CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5938 |
1.5920 |
-0.0018 |
-0.1% |
1.5963 |
| High |
1.5952 |
1.6021 |
0.0069 |
0.4% |
1.6124 |
| Low |
1.5800 |
1.5897 |
0.0097 |
0.6% |
1.5766 |
| Close |
1.5914 |
1.5937 |
0.0023 |
0.1% |
1.5914 |
| Range |
0.0152 |
0.0124 |
-0.0028 |
-18.4% |
0.0358 |
| ATR |
0.0175 |
0.0171 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
118,425 |
126,260 |
7,835 |
6.6% |
691,113 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6324 |
1.6254 |
1.6005 |
|
| R3 |
1.6200 |
1.6130 |
1.5971 |
|
| R2 |
1.6076 |
1.6076 |
1.5960 |
|
| R1 |
1.6006 |
1.6006 |
1.5948 |
1.6041 |
| PP |
1.5952 |
1.5952 |
1.5952 |
1.5969 |
| S1 |
1.5882 |
1.5882 |
1.5926 |
1.5917 |
| S2 |
1.5828 |
1.5828 |
1.5914 |
|
| S3 |
1.5704 |
1.5758 |
1.5903 |
|
| S4 |
1.5580 |
1.5634 |
1.5869 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7009 |
1.6819 |
1.6111 |
|
| R3 |
1.6651 |
1.6461 |
1.6012 |
|
| R2 |
1.6293 |
1.6293 |
1.5980 |
|
| R1 |
1.6103 |
1.6103 |
1.5947 |
1.6019 |
| PP |
1.5935 |
1.5935 |
1.5935 |
1.5893 |
| S1 |
1.5745 |
1.5745 |
1.5881 |
1.5661 |
| S2 |
1.5577 |
1.5577 |
1.5848 |
|
| S3 |
1.5219 |
1.5387 |
1.5816 |
|
| S4 |
1.4861 |
1.5029 |
1.5717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6124 |
1.5800 |
0.0324 |
2.0% |
0.0146 |
0.9% |
42% |
False |
False |
132,143 |
| 10 |
1.6467 |
1.5766 |
0.0701 |
4.4% |
0.0180 |
1.1% |
24% |
False |
False |
129,786 |
| 20 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0177 |
1.1% |
18% |
False |
False |
104,997 |
| 40 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0169 |
1.1% |
18% |
False |
False |
53,186 |
| 60 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0155 |
1.0% |
14% |
False |
False |
35,492 |
| 80 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0153 |
1.0% |
14% |
False |
False |
26,636 |
| 100 |
1.7028 |
1.5260 |
0.1768 |
11.1% |
0.0136 |
0.9% |
38% |
False |
False |
21,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6548 |
|
2.618 |
1.6346 |
|
1.618 |
1.6222 |
|
1.000 |
1.6145 |
|
0.618 |
1.6098 |
|
HIGH |
1.6021 |
|
0.618 |
1.5974 |
|
0.500 |
1.5959 |
|
0.382 |
1.5944 |
|
LOW |
1.5897 |
|
0.618 |
1.5820 |
|
1.000 |
1.5773 |
|
1.618 |
1.5696 |
|
2.618 |
1.5572 |
|
4.250 |
1.5370 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5959 |
1.5929 |
| PP |
1.5952 |
1.5920 |
| S1 |
1.5944 |
1.5912 |
|