CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6782 |
1.6715 |
-0.0067 |
-0.4% |
1.6659 |
| High |
1.6816 |
1.6715 |
-0.0101 |
-0.6% |
1.6822 |
| Low |
1.6705 |
1.6595 |
-0.0110 |
-0.7% |
1.6515 |
| Close |
1.6706 |
1.6634 |
-0.0072 |
-0.4% |
1.6661 |
| Range |
0.0111 |
0.0120 |
0.0009 |
8.1% |
0.0307 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
352 |
512 |
160 |
45.5% |
445 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7008 |
1.6941 |
1.6700 |
|
| R3 |
1.6888 |
1.6821 |
1.6667 |
|
| R2 |
1.6768 |
1.6768 |
1.6656 |
|
| R1 |
1.6701 |
1.6701 |
1.6645 |
1.6675 |
| PP |
1.6648 |
1.6648 |
1.6648 |
1.6635 |
| S1 |
1.6581 |
1.6581 |
1.6623 |
1.6555 |
| S2 |
1.6528 |
1.6528 |
1.6612 |
|
| S3 |
1.6408 |
1.6461 |
1.6601 |
|
| S4 |
1.6288 |
1.6341 |
1.6568 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7587 |
1.7431 |
1.6830 |
|
| R3 |
1.7280 |
1.7124 |
1.6745 |
|
| R2 |
1.6973 |
1.6973 |
1.6717 |
|
| R1 |
1.6817 |
1.6817 |
1.6689 |
1.6895 |
| PP |
1.6666 |
1.6666 |
1.6666 |
1.6705 |
| S1 |
1.6510 |
1.6510 |
1.6633 |
1.6588 |
| S2 |
1.6359 |
1.6359 |
1.6605 |
|
| S3 |
1.6052 |
1.6203 |
1.6577 |
|
| S4 |
1.5745 |
1.5896 |
1.6492 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7225 |
|
2.618 |
1.7029 |
|
1.618 |
1.6909 |
|
1.000 |
1.6835 |
|
0.618 |
1.6789 |
|
HIGH |
1.6715 |
|
0.618 |
1.6669 |
|
0.500 |
1.6655 |
|
0.382 |
1.6641 |
|
LOW |
1.6595 |
|
0.618 |
1.6521 |
|
1.000 |
1.6475 |
|
1.618 |
1.6401 |
|
2.618 |
1.6281 |
|
4.250 |
1.6085 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6655 |
1.6723 |
| PP |
1.6648 |
1.6693 |
| S1 |
1.6641 |
1.6664 |
|