CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6742 |
1.6653 |
-0.0089 |
-0.5% |
1.6703 |
| High |
1.6746 |
1.6675 |
-0.0071 |
-0.4% |
1.6876 |
| Low |
1.6603 |
1.6457 |
-0.0146 |
-0.9% |
1.6457 |
| Close |
1.6644 |
1.6480 |
-0.0164 |
-1.0% |
1.6480 |
| Range |
0.0143 |
0.0218 |
0.0075 |
52.4% |
0.0419 |
| ATR |
0.0177 |
0.0180 |
0.0003 |
1.7% |
0.0000 |
| Volume |
100,375 |
93,949 |
-6,426 |
-6.4% |
525,067 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7191 |
1.7054 |
1.6600 |
|
| R3 |
1.6973 |
1.6836 |
1.6540 |
|
| R2 |
1.6755 |
1.6755 |
1.6520 |
|
| R1 |
1.6618 |
1.6618 |
1.6500 |
1.6578 |
| PP |
1.6537 |
1.6537 |
1.6537 |
1.6517 |
| S1 |
1.6400 |
1.6400 |
1.6460 |
1.6360 |
| S2 |
1.6319 |
1.6319 |
1.6440 |
|
| S3 |
1.6101 |
1.6182 |
1.6420 |
|
| S4 |
1.5883 |
1.5964 |
1.6360 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7861 |
1.7590 |
1.6710 |
|
| R3 |
1.7442 |
1.7171 |
1.6595 |
|
| R2 |
1.7023 |
1.7023 |
1.6557 |
|
| R1 |
1.6752 |
1.6752 |
1.6518 |
1.6678 |
| PP |
1.6604 |
1.6604 |
1.6604 |
1.6568 |
| S1 |
1.6333 |
1.6333 |
1.6442 |
1.6259 |
| S2 |
1.6185 |
1.6185 |
1.6403 |
|
| S3 |
1.5766 |
1.5914 |
1.6365 |
|
| S4 |
1.5347 |
1.5495 |
1.6250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6876 |
1.6457 |
0.0419 |
2.5% |
0.0164 |
1.0% |
5% |
False |
True |
105,013 |
| 10 |
1.6876 |
1.6457 |
0.0419 |
2.5% |
0.0174 |
1.1% |
5% |
False |
True |
114,788 |
| 20 |
1.6876 |
1.6245 |
0.0631 |
3.8% |
0.0175 |
1.1% |
37% |
False |
False |
130,127 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0183 |
1.1% |
66% |
False |
False |
127,790 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0182 |
1.1% |
66% |
False |
False |
106,888 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0178 |
1.1% |
59% |
False |
False |
80,282 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0165 |
1.0% |
59% |
False |
False |
64,241 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0160 |
1.0% |
59% |
False |
False |
53,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7602 |
|
2.618 |
1.7246 |
|
1.618 |
1.7028 |
|
1.000 |
1.6893 |
|
0.618 |
1.6810 |
|
HIGH |
1.6675 |
|
0.618 |
1.6592 |
|
0.500 |
1.6566 |
|
0.382 |
1.6540 |
|
LOW |
1.6457 |
|
0.618 |
1.6322 |
|
1.000 |
1.6239 |
|
1.618 |
1.6104 |
|
2.618 |
1.5886 |
|
4.250 |
1.5531 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6566 |
1.6651 |
| PP |
1.6537 |
1.6594 |
| S1 |
1.6509 |
1.6537 |
|