CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6576 |
1.6573 |
-0.0003 |
0.0% |
1.6647 |
| High |
1.6624 |
1.6704 |
0.0080 |
0.5% |
1.6839 |
| Low |
1.6512 |
1.6571 |
0.0059 |
0.4% |
1.6512 |
| Close |
1.6567 |
1.6671 |
0.0104 |
0.6% |
1.6671 |
| Range |
0.0112 |
0.0133 |
0.0021 |
18.8% |
0.0327 |
| ATR |
0.0190 |
0.0186 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
149,797 |
127,371 |
-22,426 |
-15.0% |
622,815 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7048 |
1.6992 |
1.6744 |
|
| R3 |
1.6915 |
1.6859 |
1.6708 |
|
| R2 |
1.6782 |
1.6782 |
1.6695 |
|
| R1 |
1.6726 |
1.6726 |
1.6683 |
1.6754 |
| PP |
1.6649 |
1.6649 |
1.6649 |
1.6663 |
| S1 |
1.6593 |
1.6593 |
1.6659 |
1.6621 |
| S2 |
1.6516 |
1.6516 |
1.6647 |
|
| S3 |
1.6383 |
1.6460 |
1.6634 |
|
| S4 |
1.6250 |
1.6327 |
1.6598 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7655 |
1.7490 |
1.6851 |
|
| R3 |
1.7328 |
1.7163 |
1.6761 |
|
| R2 |
1.7001 |
1.7001 |
1.6731 |
|
| R1 |
1.6836 |
1.6836 |
1.6701 |
1.6919 |
| PP |
1.6674 |
1.6674 |
1.6674 |
1.6715 |
| S1 |
1.6509 |
1.6509 |
1.6641 |
1.6592 |
| S2 |
1.6347 |
1.6347 |
1.6611 |
|
| S3 |
1.6020 |
1.6182 |
1.6581 |
|
| S4 |
1.5693 |
1.5855 |
1.6491 |
|
|
| 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% |
0.0184 |
1.1% |
49% |
False |
False |
124,563 |
| 10 |
1.6839 |
1.6258 |
0.0581 |
3.5% |
0.0176 |
1.1% |
71% |
False |
False |
129,833 |
| 20 |
1.6839 |
1.6236 |
0.0603 |
3.6% |
0.0193 |
1.2% |
72% |
False |
False |
136,041 |
| 40 |
1.6839 |
1.5702 |
0.1137 |
6.8% |
0.0187 |
1.1% |
85% |
False |
False |
129,964 |
| 60 |
1.6839 |
1.5702 |
0.1137 |
6.8% |
0.0181 |
1.1% |
85% |
False |
False |
98,227 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0173 |
1.0% |
73% |
False |
False |
73,723 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0165 |
1.0% |
73% |
False |
False |
58,992 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0158 |
0.9% |
73% |
False |
False |
49,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7269 |
|
2.618 |
1.7052 |
|
1.618 |
1.6919 |
|
1.000 |
1.6837 |
|
0.618 |
1.6786 |
|
HIGH |
1.6704 |
|
0.618 |
1.6653 |
|
0.500 |
1.6638 |
|
0.382 |
1.6622 |
|
LOW |
1.6571 |
|
0.618 |
1.6489 |
|
1.000 |
1.6438 |
|
1.618 |
1.6356 |
|
2.618 |
1.6223 |
|
4.250 |
1.6006 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6660 |
1.6665 |
| PP |
1.6649 |
1.6659 |
| S1 |
1.6638 |
1.6654 |
|