CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.6440 |
1.6261 |
-0.0179 |
-1.1% |
1.6504 |
High |
1.6465 |
1.6366 |
-0.0099 |
-0.6% |
1.6710 |
Low |
1.6245 |
1.6157 |
-0.0088 |
-0.5% |
1.6372 |
Close |
1.6249 |
1.6235 |
-0.0014 |
-0.1% |
1.6418 |
Range |
0.0220 |
0.0209 |
-0.0011 |
-5.0% |
0.0338 |
ATR |
0.0189 |
0.0190 |
0.0001 |
0.8% |
0.0000 |
Volume |
11,210 |
27,076 |
15,866 |
141.5% |
19,399 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6880 |
1.6766 |
1.6350 |
|
R3 |
1.6671 |
1.6557 |
1.6292 |
|
R2 |
1.6462 |
1.6462 |
1.6273 |
|
R1 |
1.6348 |
1.6348 |
1.6254 |
1.6301 |
PP |
1.6253 |
1.6253 |
1.6253 |
1.6229 |
S1 |
1.6139 |
1.6139 |
1.6216 |
1.6092 |
S2 |
1.6044 |
1.6044 |
1.6197 |
|
S3 |
1.5835 |
1.5930 |
1.6178 |
|
S4 |
1.5626 |
1.5721 |
1.6120 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7514 |
1.7304 |
1.6604 |
|
R3 |
1.7176 |
1.6966 |
1.6511 |
|
R2 |
1.6838 |
1.6838 |
1.6480 |
|
R1 |
1.6628 |
1.6628 |
1.6449 |
1.6564 |
PP |
1.6500 |
1.6500 |
1.6500 |
1.6468 |
S1 |
1.6290 |
1.6290 |
1.6387 |
1.6226 |
S2 |
1.6162 |
1.6162 |
1.6356 |
|
S3 |
1.5824 |
1.5952 |
1.6325 |
|
S4 |
1.5486 |
1.5614 |
1.6232 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7254 |
2.618 |
1.6913 |
1.618 |
1.6704 |
1.000 |
1.6575 |
0.618 |
1.6495 |
HIGH |
1.6366 |
0.618 |
1.6286 |
0.500 |
1.6262 |
0.382 |
1.6237 |
LOW |
1.6157 |
0.618 |
1.6028 |
1.000 |
1.5948 |
1.618 |
1.5819 |
2.618 |
1.5610 |
4.250 |
1.5269 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6262 |
1.6330 |
PP |
1.6253 |
1.6298 |
S1 |
1.6244 |
1.6267 |
|