CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6554 |
1.6392 |
-0.0162 |
-1.0% |
1.6293 |
| High |
1.6575 |
1.6476 |
-0.0099 |
-0.6% |
1.6602 |
| Low |
1.6406 |
1.6323 |
-0.0083 |
-0.5% |
1.6245 |
| Close |
1.6442 |
1.6383 |
-0.0059 |
-0.4% |
1.6442 |
| Range |
0.0169 |
0.0153 |
-0.0016 |
-9.5% |
0.0357 |
| ATR |
0.0196 |
0.0193 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
153,815 |
147,701 |
-6,114 |
-4.0% |
779,156 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6853 |
1.6771 |
1.6467 |
|
| R3 |
1.6700 |
1.6618 |
1.6425 |
|
| R2 |
1.6547 |
1.6547 |
1.6411 |
|
| R1 |
1.6465 |
1.6465 |
1.6397 |
1.6430 |
| PP |
1.6394 |
1.6394 |
1.6394 |
1.6376 |
| S1 |
1.6312 |
1.6312 |
1.6369 |
1.6277 |
| S2 |
1.6241 |
1.6241 |
1.6355 |
|
| S3 |
1.6088 |
1.6159 |
1.6341 |
|
| S4 |
1.5935 |
1.6006 |
1.6299 |
|
|
| 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 |
1.6281 |
0.0321 |
2.0% |
0.0185 |
1.1% |
32% |
False |
False |
149,312 |
| 10 |
1.6689 |
1.6245 |
0.0444 |
2.7% |
0.0207 |
1.3% |
31% |
False |
False |
144,429 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
6.0% |
0.0197 |
1.2% |
69% |
False |
False |
130,926 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0187 |
1.1% |
65% |
False |
False |
117,961 |
| 60 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0179 |
1.1% |
65% |
False |
False |
79,100 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0165 |
1.0% |
51% |
False |
False |
59,350 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0162 |
1.0% |
51% |
False |
False |
47,494 |
| 120 |
1.7028 |
1.5260 |
0.1768 |
10.8% |
0.0146 |
0.9% |
64% |
False |
False |
39,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7126 |
|
2.618 |
1.6877 |
|
1.618 |
1.6724 |
|
1.000 |
1.6629 |
|
0.618 |
1.6571 |
|
HIGH |
1.6476 |
|
0.618 |
1.6418 |
|
0.500 |
1.6400 |
|
0.382 |
1.6381 |
|
LOW |
1.6323 |
|
0.618 |
1.6228 |
|
1.000 |
1.6170 |
|
1.618 |
1.6075 |
|
2.618 |
1.5922 |
|
4.250 |
1.5673 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6400 |
1.6463 |
| PP |
1.6394 |
1.6436 |
| S1 |
1.6389 |
1.6410 |
|