CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6582 |
1.6665 |
0.0083 |
0.5% |
1.6475 |
| High |
1.6745 |
1.6727 |
-0.0018 |
-0.1% |
1.6745 |
| Low |
1.6577 |
1.6270 |
-0.0307 |
-1.9% |
1.6270 |
| Close |
1.6713 |
1.6491 |
-0.0222 |
-1.3% |
1.6491 |
| Range |
0.0168 |
0.0457 |
0.0289 |
172.0% |
0.0475 |
| ATR |
0.0175 |
0.0195 |
0.0020 |
11.5% |
0.0000 |
| Volume |
101,546 |
115,643 |
14,097 |
13.9% |
407,947 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7867 |
1.7636 |
1.6742 |
|
| R3 |
1.7410 |
1.7179 |
1.6617 |
|
| R2 |
1.6953 |
1.6953 |
1.6575 |
|
| R1 |
1.6722 |
1.6722 |
1.6533 |
1.6609 |
| PP |
1.6496 |
1.6496 |
1.6496 |
1.6440 |
| S1 |
1.6265 |
1.6265 |
1.6449 |
1.6152 |
| S2 |
1.6039 |
1.6039 |
1.6407 |
|
| S3 |
1.5582 |
1.5808 |
1.6365 |
|
| S4 |
1.5125 |
1.5351 |
1.6240 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7927 |
1.7684 |
1.6752 |
|
| R3 |
1.7452 |
1.7209 |
1.6622 |
|
| R2 |
1.6977 |
1.6977 |
1.6578 |
|
| R1 |
1.6734 |
1.6734 |
1.6535 |
1.6856 |
| PP |
1.6502 |
1.6502 |
1.6502 |
1.6563 |
| S1 |
1.6259 |
1.6259 |
1.6447 |
1.6381 |
| S2 |
1.6027 |
1.6027 |
1.6404 |
|
| S3 |
1.5552 |
1.5784 |
1.6360 |
|
| S4 |
1.5077 |
1.5309 |
1.6230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6745 |
1.6270 |
0.0475 |
2.9% |
0.0230 |
1.4% |
47% |
False |
True |
100,379 |
| 10 |
1.6876 |
1.6270 |
0.0606 |
3.7% |
0.0189 |
1.1% |
36% |
False |
True |
106,038 |
| 20 |
1.6876 |
1.6258 |
0.0618 |
3.7% |
0.0184 |
1.1% |
38% |
False |
False |
119,258 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0189 |
1.1% |
67% |
False |
False |
123,671 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0186 |
1.1% |
67% |
False |
False |
113,443 |
| 80 |
1.6990 |
1.5702 |
0.1288 |
7.8% |
0.0181 |
1.1% |
61% |
False |
False |
85,372 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0170 |
1.0% |
60% |
False |
False |
68,319 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0163 |
1.0% |
60% |
False |
False |
56,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8669 |
|
2.618 |
1.7923 |
|
1.618 |
1.7466 |
|
1.000 |
1.7184 |
|
0.618 |
1.7009 |
|
HIGH |
1.6727 |
|
0.618 |
1.6552 |
|
0.500 |
1.6499 |
|
0.382 |
1.6445 |
|
LOW |
1.6270 |
|
0.618 |
1.5988 |
|
1.000 |
1.5813 |
|
1.618 |
1.5531 |
|
2.618 |
1.5074 |
|
4.250 |
1.4328 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6499 |
1.6508 |
| PP |
1.6496 |
1.6502 |
| S1 |
1.6494 |
1.6497 |
|