CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6506 |
1.6623 |
0.0117 |
0.7% |
1.6735 |
| High |
1.6635 |
1.6623 |
-0.0012 |
-0.1% |
1.6850 |
| Low |
1.6502 |
1.6487 |
-0.0015 |
-0.1% |
1.6451 |
| Close |
1.6607 |
1.6578 |
-0.0029 |
-0.2% |
1.6470 |
| Range |
0.0133 |
0.0136 |
0.0003 |
2.3% |
0.0399 |
| ATR |
0.0155 |
0.0154 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
745 |
506 |
-239 |
-32.1% |
1,919 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6971 |
1.6910 |
1.6653 |
|
| R3 |
1.6835 |
1.6774 |
1.6615 |
|
| R2 |
1.6699 |
1.6699 |
1.6603 |
|
| R1 |
1.6638 |
1.6638 |
1.6590 |
1.6601 |
| PP |
1.6563 |
1.6563 |
1.6563 |
1.6544 |
| S1 |
1.6502 |
1.6502 |
1.6566 |
1.6465 |
| S2 |
1.6427 |
1.6427 |
1.6553 |
|
| S3 |
1.6291 |
1.6366 |
1.6541 |
|
| S4 |
1.6155 |
1.6230 |
1.6503 |
|
|
| 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 |
1.7201 |
|
2.618 |
1.6979 |
|
1.618 |
1.6843 |
|
1.000 |
1.6759 |
|
0.618 |
1.6707 |
|
HIGH |
1.6623 |
|
0.618 |
1.6571 |
|
0.500 |
1.6555 |
|
0.382 |
1.6539 |
|
LOW |
1.6487 |
|
0.618 |
1.6403 |
|
1.000 |
1.6351 |
|
1.618 |
1.6267 |
|
2.618 |
1.6131 |
|
4.250 |
1.5909 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6570 |
1.6567 |
| PP |
1.6563 |
1.6556 |
| S1 |
1.6555 |
1.6545 |
|