CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5995 |
1.6262 |
0.0267 |
1.7% |
1.5847 |
| High |
1.6295 |
1.6395 |
0.0100 |
0.6% |
1.6395 |
| Low |
1.5988 |
1.6246 |
0.0258 |
1.6% |
1.5702 |
| Close |
1.6263 |
1.6351 |
0.0088 |
0.5% |
1.6351 |
| Range |
0.0307 |
0.0149 |
-0.0158 |
-51.5% |
0.0693 |
| ATR |
0.0185 |
0.0182 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
130,957 |
165,320 |
34,363 |
26.2% |
620,453 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6778 |
1.6713 |
1.6433 |
|
| R3 |
1.6629 |
1.6564 |
1.6392 |
|
| R2 |
1.6480 |
1.6480 |
1.6378 |
|
| R1 |
1.6415 |
1.6415 |
1.6365 |
1.6448 |
| PP |
1.6331 |
1.6331 |
1.6331 |
1.6347 |
| S1 |
1.6266 |
1.6266 |
1.6337 |
1.6299 |
| S2 |
1.6182 |
1.6182 |
1.6324 |
|
| S3 |
1.6033 |
1.6117 |
1.6310 |
|
| S4 |
1.5884 |
1.5968 |
1.6269 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8228 |
1.7983 |
1.6732 |
|
| R3 |
1.7535 |
1.7290 |
1.6542 |
|
| R2 |
1.6842 |
1.6842 |
1.6478 |
|
| R1 |
1.6597 |
1.6597 |
1.6415 |
1.6720 |
| PP |
1.6149 |
1.6149 |
1.6149 |
1.6211 |
| S1 |
1.5904 |
1.5904 |
1.6287 |
1.6027 |
| S2 |
1.5456 |
1.5456 |
1.6224 |
|
| S3 |
1.4763 |
1.5211 |
1.6160 |
|
| S4 |
1.4070 |
1.4518 |
1.5970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6395 |
1.5702 |
0.0693 |
4.2% |
0.0191 |
1.2% |
94% |
True |
False |
124,090 |
| 10 |
1.6395 |
1.5702 |
0.0693 |
4.2% |
0.0181 |
1.1% |
94% |
True |
False |
117,459 |
| 20 |
1.6467 |
1.5702 |
0.0765 |
4.7% |
0.0181 |
1.1% |
85% |
False |
False |
123,887 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.4% |
0.0175 |
1.1% |
62% |
False |
False |
79,320 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0167 |
1.0% |
49% |
False |
False |
52,951 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0157 |
1.0% |
49% |
False |
False |
39,730 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0150 |
0.9% |
49% |
False |
False |
31,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7028 |
|
2.618 |
1.6785 |
|
1.618 |
1.6636 |
|
1.000 |
1.6544 |
|
0.618 |
1.6487 |
|
HIGH |
1.6395 |
|
0.618 |
1.6338 |
|
0.500 |
1.6321 |
|
0.382 |
1.6303 |
|
LOW |
1.6246 |
|
0.618 |
1.6154 |
|
1.000 |
1.6097 |
|
1.618 |
1.6005 |
|
2.618 |
1.5856 |
|
4.250 |
1.5613 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6341 |
1.6283 |
| PP |
1.6331 |
1.6214 |
| S1 |
1.6321 |
1.6146 |
|