CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6293 |
1.6314 |
0.0021 |
0.1% |
1.6315 |
| High |
1.6391 |
1.6435 |
0.0044 |
0.3% |
1.6689 |
| Low |
1.6245 |
1.6281 |
0.0036 |
0.2% |
1.6236 |
| Close |
1.6299 |
1.6382 |
0.0083 |
0.5% |
1.6306 |
| Range |
0.0146 |
0.0154 |
0.0008 |
5.5% |
0.0453 |
| ATR |
0.0197 |
0.0194 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
180,294 |
131,659 |
-48,635 |
-27.0% |
643,340 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6828 |
1.6759 |
1.6467 |
|
| R3 |
1.6674 |
1.6605 |
1.6424 |
|
| R2 |
1.6520 |
1.6520 |
1.6410 |
|
| R1 |
1.6451 |
1.6451 |
1.6396 |
1.6486 |
| PP |
1.6366 |
1.6366 |
1.6366 |
1.6383 |
| S1 |
1.6297 |
1.6297 |
1.6368 |
1.6332 |
| S2 |
1.6212 |
1.6212 |
1.6354 |
|
| S3 |
1.6058 |
1.6143 |
1.6340 |
|
| S4 |
1.5904 |
1.5989 |
1.6297 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7769 |
1.7491 |
1.6555 |
|
| R3 |
1.7316 |
1.7038 |
1.6431 |
|
| R2 |
1.6863 |
1.6863 |
1.6389 |
|
| R1 |
1.6585 |
1.6585 |
1.6348 |
1.6498 |
| PP |
1.6410 |
1.6410 |
1.6410 |
1.6367 |
| S1 |
1.6132 |
1.6132 |
1.6264 |
1.6045 |
| S2 |
1.5957 |
1.5957 |
1.6223 |
|
| S3 |
1.5504 |
1.5679 |
1.6181 |
|
| S4 |
1.5051 |
1.5226 |
1.6057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6689 |
1.6245 |
0.0444 |
2.7% |
0.0228 |
1.4% |
31% |
False |
False |
144,072 |
| 10 |
1.6689 |
1.5897 |
0.0792 |
4.8% |
0.0206 |
1.3% |
61% |
False |
False |
138,384 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
6.0% |
0.0187 |
1.1% |
69% |
False |
False |
127,794 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0186 |
1.1% |
65% |
False |
False |
102,890 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0176 |
1.1% |
51% |
False |
False |
68,861 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0163 |
1.0% |
51% |
False |
False |
51,669 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0157 |
1.0% |
51% |
False |
False |
41,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7090 |
|
2.618 |
1.6838 |
|
1.618 |
1.6684 |
|
1.000 |
1.6589 |
|
0.618 |
1.6530 |
|
HIGH |
1.6435 |
|
0.618 |
1.6376 |
|
0.500 |
1.6358 |
|
0.382 |
1.6340 |
|
LOW |
1.6281 |
|
0.618 |
1.6186 |
|
1.000 |
1.6127 |
|
1.618 |
1.6032 |
|
2.618 |
1.5878 |
|
4.250 |
1.5627 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6374 |
1.6467 |
| PP |
1.6366 |
1.6439 |
| S1 |
1.6358 |
1.6410 |
|