CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6452 |
1.6271 |
-0.0181 |
-1.1% |
1.6518 |
| High |
1.6477 |
1.6378 |
-0.0099 |
-0.6% |
1.6722 |
| Low |
1.6255 |
1.6165 |
-0.0090 |
-0.6% |
1.6378 |
| Close |
1.6259 |
1.6244 |
-0.0015 |
-0.1% |
1.6427 |
| Range |
0.0222 |
0.0213 |
-0.0009 |
-4.1% |
0.0344 |
| ATR |
0.0203 |
0.0204 |
0.0001 |
0.4% |
0.0000 |
| Volume |
119,422 |
147,945 |
28,523 |
23.9% |
602,491 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6901 |
1.6786 |
1.6361 |
|
| R3 |
1.6688 |
1.6573 |
1.6303 |
|
| R2 |
1.6475 |
1.6475 |
1.6283 |
|
| R1 |
1.6360 |
1.6360 |
1.6264 |
1.6311 |
| PP |
1.6262 |
1.6262 |
1.6262 |
1.6238 |
| S1 |
1.6147 |
1.6147 |
1.6224 |
1.6098 |
| S2 |
1.6049 |
1.6049 |
1.6205 |
|
| S3 |
1.5836 |
1.5934 |
1.6185 |
|
| S4 |
1.5623 |
1.5721 |
1.6127 |
|
|
| 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 |
1.6165 |
0.0557 |
3.4% |
0.0218 |
1.3% |
14% |
False |
True |
119,357 |
| 10 |
1.6745 |
1.6165 |
0.0580 |
3.6% |
0.0233 |
1.4% |
14% |
False |
True |
122,558 |
| 20 |
1.6876 |
1.6165 |
0.0711 |
4.4% |
0.0199 |
1.2% |
11% |
False |
True |
117,720 |
| 40 |
1.6876 |
1.5897 |
0.0979 |
6.0% |
0.0198 |
1.2% |
35% |
False |
False |
127,269 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0190 |
1.2% |
46% |
False |
False |
124,736 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0187 |
1.1% |
46% |
False |
False |
97,950 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0177 |
1.1% |
41% |
False |
False |
78,397 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0170 |
1.0% |
41% |
False |
False |
65,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7283 |
|
2.618 |
1.6936 |
|
1.618 |
1.6723 |
|
1.000 |
1.6591 |
|
0.618 |
1.6510 |
|
HIGH |
1.6378 |
|
0.618 |
1.6297 |
|
0.500 |
1.6272 |
|
0.382 |
1.6246 |
|
LOW |
1.6165 |
|
0.618 |
1.6033 |
|
1.000 |
1.5952 |
|
1.618 |
1.5820 |
|
2.618 |
1.5607 |
|
4.250 |
1.5260 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6272 |
1.6340 |
| PP |
1.6262 |
1.6308 |
| S1 |
1.6253 |
1.6276 |
|