CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5920 |
1.5934 |
0.0014 |
0.1% |
1.5963 |
| High |
1.6021 |
1.6047 |
0.0026 |
0.2% |
1.6124 |
| Low |
1.5897 |
1.5871 |
-0.0026 |
-0.2% |
1.5766 |
| Close |
1.5937 |
1.5908 |
-0.0029 |
-0.2% |
1.5914 |
| Range |
0.0124 |
0.0176 |
0.0052 |
41.9% |
0.0358 |
| ATR |
0.0171 |
0.0172 |
0.0000 |
0.2% |
0.0000 |
| Volume |
126,260 |
87,145 |
-39,115 |
-31.0% |
691,113 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6470 |
1.6365 |
1.6005 |
|
| R3 |
1.6294 |
1.6189 |
1.5956 |
|
| R2 |
1.6118 |
1.6118 |
1.5940 |
|
| R1 |
1.6013 |
1.6013 |
1.5924 |
1.5978 |
| PP |
1.5942 |
1.5942 |
1.5942 |
1.5924 |
| S1 |
1.5837 |
1.5837 |
1.5892 |
1.5802 |
| S2 |
1.5766 |
1.5766 |
1.5876 |
|
| S3 |
1.5590 |
1.5661 |
1.5860 |
|
| S4 |
1.5414 |
1.5485 |
1.5811 |
|
|
| 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 |
1.5800 |
0.0324 |
2.0% |
0.0148 |
0.9% |
33% |
False |
False |
127,882 |
| 10 |
1.6467 |
1.5766 |
0.0701 |
4.4% |
0.0179 |
1.1% |
20% |
False |
False |
129,298 |
| 20 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0173 |
1.1% |
15% |
False |
False |
109,096 |
| 40 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0168 |
1.1% |
15% |
False |
False |
55,358 |
| 60 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0155 |
1.0% |
11% |
False |
False |
36,943 |
| 80 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0154 |
1.0% |
11% |
False |
False |
27,725 |
| 100 |
1.7028 |
1.5300 |
0.1728 |
10.9% |
0.0137 |
0.9% |
35% |
False |
False |
22,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6795 |
|
2.618 |
1.6508 |
|
1.618 |
1.6332 |
|
1.000 |
1.6223 |
|
0.618 |
1.6156 |
|
HIGH |
1.6047 |
|
0.618 |
1.5980 |
|
0.500 |
1.5959 |
|
0.382 |
1.5938 |
|
LOW |
1.5871 |
|
0.618 |
1.5762 |
|
1.000 |
1.5695 |
|
1.618 |
1.5586 |
|
2.618 |
1.5410 |
|
4.250 |
1.5123 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5959 |
1.5924 |
| PP |
1.5942 |
1.5918 |
| S1 |
1.5925 |
1.5913 |
|