CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6314 |
1.6370 |
0.0056 |
0.3% |
1.6315 |
| High |
1.6435 |
1.6464 |
0.0029 |
0.2% |
1.6689 |
| Low |
1.6281 |
1.6281 |
0.0000 |
0.0% |
1.6236 |
| Close |
1.6382 |
1.6406 |
0.0024 |
0.1% |
1.6306 |
| Range |
0.0154 |
0.0183 |
0.0029 |
18.8% |
0.0453 |
| ATR |
0.0194 |
0.0193 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
131,659 |
141,978 |
10,319 |
7.8% |
643,340 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6933 |
1.6852 |
1.6507 |
|
| R3 |
1.6750 |
1.6669 |
1.6456 |
|
| R2 |
1.6567 |
1.6567 |
1.6440 |
|
| R1 |
1.6486 |
1.6486 |
1.6423 |
1.6527 |
| PP |
1.6384 |
1.6384 |
1.6384 |
1.6404 |
| S1 |
1.6303 |
1.6303 |
1.6389 |
1.6344 |
| S2 |
1.6201 |
1.6201 |
1.6372 |
|
| S3 |
1.6018 |
1.6120 |
1.6356 |
|
| S4 |
1.5835 |
1.5937 |
1.6305 |
|
|
| 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% |
0.0206 |
1.3% |
36% |
False |
False |
147,484 |
| 10 |
1.6689 |
1.5988 |
0.0701 |
4.3% |
0.0212 |
1.3% |
60% |
False |
False |
139,354 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
6.0% |
0.0187 |
1.1% |
71% |
False |
False |
127,896 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0185 |
1.1% |
68% |
False |
False |
106,391 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0178 |
1.1% |
53% |
False |
False |
71,221 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0164 |
1.0% |
53% |
False |
False |
53,442 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0157 |
1.0% |
53% |
False |
False |
42,765 |
| 120 |
1.7028 |
1.5092 |
0.1936 |
11.8% |
0.0145 |
0.9% |
68% |
False |
False |
35,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7242 |
|
2.618 |
1.6943 |
|
1.618 |
1.6760 |
|
1.000 |
1.6647 |
|
0.618 |
1.6577 |
|
HIGH |
1.6464 |
|
0.618 |
1.6394 |
|
0.500 |
1.6373 |
|
0.382 |
1.6351 |
|
LOW |
1.6281 |
|
0.618 |
1.6168 |
|
1.000 |
1.6098 |
|
1.618 |
1.5985 |
|
2.618 |
1.5802 |
|
4.250 |
1.5503 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6395 |
1.6389 |
| PP |
1.6384 |
1.6372 |
| S1 |
1.6373 |
1.6355 |
|