
1.5978 |
|
| R2 |
1.6121 |
1.6121 |
1.5964 |
|
| R1 |
1.6029 |
1.6029 |
1.5951 |
1.6001 |
| PP |
1.5972 |
1.5972 |
1.5972 |
1.5958 |
| S1 |
1.5880 |
1.5880 |
1.5923 |
1.5852 |
| S2 |
1.5823 |
1.5823 |
1.5910 |
|
| S3 |
1.5674 |
1.5731 |
1.5896 |
|
| S4 |
1.5525 |
1.5582 |
1.5855 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7762 |
1.7402 |
1.6241 |
|
| R3 |
1.7210 |
1.6850 |
1.6089 |
|
| R2 |
1.6658 |
1.6658 |
1.6038 |
|
| R1 |
1.6298 |
1.6298 |
1.5988 |
1.6202 |
| PP |
1.6106 |
1.6106 |
1.6106 |
1.6059 |
| S1 |
1.5746 |
1.5746 |
1.5886 |
1.5650 |
| S2 |
1.5554 |
1.5554 |
1.5836 |
|
| S3 |
1.5002 |
1.5194 |
1.5785 |
|
| S4 |
1.4450 |
1.4642 |
1.5633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6467 |
1.5915 |
0.0552 |
3.5% |
0.0203 |
1.3% |
4% |
False |
True |
122,408 |
| 10 |
1.6686 |
1.5915 |
0.0771 |
4.8% |
0.0191 |
1.2% |
3% |
False |
True |
114,012 |
| 20 |
1.6742 |
1.5915 |
0.0827 |
5.2% |
0.0181 |
1.1% |
3% |
False |
True |
65,084 |
| 40 |
1.7028 |
1.5915 |
0.1113 |
7.0% |
0.0173 |
1.1% |
2% |
False |
True |
32,775 |
| 60 |
1.7028 |
1.5915 |
0.1113 |
7.0% |
0.0154 |
1.0% |
2% |
False |
True |
21,876 |
| 80 |
1.7028 |
1.5800 |
0.1228 |
7.7% |
0.0148 |
0.9% |
11% |
False |
False |
16,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6697 |
|
2.618 |
1.6454 |
|
1.618 |
1.6305 |
|
1.000 |
1.6213 |
|
0.618 |
1.6156 |
|
HIGH |
1.6064 |
|
0.618 |
1.6007 |
|
0.500 |
1.5990 |
|
0.382 |
1.5972 |
|
LOW |
1.5915 |
|
0.618 |
1.5823 |
|
1.000 |
1.5766 |
|
1.618 |
1.5674 |
|
2.618 |
1.5525 |
|
4.250 |
1.5282 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5990 |
1.6191 |
| PP |
1.5972 |
1.6106 |
| S1 |
1.5955 |
1.6022 |
|