CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6377 |
1.6554 |
0.0177 |
1.1% |
1.6293 |
| High |
1.6602 |
1.6575 |
-0.0027 |
-0.2% |
1.6602 |
| Low |
1.6334 |
1.6406 |
0.0072 |
0.4% |
1.6245 |
| Close |
1.6544 |
1.6442 |
-0.0102 |
-0.6% |
1.6442 |
| Range |
0.0268 |
0.0169 |
-0.0099 |
-36.9% |
0.0357 |
| ATR |
0.0199 |
0.0196 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
171,410 |
153,815 |
-17,595 |
-10.3% |
779,156 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6981 |
1.6881 |
1.6535 |
|
| R3 |
1.6812 |
1.6712 |
1.6488 |
|
| R2 |
1.6643 |
1.6643 |
1.6473 |
|
| R1 |
1.6543 |
1.6543 |
1.6457 |
1.6509 |
| PP |
1.6474 |
1.6474 |
1.6474 |
1.6457 |
| S1 |
1.6374 |
1.6374 |
1.6427 |
1.6340 |
| S2 |
1.6305 |
1.6305 |
1.6411 |
|
| S3 |
1.6136 |
1.6205 |
1.6396 |
|
| S4 |
1.5967 |
1.6036 |
1.6349 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7501 |
1.7328 |
1.6638 |
|
| R3 |
1.7144 |
1.6971 |
1.6540 |
|
| R2 |
1.6787 |
1.6787 |
1.6507 |
|
| R1 |
1.6614 |
1.6614 |
1.6475 |
1.6701 |
| PP |
1.6430 |
1.6430 |
1.6430 |
1.6473 |
| S1 |
1.6257 |
1.6257 |
1.6409 |
1.6344 |
| S2 |
1.6073 |
1.6073 |
1.6377 |
|
| S3 |
1.5716 |
1.5900 |
1.6344 |
|
| S4 |
1.5359 |
1.5543 |
1.6246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6602 |
1.6245 |
0.0357 |
2.2% |
0.0184 |
1.1% |
55% |
False |
False |
155,831 |
| 10 |
1.6689 |
1.6236 |
0.0453 |
2.8% |
0.0210 |
1.3% |
45% |
False |
False |
142,249 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
6.0% |
0.0196 |
1.2% |
75% |
False |
False |
129,854 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0186 |
1.1% |
71% |
False |
False |
114,330 |
| 60 |
1.6811 |
1.5702 |
0.1109 |
6.7% |
0.0179 |
1.1% |
67% |
False |
False |
76,639 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0165 |
1.0% |
56% |
False |
False |
57,505 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0161 |
1.0% |
56% |
False |
False |
46,017 |
| 120 |
1.7028 |
1.5220 |
0.1808 |
11.0% |
0.0145 |
0.9% |
68% |
False |
False |
38,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7293 |
|
2.618 |
1.7017 |
|
1.618 |
1.6848 |
|
1.000 |
1.6744 |
|
0.618 |
1.6679 |
|
HIGH |
1.6575 |
|
0.618 |
1.6510 |
|
0.500 |
1.6491 |
|
0.382 |
1.6471 |
|
LOW |
1.6406 |
|
0.618 |
1.6302 |
|
1.000 |
1.6237 |
|
1.618 |
1.6133 |
|
2.618 |
1.5964 |
|
4.250 |
1.5688 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6491 |
1.6442 |
| PP |
1.6474 |
1.6442 |
| S1 |
1.6458 |
1.6442 |
|