CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6370 |
1.6377 |
0.0007 |
0.0% |
1.6315 |
| High |
1.6464 |
1.6602 |
0.0138 |
0.8% |
1.6689 |
| Low |
1.6281 |
1.6334 |
0.0053 |
0.3% |
1.6236 |
| Close |
1.6406 |
1.6544 |
0.0138 |
0.8% |
1.6306 |
| Range |
0.0183 |
0.0268 |
0.0085 |
46.4% |
0.0453 |
| ATR |
0.0193 |
0.0199 |
0.0005 |
2.8% |
0.0000 |
| Volume |
141,978 |
171,410 |
29,432 |
20.7% |
643,340 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7297 |
1.7189 |
1.6691 |
|
| R3 |
1.7029 |
1.6921 |
1.6618 |
|
| R2 |
1.6761 |
1.6761 |
1.6593 |
|
| R1 |
1.6653 |
1.6653 |
1.6569 |
1.6707 |
| PP |
1.6493 |
1.6493 |
1.6493 |
1.6521 |
| S1 |
1.6385 |
1.6385 |
1.6519 |
1.6439 |
| S2 |
1.6225 |
1.6225 |
1.6495 |
|
| S3 |
1.5957 |
1.6117 |
1.6470 |
|
| S4 |
1.5689 |
1.5849 |
1.6397 |
|
|
| 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% |
0.0229 |
1.4% |
67% |
False |
False |
149,259 |
| 10 |
1.6689 |
1.6236 |
0.0453 |
2.7% |
0.0208 |
1.3% |
68% |
False |
False |
143,400 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
6.0% |
0.0195 |
1.2% |
85% |
False |
False |
128,085 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0187 |
1.1% |
81% |
False |
False |
110,536 |
| 60 |
1.6990 |
1.5702 |
0.1288 |
7.8% |
0.0180 |
1.1% |
65% |
False |
False |
74,076 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0166 |
1.0% |
63% |
False |
False |
55,585 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0159 |
1.0% |
63% |
False |
False |
44,479 |
| 120 |
1.7028 |
1.5092 |
0.1936 |
11.7% |
0.0145 |
0.9% |
75% |
False |
False |
37,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7741 |
|
2.618 |
1.7304 |
|
1.618 |
1.7036 |
|
1.000 |
1.6870 |
|
0.618 |
1.6768 |
|
HIGH |
1.6602 |
|
0.618 |
1.6500 |
|
0.500 |
1.6468 |
|
0.382 |
1.6436 |
|
LOW |
1.6334 |
|
0.618 |
1.6168 |
|
1.000 |
1.6066 |
|
1.618 |
1.5900 |
|
2.618 |
1.5632 |
|
4.250 |
1.5195 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6519 |
1.6510 |
| PP |
1.6493 |
1.6476 |
| S1 |
1.6468 |
1.6442 |
|