CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5956 |
1.6061 |
0.0105 |
0.7% |
1.5920 |
| High |
1.6117 |
1.6071 |
-0.0046 |
-0.3% |
1.6117 |
| Low |
1.5932 |
1.5820 |
-0.0112 |
-0.7% |
1.5820 |
| Close |
1.6062 |
1.5838 |
-0.0224 |
-1.4% |
1.5838 |
| Range |
0.0185 |
0.0251 |
0.0066 |
35.7% |
0.0297 |
| ATR |
0.0169 |
0.0175 |
0.0006 |
3.5% |
0.0000 |
| Volume |
98,310 |
130,598 |
32,288 |
32.8% |
554,144 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6663 |
1.6501 |
1.5976 |
|
| R3 |
1.6412 |
1.6250 |
1.5907 |
|
| R2 |
1.6161 |
1.6161 |
1.5884 |
|
| R1 |
1.5999 |
1.5999 |
1.5861 |
1.5955 |
| PP |
1.5910 |
1.5910 |
1.5910 |
1.5887 |
| S1 |
1.5748 |
1.5748 |
1.5815 |
1.5704 |
| S2 |
1.5659 |
1.5659 |
1.5792 |
|
| S3 |
1.5408 |
1.5497 |
1.5769 |
|
| S4 |
1.5157 |
1.5246 |
1.5700 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6816 |
1.6624 |
1.6001 |
|
| R3 |
1.6519 |
1.6327 |
1.5920 |
|
| R2 |
1.6222 |
1.6222 |
1.5892 |
|
| R1 |
1.6030 |
1.6030 |
1.5865 |
1.5978 |
| PP |
1.5925 |
1.5925 |
1.5925 |
1.5899 |
| S1 |
1.5733 |
1.5733 |
1.5811 |
1.5681 |
| S2 |
1.5628 |
1.5628 |
1.5784 |
|
| S3 |
1.5331 |
1.5436 |
1.5756 |
|
| S4 |
1.5034 |
1.5139 |
1.5675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6117 |
1.5820 |
0.0297 |
1.9% |
0.0170 |
1.1% |
6% |
False |
True |
110,828 |
| 10 |
1.6124 |
1.5766 |
0.0358 |
2.3% |
0.0166 |
1.0% |
20% |
False |
False |
124,525 |
| 20 |
1.6686 |
1.5766 |
0.0920 |
5.8% |
0.0178 |
1.1% |
8% |
False |
False |
119,269 |
| 40 |
1.6742 |
1.5766 |
0.0976 |
6.2% |
0.0173 |
1.1% |
7% |
False |
False |
63,871 |
| 60 |
1.7028 |
1.5766 |
0.1262 |
8.0% |
0.0159 |
1.0% |
6% |
False |
False |
42,618 |
| 80 |
1.7028 |
1.5766 |
0.1262 |
8.0% |
0.0157 |
1.0% |
6% |
False |
False |
31,982 |
| 100 |
1.7028 |
1.5766 |
0.1262 |
8.0% |
0.0142 |
0.9% |
6% |
False |
False |
25,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7138 |
|
2.618 |
1.6728 |
|
1.618 |
1.6477 |
|
1.000 |
1.6322 |
|
0.618 |
1.6226 |
|
HIGH |
1.6071 |
|
0.618 |
1.5975 |
|
0.500 |
1.5946 |
|
0.382 |
1.5916 |
|
LOW |
1.5820 |
|
0.618 |
1.5665 |
|
1.000 |
1.5569 |
|
1.618 |
1.5414 |
|
2.618 |
1.5163 |
|
4.250 |
1.4753 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5946 |
1.5969 |
| PP |
1.5910 |
1.5925 |
| S1 |
1.5874 |
1.5882 |
|