CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6573 |
1.6703 |
0.0130 |
0.8% |
1.6647 |
| High |
1.6704 |
1.6876 |
0.0172 |
1.0% |
1.6839 |
| Low |
1.6571 |
1.6667 |
0.0096 |
0.6% |
1.6512 |
| Close |
1.6671 |
1.6834 |
0.0163 |
1.0% |
1.6671 |
| Range |
0.0133 |
0.0209 |
0.0076 |
57.1% |
0.0327 |
| ATR |
0.0186 |
0.0188 |
0.0002 |
0.9% |
0.0000 |
| Volume |
127,371 |
111,218 |
-16,153 |
-12.7% |
622,815 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7419 |
1.7336 |
1.6949 |
|
| R3 |
1.7210 |
1.7127 |
1.6891 |
|
| R2 |
1.7001 |
1.7001 |
1.6872 |
|
| R1 |
1.6918 |
1.6918 |
1.6853 |
1.6960 |
| PP |
1.6792 |
1.6792 |
1.6792 |
1.6813 |
| S1 |
1.6709 |
1.6709 |
1.6815 |
1.6751 |
| S2 |
1.6583 |
1.6583 |
1.6796 |
|
| S3 |
1.6374 |
1.6500 |
1.6777 |
|
| S4 |
1.6165 |
1.6291 |
1.6719 |
|
|
| 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 |
1.6876 |
1.6512 |
0.0364 |
2.2% |
0.0181 |
1.1% |
88% |
True |
False |
125,471 |
| 10 |
1.6876 |
1.6258 |
0.0618 |
3.7% |
0.0182 |
1.1% |
93% |
True |
False |
126,185 |
| 20 |
1.6876 |
1.6245 |
0.0631 |
3.7% |
0.0195 |
1.2% |
93% |
True |
False |
135,307 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.0% |
0.0189 |
1.1% |
96% |
True |
False |
129,456 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.0% |
0.0181 |
1.1% |
96% |
True |
False |
100,079 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0175 |
1.0% |
85% |
False |
False |
75,112 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0165 |
1.0% |
85% |
False |
False |
60,104 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0159 |
0.9% |
85% |
False |
False |
50,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7764 |
|
2.618 |
1.7423 |
|
1.618 |
1.7214 |
|
1.000 |
1.7085 |
|
0.618 |
1.7005 |
|
HIGH |
1.6876 |
|
0.618 |
1.6796 |
|
0.500 |
1.6772 |
|
0.382 |
1.6747 |
|
LOW |
1.6667 |
|
0.618 |
1.6538 |
|
1.000 |
1.6458 |
|
1.618 |
1.6329 |
|
2.618 |
1.6120 |
|
4.250 |
1.5779 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6813 |
1.6787 |
| PP |
1.6792 |
1.6741 |
| S1 |
1.6772 |
1.6694 |
|