CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5799 |
1.5914 |
0.0115 |
0.7% |
1.5920 |
| High |
1.5924 |
1.6021 |
0.0097 |
0.6% |
1.6117 |
| Low |
1.5702 |
1.5897 |
0.0195 |
1.2% |
1.5820 |
| Close |
1.5888 |
1.5964 |
0.0076 |
0.5% |
1.5838 |
| Range |
0.0222 |
0.0124 |
-0.0098 |
-44.1% |
0.0297 |
| ATR |
0.0177 |
0.0174 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
66,966 |
132,274 |
65,308 |
97.5% |
554,144 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6333 |
1.6272 |
1.6032 |
|
| R3 |
1.6209 |
1.6148 |
1.5998 |
|
| R2 |
1.6085 |
1.6085 |
1.5987 |
|
| R1 |
1.6024 |
1.6024 |
1.5975 |
1.6055 |
| PP |
1.5961 |
1.5961 |
1.5961 |
1.5976 |
| S1 |
1.5900 |
1.5900 |
1.5953 |
1.5931 |
| S2 |
1.5837 |
1.5837 |
1.5941 |
|
| S3 |
1.5713 |
1.5776 |
1.5930 |
|
| S4 |
1.5589 |
1.5652 |
1.5896 |
|
|
| 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 |
1.5702 |
0.0415 |
2.6% |
0.0187 |
1.2% |
63% |
False |
False |
110,616 |
| 10 |
1.6117 |
1.5702 |
0.0415 |
2.6% |
0.0161 |
1.0% |
63% |
False |
False |
116,438 |
| 20 |
1.6568 |
1.5702 |
0.0866 |
5.4% |
0.0177 |
1.1% |
30% |
False |
False |
119,871 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.5% |
0.0173 |
1.1% |
25% |
False |
False |
71,935 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.3% |
0.0163 |
1.0% |
20% |
False |
False |
48,016 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.3% |
0.0156 |
1.0% |
20% |
False |
False |
36,031 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.3% |
0.0146 |
0.9% |
20% |
False |
False |
28,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6548 |
|
2.618 |
1.6346 |
|
1.618 |
1.6222 |
|
1.000 |
1.6145 |
|
0.618 |
1.6098 |
|
HIGH |
1.6021 |
|
0.618 |
1.5974 |
|
0.500 |
1.5959 |
|
0.382 |
1.5944 |
|
LOW |
1.5897 |
|
0.618 |
1.5820 |
|
1.000 |
1.5773 |
|
1.618 |
1.5696 |
|
2.618 |
1.5572 |
|
4.250 |
1.5370 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5962 |
1.5930 |
| PP |
1.5961 |
1.5896 |
| S1 |
1.5959 |
1.5862 |
|