CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6462 |
1.6452 |
-0.0010 |
-0.1% |
1.6518 |
| High |
1.6514 |
1.6477 |
-0.0037 |
-0.2% |
1.6722 |
| Low |
1.6313 |
1.6255 |
-0.0058 |
-0.4% |
1.6378 |
| Close |
1.6439 |
1.6259 |
-0.0180 |
-1.1% |
1.6427 |
| Range |
0.0201 |
0.0222 |
0.0021 |
10.4% |
0.0344 |
| ATR |
0.0201 |
0.0203 |
0.0001 |
0.7% |
0.0000 |
| Volume |
138,541 |
119,422 |
-19,119 |
-13.8% |
602,491 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6996 |
1.6850 |
1.6381 |
|
| R3 |
1.6774 |
1.6628 |
1.6320 |
|
| R2 |
1.6552 |
1.6552 |
1.6300 |
|
| R1 |
1.6406 |
1.6406 |
1.6279 |
1.6368 |
| PP |
1.6330 |
1.6330 |
1.6330 |
1.6312 |
| S1 |
1.6184 |
1.6184 |
1.6239 |
1.6146 |
| S2 |
1.6108 |
1.6108 |
1.6218 |
|
| S3 |
1.5886 |
1.5962 |
1.6198 |
|
| S4 |
1.5664 |
1.5740 |
1.6137 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7541 |
1.7328 |
1.6616 |
|
| R3 |
1.7197 |
1.6984 |
1.6522 |
|
| R2 |
1.6853 |
1.6853 |
1.6490 |
|
| R1 |
1.6640 |
1.6640 |
1.6459 |
1.6575 |
| PP |
1.6509 |
1.6509 |
1.6509 |
1.6476 |
| S1 |
1.6296 |
1.6296 |
1.6395 |
1.6231 |
| S2 |
1.6165 |
1.6165 |
1.6364 |
|
| S3 |
1.5821 |
1.5952 |
1.6332 |
|
| S4 |
1.5477 |
1.5608 |
1.6238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6722 |
1.6255 |
0.0467 |
2.9% |
0.0205 |
1.3% |
1% |
False |
True |
113,549 |
| 10 |
1.6745 |
1.6255 |
0.0490 |
3.0% |
0.0224 |
1.4% |
1% |
False |
True |
115,397 |
| 20 |
1.6876 |
1.6255 |
0.0621 |
3.8% |
0.0197 |
1.2% |
1% |
False |
True |
115,480 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0198 |
1.2% |
47% |
False |
False |
125,245 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0191 |
1.2% |
47% |
False |
False |
123,771 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0187 |
1.1% |
47% |
False |
False |
96,110 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0176 |
1.1% |
42% |
False |
False |
76,918 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0170 |
1.0% |
42% |
False |
False |
64,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7421 |
|
2.618 |
1.7058 |
|
1.618 |
1.6836 |
|
1.000 |
1.6699 |
|
0.618 |
1.6614 |
|
HIGH |
1.6477 |
|
0.618 |
1.6392 |
|
0.500 |
1.6366 |
|
0.382 |
1.6340 |
|
LOW |
1.6255 |
|
0.618 |
1.6118 |
|
1.000 |
1.6033 |
|
1.618 |
1.5896 |
|
2.618 |
1.5674 |
|
4.250 |
1.5312 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6366 |
1.6468 |
| PP |
1.6330 |
1.6398 |
| S1 |
1.6295 |
1.6329 |
|