CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6665 |
1.6518 |
-0.0147 |
-0.9% |
1.6475 |
| High |
1.6727 |
1.6593 |
-0.0134 |
-0.8% |
1.6745 |
| Low |
1.6270 |
1.6378 |
0.0108 |
0.7% |
1.6270 |
| Close |
1.6491 |
1.6422 |
-0.0069 |
-0.4% |
1.6491 |
| Range |
0.0457 |
0.0215 |
-0.0242 |
-53.0% |
0.0475 |
| ATR |
0.0195 |
0.0197 |
0.0001 |
0.7% |
0.0000 |
| Volume |
115,643 |
172,834 |
57,191 |
49.5% |
407,947 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7109 |
1.6981 |
1.6540 |
|
| R3 |
1.6894 |
1.6766 |
1.6481 |
|
| R2 |
1.6679 |
1.6679 |
1.6461 |
|
| R1 |
1.6551 |
1.6551 |
1.6442 |
1.6508 |
| PP |
1.6464 |
1.6464 |
1.6464 |
1.6443 |
| S1 |
1.6336 |
1.6336 |
1.6402 |
1.6293 |
| S2 |
1.6249 |
1.6249 |
1.6383 |
|
| S3 |
1.6034 |
1.6121 |
1.6363 |
|
| S4 |
1.5819 |
1.5906 |
1.6304 |
|
|
| 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% |
0.0229 |
1.4% |
32% |
False |
False |
116,156 |
| 10 |
1.6876 |
1.6270 |
0.0606 |
3.7% |
0.0197 |
1.2% |
25% |
False |
False |
110,584 |
| 20 |
1.6876 |
1.6258 |
0.0618 |
3.8% |
0.0186 |
1.1% |
27% |
False |
False |
120,209 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0191 |
1.2% |
61% |
False |
False |
125,031 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0186 |
1.1% |
61% |
False |
False |
116,290 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0181 |
1.1% |
61% |
False |
False |
87,531 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0169 |
1.0% |
54% |
False |
False |
70,046 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0165 |
1.0% |
54% |
False |
False |
58,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7507 |
|
2.618 |
1.7156 |
|
1.618 |
1.6941 |
|
1.000 |
1.6808 |
|
0.618 |
1.6726 |
|
HIGH |
1.6593 |
|
0.618 |
1.6511 |
|
0.500 |
1.6486 |
|
0.382 |
1.6460 |
|
LOW |
1.6378 |
|
0.618 |
1.6245 |
|
1.000 |
1.6163 |
|
1.618 |
1.6030 |
|
2.618 |
1.5815 |
|
4.250 |
1.5464 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6486 |
1.6508 |
| PP |
1.6464 |
1.6479 |
| S1 |
1.6443 |
1.6451 |
|