CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5875 |
1.5955 |
0.0080 |
0.5% |
1.6214 |
| High |
1.5989 |
1.6124 |
0.0135 |
0.8% |
1.6467 |
| Low |
1.5823 |
1.5941 |
0.0118 |
0.7% |
1.5915 |
| Close |
1.5938 |
1.6002 |
0.0064 |
0.4% |
1.5937 |
| Range |
0.0166 |
0.0183 |
0.0017 |
10.2% |
0.0552 |
| ATR |
0.0182 |
0.0182 |
0.0000 |
0.2% |
0.0000 |
| Volume |
108,450 |
139,941 |
31,491 |
29.0% |
612,043 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6571 |
1.6470 |
1.6103 |
|
| R3 |
1.6388 |
1.6287 |
1.6052 |
|
| R2 |
1.6205 |
1.6205 |
1.6036 |
|
| R1 |
1.6104 |
1.6104 |
1.6019 |
1.6155 |
| PP |
1.6022 |
1.6022 |
1.6022 |
1.6048 |
| S1 |
1.5921 |
1.5921 |
1.5985 |
1.5972 |
| S2 |
1.5839 |
1.5839 |
1.5968 |
|
| S3 |
1.5656 |
1.5738 |
1.5952 |
|
| S4 |
1.5473 |
1.5555 |
1.5901 |
|
|
| 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 |
1.6416 |
1.5766 |
0.0650 |
4.1% |
0.0219 |
1.4% |
36% |
False |
False |
139,810 |
| 10 |
1.6568 |
1.5766 |
0.0802 |
5.0% |
0.0193 |
1.2% |
29% |
False |
False |
123,305 |
| 20 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0183 |
1.1% |
24% |
False |
False |
84,885 |
| 40 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0173 |
1.1% |
19% |
False |
False |
42,884 |
| 60 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0156 |
1.0% |
19% |
False |
False |
28,624 |
| 80 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0150 |
0.9% |
19% |
False |
False |
21,482 |
| 100 |
1.7028 |
1.5092 |
0.1936 |
12.1% |
0.0136 |
0.9% |
47% |
False |
False |
17,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6902 |
|
2.618 |
1.6603 |
|
1.618 |
1.6420 |
|
1.000 |
1.6307 |
|
0.618 |
1.6237 |
|
HIGH |
1.6124 |
|
0.618 |
1.6054 |
|
0.500 |
1.6033 |
|
0.382 |
1.6011 |
|
LOW |
1.5941 |
|
0.618 |
1.5828 |
|
1.000 |
1.5758 |
|
1.618 |
1.5645 |
|
2.618 |
1.5462 |
|
4.250 |
1.5163 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6033 |
1.5983 |
| PP |
1.6022 |
1.5964 |
| S1 |
1.6012 |
1.5945 |
|