CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6576 |
1.6647 |
0.0071 |
0.4% |
1.6392 |
| High |
1.6633 |
1.6839 |
0.0206 |
1.2% |
1.6633 |
| Low |
1.6514 |
1.6613 |
0.0099 |
0.6% |
1.6258 |
| Close |
1.6597 |
1.6749 |
0.0152 |
0.9% |
1.6597 |
| Range |
0.0119 |
0.0226 |
0.0107 |
89.9% |
0.0375 |
| ATR |
0.0187 |
0.0191 |
0.0004 |
2.1% |
0.0000 |
| Volume |
139,848 |
106,676 |
-33,172 |
-23.7% |
675,519 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7412 |
1.7306 |
1.6873 |
|
| R3 |
1.7186 |
1.7080 |
1.6811 |
|
| R2 |
1.6960 |
1.6960 |
1.6790 |
|
| R1 |
1.6854 |
1.6854 |
1.6770 |
1.6907 |
| PP |
1.6734 |
1.6734 |
1.6734 |
1.6760 |
| S1 |
1.6628 |
1.6628 |
1.6728 |
1.6681 |
| S2 |
1.6508 |
1.6508 |
1.6708 |
|
| S3 |
1.6282 |
1.6402 |
1.6687 |
|
| S4 |
1.6056 |
1.6176 |
1.6625 |
|
|
| 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 |
1.6839 |
1.6258 |
0.0581 |
3.5% |
0.0183 |
1.1% |
85% |
True |
False |
126,898 |
| 10 |
1.6839 |
1.6258 |
0.0581 |
3.5% |
0.0184 |
1.1% |
85% |
True |
False |
138,105 |
| 20 |
1.6839 |
1.5702 |
0.1137 |
6.8% |
0.0199 |
1.2% |
92% |
True |
False |
135,010 |
| 40 |
1.6839 |
1.5702 |
0.1137 |
6.8% |
0.0188 |
1.1% |
92% |
True |
False |
127,917 |
| 60 |
1.6839 |
1.5702 |
0.1137 |
6.8% |
0.0183 |
1.1% |
92% |
True |
False |
89,653 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0170 |
1.0% |
79% |
False |
False |
67,277 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0164 |
1.0% |
79% |
False |
False |
53,836 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0152 |
0.9% |
79% |
False |
False |
44,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7800 |
|
2.618 |
1.7431 |
|
1.618 |
1.7205 |
|
1.000 |
1.7065 |
|
0.618 |
1.6979 |
|
HIGH |
1.6839 |
|
0.618 |
1.6753 |
|
0.500 |
1.6726 |
|
0.382 |
1.6699 |
|
LOW |
1.6613 |
|
0.618 |
1.6473 |
|
1.000 |
1.6387 |
|
1.618 |
1.6247 |
|
2.618 |
1.6021 |
|
4.250 |
1.5653 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6741 |
1.6716 |
| PP |
1.6734 |
1.6684 |
| S1 |
1.6726 |
1.6651 |
|