CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6262 |
1.6315 |
0.0053 |
0.3% |
1.5847 |
| High |
1.6395 |
1.6419 |
0.0024 |
0.1% |
1.6395 |
| Low |
1.6246 |
1.6236 |
-0.0010 |
-0.1% |
1.5702 |
| Close |
1.6351 |
1.6366 |
0.0015 |
0.1% |
1.6351 |
| Range |
0.0149 |
0.0183 |
0.0034 |
22.8% |
0.0693 |
| ATR |
0.0182 |
0.0182 |
0.0000 |
0.0% |
0.0000 |
| Volume |
165,320 |
125,902 |
-39,418 |
-23.8% |
620,453 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6889 |
1.6811 |
1.6467 |
|
| R3 |
1.6706 |
1.6628 |
1.6416 |
|
| R2 |
1.6523 |
1.6523 |
1.6400 |
|
| R1 |
1.6445 |
1.6445 |
1.6383 |
1.6484 |
| PP |
1.6340 |
1.6340 |
1.6340 |
1.6360 |
| S1 |
1.6262 |
1.6262 |
1.6349 |
1.6301 |
| S2 |
1.6157 |
1.6157 |
1.6332 |
|
| S3 |
1.5974 |
1.6079 |
1.6316 |
|
| S4 |
1.5791 |
1.5896 |
1.6265 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8228 |
1.7983 |
1.6732 |
|
| R3 |
1.7535 |
1.7290 |
1.6542 |
|
| R2 |
1.6842 |
1.6842 |
1.6478 |
|
| R1 |
1.6597 |
1.6597 |
1.6415 |
1.6720 |
| PP |
1.6149 |
1.6149 |
1.6149 |
1.6211 |
| S1 |
1.5904 |
1.5904 |
1.6287 |
1.6027 |
| S2 |
1.5456 |
1.5456 |
1.6224 |
|
| S3 |
1.4763 |
1.5211 |
1.6160 |
|
| S4 |
1.4070 |
1.4518 |
1.5970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6419 |
1.5702 |
0.0717 |
4.4% |
0.0197 |
1.2% |
93% |
True |
False |
124,283 |
| 10 |
1.6419 |
1.5702 |
0.0717 |
4.4% |
0.0187 |
1.1% |
93% |
True |
False |
117,423 |
| 20 |
1.6467 |
1.5702 |
0.0765 |
4.7% |
0.0184 |
1.1% |
87% |
False |
False |
123,604 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.4% |
0.0175 |
1.1% |
64% |
False |
False |
82,465 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0168 |
1.0% |
50% |
False |
False |
55,047 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0157 |
1.0% |
50% |
False |
False |
41,303 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0152 |
0.9% |
50% |
False |
False |
33,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7197 |
|
2.618 |
1.6898 |
|
1.618 |
1.6715 |
|
1.000 |
1.6602 |
|
0.618 |
1.6532 |
|
HIGH |
1.6419 |
|
0.618 |
1.6349 |
|
0.500 |
1.6328 |
|
0.382 |
1.6306 |
|
LOW |
1.6236 |
|
0.618 |
1.6123 |
|
1.000 |
1.6053 |
|
1.618 |
1.5940 |
|
2.618 |
1.5757 |
|
4.250 |
1.5458 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6353 |
1.6312 |
| PP |
1.6340 |
1.6258 |
| S1 |
1.6328 |
1.6204 |
|