CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6758 |
1.6739 |
-0.0019 |
-0.1% |
1.6392 |
| High |
1.6784 |
1.6795 |
0.0011 |
0.1% |
1.6633 |
| Low |
1.6597 |
1.6531 |
-0.0066 |
-0.4% |
1.6258 |
| Close |
1.6734 |
1.6553 |
-0.0181 |
-1.1% |
1.6597 |
| Range |
0.0187 |
0.0264 |
0.0077 |
41.2% |
0.0375 |
| ATR |
0.0191 |
0.0196 |
0.0005 |
2.7% |
0.0000 |
| Volume |
103,151 |
135,820 |
32,669 |
31.7% |
675,519 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7418 |
1.7250 |
1.6698 |
|
| R3 |
1.7154 |
1.6986 |
1.6626 |
|
| R2 |
1.6890 |
1.6890 |
1.6601 |
|
| R1 |
1.6722 |
1.6722 |
1.6577 |
1.6674 |
| PP |
1.6626 |
1.6626 |
1.6626 |
1.6603 |
| S1 |
1.6458 |
1.6458 |
1.6529 |
1.6410 |
| S2 |
1.6362 |
1.6362 |
1.6505 |
|
| S3 |
1.6098 |
1.6194 |
1.6480 |
|
| S4 |
1.5834 |
1.5930 |
1.6408 |
|
|
| 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 |
1.6463 |
0.0376 |
2.3% |
0.0193 |
1.2% |
24% |
False |
False |
121,925 |
| 10 |
1.6839 |
1.6258 |
0.0581 |
3.5% |
0.0195 |
1.2% |
51% |
False |
False |
134,639 |
| 20 |
1.6839 |
1.5988 |
0.0851 |
5.1% |
0.0204 |
1.2% |
66% |
False |
False |
136,996 |
| 40 |
1.6839 |
1.5702 |
0.1137 |
6.9% |
0.0190 |
1.1% |
75% |
False |
False |
128,434 |
| 60 |
1.6839 |
1.5702 |
0.1137 |
6.9% |
0.0183 |
1.1% |
75% |
False |
False |
93,622 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0173 |
1.0% |
64% |
False |
False |
70,261 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0165 |
1.0% |
64% |
False |
False |
56,224 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0156 |
0.9% |
64% |
False |
False |
46,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7917 |
|
2.618 |
1.7486 |
|
1.618 |
1.7222 |
|
1.000 |
1.7059 |
|
0.618 |
1.6958 |
|
HIGH |
1.6795 |
|
0.618 |
1.6694 |
|
0.500 |
1.6663 |
|
0.382 |
1.6632 |
|
LOW |
1.6531 |
|
0.618 |
1.6368 |
|
1.000 |
1.6267 |
|
1.618 |
1.6104 |
|
2.618 |
1.5840 |
|
4.250 |
1.5409 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6663 |
1.6685 |
| PP |
1.6626 |
1.6641 |
| S1 |
1.6590 |
1.6597 |
|