CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6283 |
1.6276 |
-0.0007 |
0.0% |
1.6462 |
| High |
1.6346 |
1.6340 |
-0.0006 |
0.0% |
1.6514 |
| Low |
1.6215 |
1.6197 |
-0.0018 |
-0.1% |
1.6165 |
| Close |
1.6264 |
1.6240 |
-0.0024 |
-0.1% |
1.6240 |
| Range |
0.0131 |
0.0143 |
0.0012 |
9.2% |
0.0349 |
| ATR |
0.0198 |
0.0194 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
166,612 |
78,867 |
-87,745 |
-52.7% |
651,387 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6688 |
1.6607 |
1.6319 |
|
| R3 |
1.6545 |
1.6464 |
1.6279 |
|
| R2 |
1.6402 |
1.6402 |
1.6266 |
|
| R1 |
1.6321 |
1.6321 |
1.6253 |
1.6290 |
| PP |
1.6259 |
1.6259 |
1.6259 |
1.6244 |
| S1 |
1.6178 |
1.6178 |
1.6227 |
1.6147 |
| S2 |
1.6116 |
1.6116 |
1.6214 |
|
| S3 |
1.5973 |
1.6035 |
1.6201 |
|
| S4 |
1.5830 |
1.5892 |
1.6161 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7353 |
1.7146 |
1.6432 |
|
| R3 |
1.7004 |
1.6797 |
1.6336 |
|
| R2 |
1.6655 |
1.6655 |
1.6304 |
|
| R1 |
1.6448 |
1.6448 |
1.6272 |
1.6377 |
| PP |
1.6306 |
1.6306 |
1.6306 |
1.6271 |
| S1 |
1.6099 |
1.6099 |
1.6208 |
1.6028 |
| S2 |
1.5957 |
1.5957 |
1.6176 |
|
| S3 |
1.5608 |
1.5750 |
1.6144 |
|
| S4 |
1.5259 |
1.5401 |
1.6048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6514 |
1.6165 |
0.0349 |
2.1% |
0.0182 |
1.1% |
21% |
False |
False |
130,277 |
| 10 |
1.6722 |
1.6165 |
0.0557 |
3.4% |
0.0198 |
1.2% |
13% |
False |
False |
125,387 |
| 20 |
1.6876 |
1.6165 |
0.0711 |
4.4% |
0.0193 |
1.2% |
11% |
False |
False |
115,713 |
| 40 |
1.6876 |
1.6165 |
0.0711 |
4.4% |
0.0194 |
1.2% |
11% |
False |
False |
126,826 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0191 |
1.2% |
46% |
False |
False |
124,894 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0184 |
1.1% |
46% |
False |
False |
101,010 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0177 |
1.1% |
41% |
False |
False |
80,849 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0169 |
1.0% |
41% |
False |
False |
67,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6948 |
|
2.618 |
1.6714 |
|
1.618 |
1.6571 |
|
1.000 |
1.6483 |
|
0.618 |
1.6428 |
|
HIGH |
1.6340 |
|
0.618 |
1.6285 |
|
0.500 |
1.6269 |
|
0.382 |
1.6252 |
|
LOW |
1.6197 |
|
0.618 |
1.6109 |
|
1.000 |
1.6054 |
|
1.618 |
1.5966 |
|
2.618 |
1.5823 |
|
4.250 |
1.5589 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6269 |
1.6272 |
| PP |
1.6259 |
1.6261 |
| S1 |
1.6250 |
1.6251 |
|