CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6005 |
1.5938 |
-0.0067 |
-0.4% |
1.5963 |
| High |
1.6024 |
1.5952 |
-0.0072 |
-0.4% |
1.6124 |
| Low |
1.5920 |
1.5800 |
-0.0120 |
-0.8% |
1.5766 |
| Close |
1.5946 |
1.5914 |
-0.0032 |
-0.2% |
1.5914 |
| Range |
0.0104 |
0.0152 |
0.0048 |
46.2% |
0.0358 |
| ATR |
0.0177 |
0.0175 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
167,643 |
118,425 |
-49,218 |
-29.4% |
691,113 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6345 |
1.6281 |
1.5998 |
|
| R3 |
1.6193 |
1.6129 |
1.5956 |
|
| R2 |
1.6041 |
1.6041 |
1.5942 |
|
| R1 |
1.5977 |
1.5977 |
1.5928 |
1.5933 |
| PP |
1.5889 |
1.5889 |
1.5889 |
1.5867 |
| S1 |
1.5825 |
1.5825 |
1.5900 |
1.5781 |
| S2 |
1.5737 |
1.5737 |
1.5886 |
|
| S3 |
1.5585 |
1.5673 |
1.5872 |
|
| S4 |
1.5433 |
1.5521 |
1.5830 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7009 |
1.6819 |
1.6111 |
|
| R3 |
1.6651 |
1.6461 |
1.6012 |
|
| R2 |
1.6293 |
1.6293 |
1.5980 |
|
| R1 |
1.6103 |
1.6103 |
1.5947 |
1.6019 |
| PP |
1.5935 |
1.5935 |
1.5935 |
1.5893 |
| S1 |
1.5745 |
1.5745 |
1.5881 |
1.5661 |
| S2 |
1.5577 |
1.5577 |
1.5848 |
|
| S3 |
1.5219 |
1.5387 |
1.5816 |
|
| S4 |
1.4861 |
1.5029 |
1.5717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6124 |
1.5766 |
0.0358 |
2.2% |
0.0161 |
1.0% |
41% |
False |
False |
138,222 |
| 10 |
1.6467 |
1.5766 |
0.0701 |
4.4% |
0.0182 |
1.1% |
21% |
False |
False |
130,315 |
| 20 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0177 |
1.1% |
15% |
False |
False |
98,807 |
| 40 |
1.6811 |
1.5766 |
0.1045 |
6.6% |
0.0170 |
1.1% |
14% |
False |
False |
50,032 |
| 60 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0155 |
1.0% |
12% |
False |
False |
33,388 |
| 80 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0152 |
1.0% |
12% |
False |
False |
25,058 |
| 100 |
1.7028 |
1.5220 |
0.1808 |
11.4% |
0.0134 |
0.8% |
38% |
False |
False |
20,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6598 |
|
2.618 |
1.6350 |
|
1.618 |
1.6198 |
|
1.000 |
1.6104 |
|
0.618 |
1.6046 |
|
HIGH |
1.5952 |
|
0.618 |
1.5894 |
|
0.500 |
1.5876 |
|
0.382 |
1.5858 |
|
LOW |
1.5800 |
|
0.618 |
1.5706 |
|
1.000 |
1.5648 |
|
1.618 |
1.5554 |
|
2.618 |
1.5402 |
|
4.250 |
1.5154 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5901 |
1.5962 |
| PP |
1.5889 |
1.5946 |
| S1 |
1.5876 |
1.5930 |
|