CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6556 |
1.6576 |
0.0020 |
0.1% |
1.6392 |
| High |
1.6632 |
1.6633 |
0.0001 |
0.0% |
1.6633 |
| Low |
1.6463 |
1.6514 |
0.0051 |
0.3% |
1.6258 |
| Close |
1.6582 |
1.6597 |
0.0015 |
0.1% |
1.6597 |
| Range |
0.0169 |
0.0119 |
-0.0050 |
-29.6% |
0.0375 |
| ATR |
0.0192 |
0.0187 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
124,132 |
139,848 |
15,716 |
12.7% |
675,519 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6938 |
1.6887 |
1.6662 |
|
| R3 |
1.6819 |
1.6768 |
1.6630 |
|
| R2 |
1.6700 |
1.6700 |
1.6619 |
|
| R1 |
1.6649 |
1.6649 |
1.6608 |
1.6675 |
| PP |
1.6581 |
1.6581 |
1.6581 |
1.6594 |
| S1 |
1.6530 |
1.6530 |
1.6586 |
1.6556 |
| S2 |
1.6462 |
1.6462 |
1.6575 |
|
| S3 |
1.6343 |
1.6411 |
1.6564 |
|
| S4 |
1.6224 |
1.6292 |
1.6532 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7621 |
1.7484 |
1.6803 |
|
| R3 |
1.7246 |
1.7109 |
1.6700 |
|
| R2 |
1.6871 |
1.6871 |
1.6666 |
|
| R1 |
1.6734 |
1.6734 |
1.6631 |
1.6803 |
| PP |
1.6496 |
1.6496 |
1.6496 |
1.6530 |
| S1 |
1.6359 |
1.6359 |
1.6563 |
1.6428 |
| S2 |
1.6121 |
1.6121 |
1.6528 |
|
| S3 |
1.5746 |
1.5984 |
1.6494 |
|
| S4 |
1.5371 |
1.5609 |
1.6391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6633 |
1.6258 |
0.0375 |
2.3% |
0.0168 |
1.0% |
90% |
True |
False |
135,103 |
| 10 |
1.6633 |
1.6245 |
0.0388 |
2.3% |
0.0176 |
1.1% |
91% |
True |
False |
145,467 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
5.9% |
0.0195 |
1.2% |
91% |
False |
False |
135,923 |
| 40 |
1.6689 |
1.5702 |
0.0987 |
5.9% |
0.0187 |
1.1% |
91% |
False |
False |
127,596 |
| 60 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0180 |
1.1% |
86% |
False |
False |
87,889 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0168 |
1.0% |
67% |
False |
False |
65,945 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0164 |
1.0% |
67% |
False |
False |
52,770 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0151 |
0.9% |
67% |
False |
False |
43,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7139 |
|
2.618 |
1.6945 |
|
1.618 |
1.6826 |
|
1.000 |
1.6752 |
|
0.618 |
1.6707 |
|
HIGH |
1.6633 |
|
0.618 |
1.6588 |
|
0.500 |
1.6574 |
|
0.382 |
1.6559 |
|
LOW |
1.6514 |
|
0.618 |
1.6440 |
|
1.000 |
1.6395 |
|
1.618 |
1.6321 |
|
2.618 |
1.6202 |
|
4.250 |
1.6008 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6589 |
1.6570 |
| PP |
1.6581 |
1.6542 |
| S1 |
1.6574 |
1.6515 |
|