CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5934 |
1.5910 |
-0.0024 |
-0.2% |
1.5963 |
| High |
1.6047 |
1.5968 |
-0.0079 |
-0.5% |
1.6124 |
| Low |
1.5871 |
1.5853 |
-0.0018 |
-0.1% |
1.5766 |
| Close |
1.5908 |
1.5932 |
0.0024 |
0.2% |
1.5914 |
| Range |
0.0176 |
0.0115 |
-0.0061 |
-34.7% |
0.0358 |
| ATR |
0.0172 |
0.0168 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
87,145 |
111,831 |
24,686 |
28.3% |
691,113 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6263 |
1.6212 |
1.5995 |
|
| R3 |
1.6148 |
1.6097 |
1.5964 |
|
| R2 |
1.6033 |
1.6033 |
1.5953 |
|
| R1 |
1.5982 |
1.5982 |
1.5943 |
1.6008 |
| PP |
1.5918 |
1.5918 |
1.5918 |
1.5930 |
| S1 |
1.5867 |
1.5867 |
1.5921 |
1.5893 |
| S2 |
1.5803 |
1.5803 |
1.5911 |
|
| S3 |
1.5688 |
1.5752 |
1.5900 |
|
| S4 |
1.5573 |
1.5637 |
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 |
1.6047 |
1.5800 |
0.0247 |
1.6% |
0.0134 |
0.8% |
53% |
False |
False |
122,260 |
| 10 |
1.6416 |
1.5766 |
0.0650 |
4.1% |
0.0176 |
1.1% |
26% |
False |
False |
131,035 |
| 20 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0172 |
1.1% |
17% |
False |
False |
113,584 |
| 40 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0169 |
1.1% |
17% |
False |
False |
58,151 |
| 60 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0155 |
1.0% |
13% |
False |
False |
38,805 |
| 80 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0154 |
1.0% |
13% |
False |
False |
29,122 |
| 100 |
1.7028 |
1.5449 |
0.1579 |
9.9% |
0.0138 |
0.9% |
31% |
False |
False |
23,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6457 |
|
2.618 |
1.6269 |
|
1.618 |
1.6154 |
|
1.000 |
1.6083 |
|
0.618 |
1.6039 |
|
HIGH |
1.5968 |
|
0.618 |
1.5924 |
|
0.500 |
1.5911 |
|
0.382 |
1.5897 |
|
LOW |
1.5853 |
|
0.618 |
1.5782 |
|
1.000 |
1.5738 |
|
1.618 |
1.5667 |
|
2.618 |
1.5552 |
|
4.250 |
1.5364 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5925 |
1.5950 |
| PP |
1.5918 |
1.5944 |
| S1 |
1.5911 |
1.5938 |
|