CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6739 |
1.6576 |
-0.0163 |
-1.0% |
1.6392 |
| High |
1.6795 |
1.6624 |
-0.0171 |
-1.0% |
1.6633 |
| Low |
1.6531 |
1.6512 |
-0.0019 |
-0.1% |
1.6258 |
| Close |
1.6553 |
1.6567 |
0.0014 |
0.1% |
1.6597 |
| Range |
0.0264 |
0.0112 |
-0.0152 |
-57.6% |
0.0375 |
| ATR |
0.0196 |
0.0190 |
-0.0006 |
-3.1% |
0.0000 |
| Volume |
135,820 |
149,797 |
13,977 |
10.3% |
675,519 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6904 |
1.6847 |
1.6629 |
|
| R3 |
1.6792 |
1.6735 |
1.6598 |
|
| R2 |
1.6680 |
1.6680 |
1.6588 |
|
| R1 |
1.6623 |
1.6623 |
1.6577 |
1.6596 |
| PP |
1.6568 |
1.6568 |
1.6568 |
1.6554 |
| S1 |
1.6511 |
1.6511 |
1.6557 |
1.6484 |
| S2 |
1.6456 |
1.6456 |
1.6546 |
|
| S3 |
1.6344 |
1.6399 |
1.6536 |
|
| S4 |
1.6232 |
1.6287 |
1.6505 |
|
|
| 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 |
1.6512 |
0.0327 |
2.0% |
0.0182 |
1.1% |
17% |
False |
True |
127,058 |
| 10 |
1.6839 |
1.6258 |
0.0581 |
3.5% |
0.0180 |
1.1% |
53% |
False |
False |
132,477 |
| 20 |
1.6839 |
1.6236 |
0.0603 |
3.6% |
0.0194 |
1.2% |
55% |
False |
False |
137,938 |
| 40 |
1.6839 |
1.5702 |
0.1137 |
6.9% |
0.0190 |
1.1% |
76% |
False |
False |
129,485 |
| 60 |
1.6839 |
1.5702 |
0.1137 |
6.9% |
0.0181 |
1.1% |
76% |
False |
False |
96,109 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0173 |
1.0% |
65% |
False |
False |
72,133 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0165 |
1.0% |
65% |
False |
False |
57,721 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0157 |
0.9% |
65% |
False |
False |
48,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7100 |
|
2.618 |
1.6917 |
|
1.618 |
1.6805 |
|
1.000 |
1.6736 |
|
0.618 |
1.6693 |
|
HIGH |
1.6624 |
|
0.618 |
1.6581 |
|
0.500 |
1.6568 |
|
0.382 |
1.6555 |
|
LOW |
1.6512 |
|
0.618 |
1.6443 |
|
1.000 |
1.6400 |
|
1.618 |
1.6331 |
|
2.618 |
1.6219 |
|
4.250 |
1.6036 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6568 |
1.6654 |
| PP |
1.6568 |
1.6625 |
| S1 |
1.6567 |
1.6596 |
|