CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 21-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.6154 |
1.6116 |
-0.0038 |
-0.2% |
1.6214 |
High |
1.6242 |
1.6156 |
-0.0086 |
-0.5% |
1.6404 |
Low |
1.6043 |
1.6020 |
-0.0023 |
-0.1% |
1.6043 |
Close |
1.6111 |
1.6045 |
-0.0066 |
-0.4% |
1.6111 |
Range |
0.0199 |
0.0136 |
-0.0063 |
-31.7% |
0.0361 |
ATR |
0.0183 |
0.0179 |
-0.0003 |
-1.8% |
0.0000 |
Volume |
128,429 |
108,876 |
-19,553 |
-15.2% |
491,326 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6482 |
1.6399 |
1.6120 |
|
R3 |
1.6346 |
1.6263 |
1.6082 |
|
R2 |
1.6210 |
1.6210 |
1.6070 |
|
R1 |
1.6127 |
1.6127 |
1.6057 |
1.6101 |
PP |
1.6074 |
1.6074 |
1.6074 |
1.6060 |
S1 |
1.5991 |
1.5991 |
1.6033 |
1.5965 |
S2 |
1.5938 |
1.5938 |
1.6020 |
|
S3 |
1.5802 |
1.5855 |
1.6008 |
|
S4 |
1.5666 |
1.5719 |
1.5970 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7269 |
1.7051 |
1.6310 |
|
R3 |
1.6908 |
1.6690 |
1.6210 |
|
R2 |
1.6547 |
1.6547 |
1.6177 |
|
R1 |
1.6329 |
1.6329 |
1.6144 |
1.6258 |
PP |
1.6186 |
1.6186 |
1.6186 |
1.6150 |
S1 |
1.5968 |
1.5968 |
1.6078 |
1.5897 |
S2 |
1.5825 |
1.5825 |
1.6045 |
|
S3 |
1.5464 |
1.5607 |
1.6012 |
|
S4 |
1.5103 |
1.5246 |
1.5912 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6734 |
2.618 |
1.6512 |
1.618 |
1.6376 |
1.000 |
1.6292 |
0.618 |
1.6240 |
HIGH |
1.6156 |
0.618 |
1.6104 |
0.500 |
1.6088 |
0.382 |
1.6072 |
LOW |
1.6020 |
0.618 |
1.5936 |
1.000 |
1.5884 |
1.618 |
1.5800 |
2.618 |
1.5664 |
4.250 |
1.5442 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6088 |
1.6177 |
PP |
1.6074 |
1.6133 |
S1 |
1.6059 |
1.6089 |
|