CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6647 |
1.6758 |
0.0111 |
0.7% |
1.6392 |
| High |
1.6839 |
1.6784 |
-0.0055 |
-0.3% |
1.6633 |
| Low |
1.6613 |
1.6597 |
-0.0016 |
-0.1% |
1.6258 |
| Close |
1.6749 |
1.6734 |
-0.0015 |
-0.1% |
1.6597 |
| Range |
0.0226 |
0.0187 |
-0.0039 |
-17.3% |
0.0375 |
| ATR |
0.0191 |
0.0191 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
106,676 |
103,151 |
-3,525 |
-3.3% |
675,519 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7266 |
1.7187 |
1.6837 |
|
| R3 |
1.7079 |
1.7000 |
1.6785 |
|
| R2 |
1.6892 |
1.6892 |
1.6768 |
|
| R1 |
1.6813 |
1.6813 |
1.6751 |
1.6759 |
| PP |
1.6705 |
1.6705 |
1.6705 |
1.6678 |
| S1 |
1.6626 |
1.6626 |
1.6717 |
1.6572 |
| S2 |
1.6518 |
1.6518 |
1.6700 |
|
| S3 |
1.6331 |
1.6439 |
1.6683 |
|
| S4 |
1.6144 |
1.6252 |
1.6631 |
|
|
| 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 |
1.6396 |
0.0443 |
2.6% |
0.0181 |
1.1% |
76% |
False |
False |
121,482 |
| 10 |
1.6839 |
1.6258 |
0.0581 |
3.5% |
0.0187 |
1.1% |
82% |
False |
False |
135,254 |
| 20 |
1.6839 |
1.5897 |
0.0942 |
5.6% |
0.0197 |
1.2% |
89% |
False |
False |
136,819 |
| 40 |
1.6839 |
1.5702 |
0.1137 |
6.8% |
0.0186 |
1.1% |
91% |
False |
False |
128,245 |
| 60 |
1.6839 |
1.5702 |
0.1137 |
6.8% |
0.0183 |
1.1% |
91% |
False |
False |
91,360 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0172 |
1.0% |
78% |
False |
False |
68,566 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0165 |
1.0% |
78% |
False |
False |
54,867 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0153 |
0.9% |
78% |
False |
False |
45,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7579 |
|
2.618 |
1.7274 |
|
1.618 |
1.7087 |
|
1.000 |
1.6971 |
|
0.618 |
1.6900 |
|
HIGH |
1.6784 |
|
0.618 |
1.6713 |
|
0.500 |
1.6691 |
|
0.382 |
1.6668 |
|
LOW |
1.6597 |
|
0.618 |
1.6481 |
|
1.000 |
1.6410 |
|
1.618 |
1.6294 |
|
2.618 |
1.6107 |
|
4.250 |
1.5802 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6720 |
1.6715 |
| PP |
1.6705 |
1.6696 |
| S1 |
1.6691 |
1.6677 |
|