CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6611 |
1.6506 |
-0.0105 |
-0.6% |
1.6735 |
| High |
1.6639 |
1.6635 |
-0.0004 |
0.0% |
1.6850 |
| Low |
1.6451 |
1.6502 |
0.0051 |
0.3% |
1.6451 |
| Close |
1.6470 |
1.6607 |
0.0137 |
0.8% |
1.6470 |
| Range |
0.0188 |
0.0133 |
-0.0055 |
-29.3% |
0.0399 |
| ATR |
0.0154 |
0.0155 |
0.0001 |
0.5% |
0.0000 |
| Volume |
460 |
745 |
285 |
62.0% |
1,919 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6980 |
1.6927 |
1.6680 |
|
| R3 |
1.6847 |
1.6794 |
1.6644 |
|
| R2 |
1.6714 |
1.6714 |
1.6631 |
|
| R1 |
1.6661 |
1.6661 |
1.6619 |
1.6688 |
| PP |
1.6581 |
1.6581 |
1.6581 |
1.6595 |
| S1 |
1.6528 |
1.6528 |
1.6595 |
1.6555 |
| S2 |
1.6448 |
1.6448 |
1.6583 |
|
| S3 |
1.6315 |
1.6395 |
1.6570 |
|
| S4 |
1.6182 |
1.6262 |
1.6534 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7787 |
1.7528 |
1.6689 |
|
| R3 |
1.7388 |
1.7129 |
1.6580 |
|
| R2 |
1.6989 |
1.6989 |
1.6543 |
|
| R1 |
1.6730 |
1.6730 |
1.6507 |
1.6660 |
| PP |
1.6590 |
1.6590 |
1.6590 |
1.6556 |
| S1 |
1.6331 |
1.6331 |
1.6433 |
1.6261 |
| S2 |
1.6191 |
1.6191 |
1.6397 |
|
| S3 |
1.5792 |
1.5932 |
1.6360 |
|
| S4 |
1.5393 |
1.5533 |
1.6251 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7200 |
|
2.618 |
1.6983 |
|
1.618 |
1.6850 |
|
1.000 |
1.6768 |
|
0.618 |
1.6717 |
|
HIGH |
1.6635 |
|
0.618 |
1.6584 |
|
0.500 |
1.6569 |
|
0.382 |
1.6553 |
|
LOW |
1.6502 |
|
0.618 |
1.6420 |
|
1.000 |
1.6369 |
|
1.618 |
1.6287 |
|
2.618 |
1.6154 |
|
4.250 |
1.5937 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6594 |
1.6599 |
| PP |
1.6581 |
1.6591 |
| S1 |
1.6569 |
1.6583 |
|