CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5963 |
1.5875 |
-0.0088 |
-0.6% |
1.6214 |
| High |
1.5966 |
1.5989 |
0.0023 |
0.1% |
1.6467 |
| Low |
1.5766 |
1.5823 |
0.0057 |
0.4% |
1.5915 |
| Close |
1.5868 |
1.5938 |
0.0070 |
0.4% |
1.5937 |
| Range |
0.0200 |
0.0166 |
-0.0034 |
-17.0% |
0.0552 |
| ATR |
0.0183 |
0.0182 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
156,654 |
108,450 |
-48,204 |
-30.8% |
612,043 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6415 |
1.6342 |
1.6029 |
|
| R3 |
1.6249 |
1.6176 |
1.5984 |
|
| R2 |
1.6083 |
1.6083 |
1.5968 |
|
| R1 |
1.6010 |
1.6010 |
1.5953 |
1.6047 |
| PP |
1.5917 |
1.5917 |
1.5917 |
1.5935 |
| S1 |
1.5844 |
1.5844 |
1.5923 |
1.5881 |
| S2 |
1.5751 |
1.5751 |
1.5908 |
|
| S3 |
1.5585 |
1.5678 |
1.5892 |
|
| S4 |
1.5419 |
1.5512 |
1.5847 |
|
|
| 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 |
1.5766 |
0.0701 |
4.4% |
0.0210 |
1.3% |
25% |
False |
False |
130,713 |
| 10 |
1.6568 |
1.5766 |
0.0802 |
5.0% |
0.0185 |
1.2% |
21% |
False |
False |
122,135 |
| 20 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0186 |
1.2% |
18% |
False |
False |
77,985 |
| 40 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0170 |
1.1% |
14% |
False |
False |
39,394 |
| 60 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0156 |
1.0% |
14% |
False |
False |
26,293 |
| 80 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0150 |
0.9% |
14% |
False |
False |
19,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6695 |
|
2.618 |
1.6424 |
|
1.618 |
1.6258 |
|
1.000 |
1.6155 |
|
0.618 |
1.6092 |
|
HIGH |
1.5989 |
|
0.618 |
1.5926 |
|
0.500 |
1.5906 |
|
0.382 |
1.5886 |
|
LOW |
1.5823 |
|
0.618 |
1.5720 |
|
1.000 |
1.5657 |
|
1.618 |
1.5554 |
|
2.618 |
1.5388 |
|
4.250 |
1.5118 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5927 |
1.5930 |
| PP |
1.5917 |
1.5923 |
| S1 |
1.5906 |
1.5915 |
|