CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6511 |
1.6602 |
0.0091 |
0.6% |
1.6390 |
| High |
1.6610 |
1.6610 |
0.0000 |
0.0% |
1.6610 |
| Low |
1.6467 |
1.6519 |
0.0052 |
0.3% |
1.6274 |
| Close |
1.6574 |
1.6588 |
0.0014 |
0.1% |
1.6588 |
| Range |
0.0143 |
0.0091 |
-0.0052 |
-36.4% |
0.0336 |
| ATR |
0.0164 |
0.0159 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
45 |
211 |
166 |
368.9% |
523 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6845 |
1.6808 |
1.6638 |
|
| R3 |
1.6754 |
1.6717 |
1.6613 |
|
| R2 |
1.6663 |
1.6663 |
1.6605 |
|
| R1 |
1.6626 |
1.6626 |
1.6596 |
1.6599 |
| PP |
1.6572 |
1.6572 |
1.6572 |
1.6559 |
| S1 |
1.6535 |
1.6535 |
1.6580 |
1.6508 |
| S2 |
1.6481 |
1.6481 |
1.6571 |
|
| S3 |
1.6390 |
1.6444 |
1.6563 |
|
| S4 |
1.6299 |
1.6353 |
1.6538 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7499 |
1.7379 |
1.6773 |
|
| R3 |
1.7163 |
1.7043 |
1.6680 |
|
| R2 |
1.6827 |
1.6827 |
1.6650 |
|
| R1 |
1.6707 |
1.6707 |
1.6619 |
1.6767 |
| PP |
1.6491 |
1.6491 |
1.6491 |
1.6521 |
| S1 |
1.6371 |
1.6371 |
1.6557 |
1.6431 |
| S2 |
1.6155 |
1.6155 |
1.6526 |
|
| S3 |
1.5819 |
1.6035 |
1.6496 |
|
| S4 |
1.5483 |
1.5699 |
1.6403 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6997 |
|
2.618 |
1.6848 |
|
1.618 |
1.6757 |
|
1.000 |
1.6701 |
|
0.618 |
1.6666 |
|
HIGH |
1.6610 |
|
0.618 |
1.6575 |
|
0.500 |
1.6565 |
|
0.382 |
1.6554 |
|
LOW |
1.6519 |
|
0.618 |
1.6463 |
|
1.000 |
1.6428 |
|
1.618 |
1.6372 |
|
2.618 |
1.6281 |
|
4.250 |
1.6132 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6580 |
1.6560 |
| PP |
1.6572 |
1.6531 |
| S1 |
1.6565 |
1.6503 |
|