CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6800 |
1.6742 |
-0.0058 |
-0.3% |
1.6647 |
| High |
1.6844 |
1.6746 |
-0.0098 |
-0.6% |
1.6839 |
| Low |
1.6711 |
1.6603 |
-0.0108 |
-0.6% |
1.6512 |
| Close |
1.6715 |
1.6644 |
-0.0071 |
-0.4% |
1.6671 |
| Range |
0.0133 |
0.0143 |
0.0010 |
7.5% |
0.0327 |
| ATR |
0.0179 |
0.0177 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
106,211 |
100,375 |
-5,836 |
-5.5% |
622,815 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7093 |
1.7012 |
1.6723 |
|
| R3 |
1.6950 |
1.6869 |
1.6683 |
|
| R2 |
1.6807 |
1.6807 |
1.6670 |
|
| R1 |
1.6726 |
1.6726 |
1.6657 |
1.6695 |
| PP |
1.6664 |
1.6664 |
1.6664 |
1.6649 |
| S1 |
1.6583 |
1.6583 |
1.6631 |
1.6552 |
| S2 |
1.6521 |
1.6521 |
1.6618 |
|
| S3 |
1.6378 |
1.6440 |
1.6605 |
|
| S4 |
1.6235 |
1.6297 |
1.6565 |
|
|
| 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 |
1.6571 |
0.0305 |
1.8% |
0.0147 |
0.9% |
24% |
False |
False |
111,697 |
| 10 |
1.6876 |
1.6512 |
0.0364 |
2.2% |
0.0165 |
1.0% |
36% |
False |
False |
119,378 |
| 20 |
1.6876 |
1.6245 |
0.0631 |
3.8% |
0.0184 |
1.1% |
63% |
False |
False |
131,478 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0181 |
1.1% |
80% |
False |
False |
129,853 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0181 |
1.1% |
80% |
False |
False |
105,395 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0177 |
1.1% |
71% |
False |
False |
79,110 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0164 |
1.0% |
71% |
False |
False |
63,302 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0159 |
1.0% |
71% |
False |
False |
52,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7354 |
|
2.618 |
1.7120 |
|
1.618 |
1.6977 |
|
1.000 |
1.6889 |
|
0.618 |
1.6834 |
|
HIGH |
1.6746 |
|
0.618 |
1.6691 |
|
0.500 |
1.6675 |
|
0.382 |
1.6658 |
|
LOW |
1.6603 |
|
0.618 |
1.6515 |
|
1.000 |
1.6460 |
|
1.618 |
1.6372 |
|
2.618 |
1.6229 |
|
4.250 |
1.5995 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6675 |
1.6737 |
| PP |
1.6664 |
1.6706 |
| S1 |
1.6654 |
1.6675 |
|