CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6518 |
1.6446 |
-0.0072 |
-0.4% |
1.6475 |
| High |
1.6593 |
1.6648 |
0.0055 |
0.3% |
1.6745 |
| Low |
1.6378 |
1.6390 |
0.0012 |
0.1% |
1.6270 |
| Close |
1.6422 |
1.6639 |
0.0217 |
1.3% |
1.6491 |
| Range |
0.0215 |
0.0258 |
0.0043 |
20.0% |
0.0475 |
| ATR |
0.0197 |
0.0201 |
0.0004 |
2.2% |
0.0000 |
| Volume |
172,834 |
119,873 |
-52,961 |
-30.6% |
407,947 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7333 |
1.7244 |
1.6781 |
|
| R3 |
1.7075 |
1.6986 |
1.6710 |
|
| R2 |
1.6817 |
1.6817 |
1.6686 |
|
| R1 |
1.6728 |
1.6728 |
1.6663 |
1.6773 |
| PP |
1.6559 |
1.6559 |
1.6559 |
1.6581 |
| S1 |
1.6470 |
1.6470 |
1.6615 |
1.6515 |
| S2 |
1.6301 |
1.6301 |
1.6592 |
|
| S3 |
1.6043 |
1.6212 |
1.6568 |
|
| S4 |
1.5785 |
1.5954 |
1.6497 |
|
|
| 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% |
0.0244 |
1.5% |
78% |
False |
False |
117,245 |
| 10 |
1.6870 |
1.6270 |
0.0600 |
3.6% |
0.0202 |
1.2% |
62% |
False |
False |
111,450 |
| 20 |
1.6876 |
1.6258 |
0.0618 |
3.7% |
0.0192 |
1.2% |
62% |
False |
False |
118,817 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0194 |
1.2% |
80% |
False |
False |
124,872 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0189 |
1.1% |
80% |
False |
False |
118,247 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0182 |
1.1% |
80% |
False |
False |
89,029 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0171 |
1.0% |
71% |
False |
False |
71,244 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0167 |
1.0% |
71% |
False |
False |
59,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7745 |
|
2.618 |
1.7323 |
|
1.618 |
1.7065 |
|
1.000 |
1.6906 |
|
0.618 |
1.6807 |
|
HIGH |
1.6648 |
|
0.618 |
1.6549 |
|
0.500 |
1.6519 |
|
0.382 |
1.6489 |
|
LOW |
1.6390 |
|
0.618 |
1.6231 |
|
1.000 |
1.6132 |
|
1.618 |
1.5973 |
|
2.618 |
1.5715 |
|
4.250 |
1.5294 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6599 |
1.6592 |
| PP |
1.6559 |
1.6545 |
| S1 |
1.6519 |
1.6499 |
|