CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5847 |
1.5799 |
-0.0048 |
-0.3% |
1.5920 |
| High |
1.5879 |
1.5924 |
0.0045 |
0.3% |
1.6117 |
| Low |
1.5724 |
1.5702 |
-0.0022 |
-0.1% |
1.5820 |
| Close |
1.5788 |
1.5888 |
0.0100 |
0.6% |
1.5838 |
| Range |
0.0155 |
0.0222 |
0.0067 |
43.2% |
0.0297 |
| ATR |
0.0173 |
0.0177 |
0.0003 |
2.0% |
0.0000 |
| Volume |
124,936 |
66,966 |
-57,970 |
-46.4% |
554,144 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6504 |
1.6418 |
1.6010 |
|
| R3 |
1.6282 |
1.6196 |
1.5949 |
|
| R2 |
1.6060 |
1.6060 |
1.5929 |
|
| R1 |
1.5974 |
1.5974 |
1.5908 |
1.6017 |
| PP |
1.5838 |
1.5838 |
1.5838 |
1.5860 |
| S1 |
1.5752 |
1.5752 |
1.5868 |
1.5795 |
| S2 |
1.5616 |
1.5616 |
1.5847 |
|
| S3 |
1.5394 |
1.5530 |
1.5827 |
|
| S4 |
1.5172 |
1.5308 |
1.5766 |
|
|
| 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 |
1.5702 |
0.0415 |
2.6% |
0.0186 |
1.2% |
45% |
False |
True |
106,528 |
| 10 |
1.6124 |
1.5702 |
0.0422 |
2.7% |
0.0167 |
1.0% |
44% |
False |
True |
117,205 |
| 20 |
1.6568 |
1.5702 |
0.0866 |
5.5% |
0.0176 |
1.1% |
21% |
False |
True |
119,670 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.5% |
0.0175 |
1.1% |
18% |
False |
True |
68,631 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.3% |
0.0163 |
1.0% |
14% |
False |
True |
45,815 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.3% |
0.0157 |
1.0% |
14% |
False |
True |
34,379 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.3% |
0.0145 |
0.9% |
14% |
False |
True |
27,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6868 |
|
2.618 |
1.6505 |
|
1.618 |
1.6283 |
|
1.000 |
1.6146 |
|
0.618 |
1.6061 |
|
HIGH |
1.5924 |
|
0.618 |
1.5839 |
|
0.500 |
1.5813 |
|
0.382 |
1.5787 |
|
LOW |
1.5702 |
|
0.618 |
1.5565 |
|
1.000 |
1.5480 |
|
1.618 |
1.5343 |
|
2.618 |
1.5121 |
|
4.250 |
1.4759 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5863 |
1.5888 |
| PP |
1.5838 |
1.5887 |
| S1 |
1.5813 |
1.5887 |
|