CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6820 |
1.6800 |
-0.0020 |
-0.1% |
1.6647 |
| High |
1.6870 |
1.6844 |
-0.0026 |
-0.2% |
1.6839 |
| Low |
1.6751 |
1.6711 |
-0.0040 |
-0.2% |
1.6512 |
| Close |
1.6793 |
1.6715 |
-0.0078 |
-0.5% |
1.6671 |
| Range |
0.0119 |
0.0133 |
0.0014 |
11.8% |
0.0327 |
| ATR |
0.0183 |
0.0179 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
113,314 |
106,211 |
-7,103 |
-6.3% |
622,815 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7156 |
1.7068 |
1.6788 |
|
| R3 |
1.7023 |
1.6935 |
1.6752 |
|
| R2 |
1.6890 |
1.6890 |
1.6739 |
|
| R1 |
1.6802 |
1.6802 |
1.6727 |
1.6780 |
| PP |
1.6757 |
1.6757 |
1.6757 |
1.6745 |
| S1 |
1.6669 |
1.6669 |
1.6703 |
1.6647 |
| S2 |
1.6624 |
1.6624 |
1.6691 |
|
| S3 |
1.6491 |
1.6536 |
1.6678 |
|
| S4 |
1.6358 |
1.6403 |
1.6642 |
|
|
| 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% |
0.0141 |
0.8% |
56% |
False |
False |
121,582 |
| 10 |
1.6876 |
1.6463 |
0.0413 |
2.5% |
0.0167 |
1.0% |
61% |
False |
False |
121,753 |
| 20 |
1.6876 |
1.6245 |
0.0631 |
3.8% |
0.0185 |
1.1% |
74% |
False |
False |
134,586 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.0% |
0.0187 |
1.1% |
86% |
False |
False |
130,282 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.0% |
0.0182 |
1.1% |
86% |
False |
False |
103,728 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0176 |
1.1% |
76% |
False |
False |
77,856 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0163 |
1.0% |
76% |
False |
False |
62,299 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0159 |
1.0% |
76% |
False |
False |
51,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7409 |
|
2.618 |
1.7192 |
|
1.618 |
1.7059 |
|
1.000 |
1.6977 |
|
0.618 |
1.6926 |
|
HIGH |
1.6844 |
|
0.618 |
1.6793 |
|
0.500 |
1.6778 |
|
0.382 |
1.6762 |
|
LOW |
1.6711 |
|
0.618 |
1.6629 |
|
1.000 |
1.6578 |
|
1.618 |
1.6496 |
|
2.618 |
1.6363 |
|
4.250 |
1.6146 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6778 |
1.6772 |
| PP |
1.6757 |
1.6753 |
| S1 |
1.6736 |
1.6734 |
|