CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5914 |
1.5995 |
0.0081 |
0.5% |
1.5920 |
| High |
1.6021 |
1.6295 |
0.0274 |
1.7% |
1.6117 |
| Low |
1.5897 |
1.5988 |
0.0091 |
0.6% |
1.5820 |
| Close |
1.5964 |
1.6263 |
0.0299 |
1.9% |
1.5838 |
| Range |
0.0124 |
0.0307 |
0.0183 |
147.6% |
0.0297 |
| ATR |
0.0174 |
0.0185 |
0.0011 |
6.5% |
0.0000 |
| Volume |
132,274 |
130,957 |
-1,317 |
-1.0% |
554,144 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7103 |
1.6990 |
1.6432 |
|
| R3 |
1.6796 |
1.6683 |
1.6347 |
|
| R2 |
1.6489 |
1.6489 |
1.6319 |
|
| R1 |
1.6376 |
1.6376 |
1.6291 |
1.6433 |
| PP |
1.6182 |
1.6182 |
1.6182 |
1.6210 |
| S1 |
1.6069 |
1.6069 |
1.6235 |
1.6126 |
| S2 |
1.5875 |
1.5875 |
1.6207 |
|
| S3 |
1.5568 |
1.5762 |
1.6179 |
|
| S4 |
1.5261 |
1.5455 |
1.6094 |
|
|
| 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 |
1.6295 |
1.5702 |
0.0593 |
3.6% |
0.0212 |
1.3% |
95% |
True |
False |
117,146 |
| 10 |
1.6295 |
1.5702 |
0.0593 |
3.6% |
0.0181 |
1.1% |
95% |
True |
False |
112,770 |
| 20 |
1.6467 |
1.5702 |
0.0765 |
4.7% |
0.0185 |
1.1% |
73% |
False |
False |
121,032 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.4% |
0.0175 |
1.1% |
54% |
False |
False |
75,195 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0166 |
1.0% |
42% |
False |
False |
50,197 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0157 |
1.0% |
42% |
False |
False |
37,667 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0149 |
0.9% |
42% |
False |
False |
30,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7600 |
|
2.618 |
1.7099 |
|
1.618 |
1.6792 |
|
1.000 |
1.6602 |
|
0.618 |
1.6485 |
|
HIGH |
1.6295 |
|
0.618 |
1.6178 |
|
0.500 |
1.6142 |
|
0.382 |
1.6105 |
|
LOW |
1.5988 |
|
0.618 |
1.5798 |
|
1.000 |
1.5681 |
|
1.618 |
1.5491 |
|
2.618 |
1.5184 |
|
4.250 |
1.4683 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6223 |
1.6175 |
| PP |
1.6182 |
1.6087 |
| S1 |
1.6142 |
1.5999 |
|