CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6730 |
1.6559 |
-0.0171 |
-1.0% |
1.6390 |
| High |
1.6770 |
1.6595 |
-0.0175 |
-1.0% |
1.6610 |
| Low |
1.6543 |
1.6515 |
-0.0028 |
-0.2% |
1.6274 |
| Close |
1.6544 |
1.6558 |
0.0014 |
0.1% |
1.6588 |
| Range |
0.0227 |
0.0080 |
-0.0147 |
-64.8% |
0.0336 |
| ATR |
0.0168 |
0.0162 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
81 |
79 |
-2 |
-2.5% |
523 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6796 |
1.6757 |
1.6602 |
|
| R3 |
1.6716 |
1.6677 |
1.6580 |
|
| R2 |
1.6636 |
1.6636 |
1.6573 |
|
| R1 |
1.6597 |
1.6597 |
1.6565 |
1.6577 |
| PP |
1.6556 |
1.6556 |
1.6556 |
1.6546 |
| S1 |
1.6517 |
1.6517 |
1.6551 |
1.6497 |
| S2 |
1.6476 |
1.6476 |
1.6543 |
|
| S3 |
1.6396 |
1.6437 |
1.6536 |
|
| S4 |
1.6316 |
1.6357 |
1.6514 |
|
|
| 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 |
1.6935 |
|
2.618 |
1.6804 |
|
1.618 |
1.6724 |
|
1.000 |
1.6675 |
|
0.618 |
1.6644 |
|
HIGH |
1.6595 |
|
0.618 |
1.6564 |
|
0.500 |
1.6555 |
|
0.382 |
1.6546 |
|
LOW |
1.6515 |
|
0.618 |
1.6466 |
|
1.000 |
1.6435 |
|
1.618 |
1.6386 |
|
2.618 |
1.6306 |
|
4.250 |
1.6175 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6557 |
1.6643 |
| PP |
1.6556 |
1.6614 |
| S1 |
1.6555 |
1.6586 |
|