CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6061 |
1.5847 |
-0.0214 |
-1.3% |
1.5920 |
| High |
1.6071 |
1.5879 |
-0.0192 |
-1.2% |
1.6117 |
| Low |
1.5820 |
1.5724 |
-0.0096 |
-0.6% |
1.5820 |
| Close |
1.5838 |
1.5788 |
-0.0050 |
-0.3% |
1.5838 |
| Range |
0.0251 |
0.0155 |
-0.0096 |
-38.2% |
0.0297 |
| ATR |
0.0175 |
0.0173 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
130,598 |
124,936 |
-5,662 |
-4.3% |
554,144 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6262 |
1.6180 |
1.5873 |
|
| R3 |
1.6107 |
1.6025 |
1.5831 |
|
| R2 |
1.5952 |
1.5952 |
1.5816 |
|
| R1 |
1.5870 |
1.5870 |
1.5802 |
1.5834 |
| PP |
1.5797 |
1.5797 |
1.5797 |
1.5779 |
| S1 |
1.5715 |
1.5715 |
1.5774 |
1.5679 |
| S2 |
1.5642 |
1.5642 |
1.5760 |
|
| S3 |
1.5487 |
1.5560 |
1.5745 |
|
| S4 |
1.5332 |
1.5405 |
1.5703 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6816 |
1.6624 |
1.6001 |
|
| R3 |
1.6519 |
1.6327 |
1.5920 |
|
| R2 |
1.6222 |
1.6222 |
1.5892 |
|
| R1 |
1.6030 |
1.6030 |
1.5865 |
1.5978 |
| PP |
1.5925 |
1.5925 |
1.5925 |
1.5899 |
| S1 |
1.5733 |
1.5733 |
1.5811 |
1.5681 |
| S2 |
1.5628 |
1.5628 |
1.5784 |
|
| S3 |
1.5331 |
1.5436 |
1.5756 |
|
| S4 |
1.5034 |
1.5139 |
1.5675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6117 |
1.5724 |
0.0393 |
2.5% |
0.0176 |
1.1% |
16% |
False |
True |
110,564 |
| 10 |
1.6124 |
1.5724 |
0.0400 |
2.5% |
0.0161 |
1.0% |
16% |
False |
True |
121,353 |
| 20 |
1.6661 |
1.5724 |
0.0937 |
5.9% |
0.0178 |
1.1% |
7% |
False |
True |
120,825 |
| 40 |
1.6742 |
1.5724 |
0.1018 |
6.4% |
0.0175 |
1.1% |
6% |
False |
True |
66,975 |
| 60 |
1.7028 |
1.5724 |
0.1304 |
8.3% |
0.0161 |
1.0% |
5% |
False |
True |
44,700 |
| 80 |
1.7028 |
1.5724 |
0.1304 |
8.3% |
0.0156 |
1.0% |
5% |
False |
True |
33,543 |
| 100 |
1.7028 |
1.5724 |
0.1304 |
8.3% |
0.0143 |
0.9% |
5% |
False |
True |
26,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6538 |
|
2.618 |
1.6285 |
|
1.618 |
1.6130 |
|
1.000 |
1.6034 |
|
0.618 |
1.5975 |
|
HIGH |
1.5879 |
|
0.618 |
1.5820 |
|
0.500 |
1.5802 |
|
0.382 |
1.5783 |
|
LOW |
1.5724 |
|
0.618 |
1.5628 |
|
1.000 |
1.5569 |
|
1.618 |
1.5473 |
|
2.618 |
1.5318 |
|
4.250 |
1.5065 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5802 |
1.5921 |
| PP |
1.5797 |
1.5876 |
| S1 |
1.5793 |
1.5832 |
|