CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6612 |
1.6635 |
0.0023 |
0.1% |
1.6475 |
| High |
1.6697 |
1.6722 |
0.0025 |
0.1% |
1.6745 |
| Low |
1.6549 |
1.6530 |
-0.0019 |
-0.1% |
1.6270 |
| Close |
1.6640 |
1.6564 |
-0.0076 |
-0.5% |
1.6491 |
| Range |
0.0148 |
0.0192 |
0.0044 |
29.7% |
0.0475 |
| ATR |
0.0197 |
0.0197 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
118,906 |
98,572 |
-20,334 |
-17.1% |
407,947 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7181 |
1.7065 |
1.6670 |
|
| R3 |
1.6989 |
1.6873 |
1.6617 |
|
| R2 |
1.6797 |
1.6797 |
1.6599 |
|
| R1 |
1.6681 |
1.6681 |
1.6582 |
1.6643 |
| PP |
1.6605 |
1.6605 |
1.6605 |
1.6587 |
| S1 |
1.6489 |
1.6489 |
1.6546 |
1.6451 |
| S2 |
1.6413 |
1.6413 |
1.6529 |
|
| S3 |
1.6221 |
1.6297 |
1.6511 |
|
| S4 |
1.6029 |
1.6105 |
1.6458 |
|
|
| 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 |
1.6727 |
1.6270 |
0.0457 |
2.8% |
0.0254 |
1.5% |
64% |
False |
False |
125,165 |
| 10 |
1.6746 |
1.6270 |
0.0476 |
2.9% |
0.0210 |
1.3% |
62% |
False |
False |
111,245 |
| 20 |
1.6876 |
1.6270 |
0.0606 |
3.7% |
0.0189 |
1.1% |
49% |
False |
False |
116,499 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0196 |
1.2% |
73% |
False |
False |
125,334 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0188 |
1.1% |
73% |
False |
False |
121,417 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0182 |
1.1% |
73% |
False |
False |
91,743 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0171 |
1.0% |
65% |
False |
False |
73,416 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0168 |
1.0% |
65% |
False |
False |
61,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7538 |
|
2.618 |
1.7225 |
|
1.618 |
1.7033 |
|
1.000 |
1.6914 |
|
0.618 |
1.6841 |
|
HIGH |
1.6722 |
|
0.618 |
1.6649 |
|
0.500 |
1.6626 |
|
0.382 |
1.6603 |
|
LOW |
1.6530 |
|
0.618 |
1.6411 |
|
1.000 |
1.6338 |
|
1.618 |
1.6219 |
|
2.618 |
1.6027 |
|
4.250 |
1.5714 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6626 |
1.6561 |
| PP |
1.6605 |
1.6559 |
| S1 |
1.6585 |
1.6556 |
|