CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6416 |
1.6377 |
-0.0039 |
-0.2% |
1.5847 |
| High |
1.6485 |
1.6633 |
0.0148 |
0.9% |
1.6395 |
| Low |
1.6323 |
1.6342 |
0.0019 |
0.1% |
1.5702 |
| Close |
1.6353 |
1.6631 |
0.0278 |
1.7% |
1.6351 |
| Range |
0.0162 |
0.0291 |
0.0129 |
79.6% |
0.0693 |
| ATR |
0.0181 |
0.0189 |
0.0008 |
4.3% |
0.0000 |
| Volume |
109,031 |
124,917 |
15,886 |
14.6% |
620,453 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7408 |
1.7311 |
1.6791 |
|
| R3 |
1.7117 |
1.7020 |
1.6711 |
|
| R2 |
1.6826 |
1.6826 |
1.6684 |
|
| R1 |
1.6729 |
1.6729 |
1.6658 |
1.6778 |
| PP |
1.6535 |
1.6535 |
1.6535 |
1.6560 |
| S1 |
1.6438 |
1.6438 |
1.6604 |
1.6487 |
| S2 |
1.6244 |
1.6244 |
1.6578 |
|
| S3 |
1.5953 |
1.6147 |
1.6551 |
|
| S4 |
1.5662 |
1.5856 |
1.6471 |
|
|
| 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 |
1.6633 |
1.5988 |
0.0645 |
3.9% |
0.0218 |
1.3% |
100% |
True |
False |
131,225 |
| 10 |
1.6633 |
1.5702 |
0.0931 |
5.6% |
0.0203 |
1.2% |
100% |
True |
False |
120,921 |
| 20 |
1.6633 |
1.5702 |
0.0931 |
5.6% |
0.0190 |
1.1% |
100% |
True |
False |
125,978 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0180 |
1.1% |
89% |
False |
False |
88,299 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0173 |
1.0% |
70% |
False |
False |
58,946 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0158 |
1.0% |
70% |
False |
False |
44,227 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0154 |
0.9% |
70% |
False |
False |
35,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7870 |
|
2.618 |
1.7395 |
|
1.618 |
1.7104 |
|
1.000 |
1.6924 |
|
0.618 |
1.6813 |
|
HIGH |
1.6633 |
|
0.618 |
1.6522 |
|
0.500 |
1.6488 |
|
0.382 |
1.6453 |
|
LOW |
1.6342 |
|
0.618 |
1.6162 |
|
1.000 |
1.6051 |
|
1.618 |
1.5871 |
|
2.618 |
1.5580 |
|
4.250 |
1.5105 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6583 |
1.6566 |
| PP |
1.6535 |
1.6500 |
| S1 |
1.6488 |
1.6435 |
|