CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5910 |
1.5956 |
0.0046 |
0.3% |
1.5963 |
| High |
1.5968 |
1.6117 |
0.0149 |
0.9% |
1.6124 |
| Low |
1.5853 |
1.5932 |
0.0079 |
0.5% |
1.5766 |
| Close |
1.5932 |
1.6062 |
0.0130 |
0.8% |
1.5914 |
| Range |
0.0115 |
0.0185 |
0.0070 |
60.9% |
0.0358 |
| ATR |
0.0168 |
0.0169 |
0.0001 |
0.7% |
0.0000 |
| Volume |
111,831 |
98,310 |
-13,521 |
-12.1% |
691,113 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6592 |
1.6512 |
1.6164 |
|
| R3 |
1.6407 |
1.6327 |
1.6113 |
|
| R2 |
1.6222 |
1.6222 |
1.6096 |
|
| R1 |
1.6142 |
1.6142 |
1.6079 |
1.6182 |
| PP |
1.6037 |
1.6037 |
1.6037 |
1.6057 |
| S1 |
1.5957 |
1.5957 |
1.6045 |
1.5997 |
| S2 |
1.5852 |
1.5852 |
1.6028 |
|
| S3 |
1.5667 |
1.5772 |
1.6011 |
|
| S4 |
1.5482 |
1.5587 |
1.5960 |
|
|
| 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 |
1.6117 |
1.5800 |
0.0317 |
2.0% |
0.0150 |
0.9% |
83% |
True |
False |
108,394 |
| 10 |
1.6124 |
1.5766 |
0.0358 |
2.2% |
0.0155 |
1.0% |
83% |
False |
False |
129,114 |
| 20 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0171 |
1.1% |
30% |
False |
False |
116,349 |
| 40 |
1.6742 |
1.5766 |
0.0976 |
6.1% |
0.0170 |
1.1% |
30% |
False |
False |
60,608 |
| 60 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0157 |
1.0% |
23% |
False |
False |
40,442 |
| 80 |
1.7028 |
1.5766 |
0.1262 |
7.9% |
0.0155 |
1.0% |
23% |
False |
False |
30,350 |
| 100 |
1.7028 |
1.5449 |
0.1579 |
9.8% |
0.0140 |
0.9% |
39% |
False |
False |
24,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6903 |
|
2.618 |
1.6601 |
|
1.618 |
1.6416 |
|
1.000 |
1.6302 |
|
0.618 |
1.6231 |
|
HIGH |
1.6117 |
|
0.618 |
1.6046 |
|
0.500 |
1.6025 |
|
0.382 |
1.6003 |
|
LOW |
1.5932 |
|
0.618 |
1.5818 |
|
1.000 |
1.5747 |
|
1.618 |
1.5633 |
|
2.618 |
1.5448 |
|
4.250 |
1.5146 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6050 |
1.6036 |
| PP |
1.6037 |
1.6011 |
| S1 |
1.6025 |
1.5985 |
|