CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6377 |
1.6590 |
0.0213 |
1.3% |
1.5847 |
| High |
1.6633 |
1.6634 |
0.0001 |
0.0% |
1.6395 |
| Low |
1.6342 |
1.6482 |
0.0140 |
0.9% |
1.5702 |
| Close |
1.6631 |
1.6618 |
-0.0013 |
-0.1% |
1.6351 |
| Range |
0.0291 |
0.0152 |
-0.0139 |
-47.8% |
0.0693 |
| ATR |
0.0189 |
0.0186 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
124,917 |
162,534 |
37,617 |
30.1% |
620,453 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7034 |
1.6978 |
1.6702 |
|
| R3 |
1.6882 |
1.6826 |
1.6660 |
|
| R2 |
1.6730 |
1.6730 |
1.6646 |
|
| R1 |
1.6674 |
1.6674 |
1.6632 |
1.6702 |
| PP |
1.6578 |
1.6578 |
1.6578 |
1.6592 |
| S1 |
1.6522 |
1.6522 |
1.6604 |
1.6550 |
| S2 |
1.6426 |
1.6426 |
1.6590 |
|
| S3 |
1.6274 |
1.6370 |
1.6576 |
|
| S4 |
1.6122 |
1.6218 |
1.6534 |
|
|
| 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 |
1.6634 |
1.6236 |
0.0398 |
2.4% |
0.0187 |
1.1% |
96% |
True |
False |
137,540 |
| 10 |
1.6634 |
1.5702 |
0.0932 |
5.6% |
0.0200 |
1.2% |
98% |
True |
False |
127,343 |
| 20 |
1.6634 |
1.5702 |
0.0932 |
5.6% |
0.0178 |
1.1% |
98% |
True |
False |
128,228 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0179 |
1.1% |
88% |
False |
False |
92,354 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0174 |
1.0% |
69% |
False |
False |
61,654 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0159 |
1.0% |
69% |
False |
False |
46,258 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0155 |
0.9% |
69% |
False |
False |
37,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7280 |
|
2.618 |
1.7032 |
|
1.618 |
1.6880 |
|
1.000 |
1.6786 |
|
0.618 |
1.6728 |
|
HIGH |
1.6634 |
|
0.618 |
1.6576 |
|
0.500 |
1.6558 |
|
0.382 |
1.6540 |
|
LOW |
1.6482 |
|
0.618 |
1.6388 |
|
1.000 |
1.6330 |
|
1.618 |
1.6236 |
|
2.618 |
1.6084 |
|
4.250 |
1.5836 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6598 |
1.6572 |
| PP |
1.6578 |
1.6525 |
| S1 |
1.6558 |
1.6479 |
|