CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6590 |
1.6612 |
0.0022 |
0.1% |
1.6315 |
| High |
1.6634 |
1.6689 |
0.0055 |
0.3% |
1.6689 |
| Low |
1.6482 |
1.6294 |
-0.0188 |
-1.1% |
1.6236 |
| Close |
1.6618 |
1.6306 |
-0.0312 |
-1.9% |
1.6306 |
| Range |
0.0152 |
0.0395 |
0.0243 |
159.9% |
0.0453 |
| ATR |
0.0186 |
0.0201 |
0.0015 |
8.0% |
0.0000 |
| Volume |
162,534 |
120,956 |
-41,578 |
-25.6% |
643,340 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7615 |
1.7355 |
1.6523 |
|
| R3 |
1.7220 |
1.6960 |
1.6415 |
|
| R2 |
1.6825 |
1.6825 |
1.6378 |
|
| R1 |
1.6565 |
1.6565 |
1.6342 |
1.6498 |
| PP |
1.6430 |
1.6430 |
1.6430 |
1.6396 |
| S1 |
1.6170 |
1.6170 |
1.6270 |
1.6103 |
| S2 |
1.6035 |
1.6035 |
1.6234 |
|
| S3 |
1.5640 |
1.5775 |
1.6197 |
|
| S4 |
1.5245 |
1.5380 |
1.6089 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7769 |
1.7491 |
1.6555 |
|
| R3 |
1.7316 |
1.7038 |
1.6431 |
|
| R2 |
1.6863 |
1.6863 |
1.6389 |
|
| R1 |
1.6585 |
1.6585 |
1.6348 |
1.6498 |
| PP |
1.6410 |
1.6410 |
1.6410 |
1.6367 |
| S1 |
1.6132 |
1.6132 |
1.6264 |
1.6045 |
| S2 |
1.5957 |
1.5957 |
1.6223 |
|
| S3 |
1.5504 |
1.5679 |
1.6181 |
|
| S4 |
1.5051 |
1.5226 |
1.6057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6689 |
1.6236 |
0.0453 |
2.8% |
0.0237 |
1.5% |
15% |
True |
False |
128,668 |
| 10 |
1.6689 |
1.5702 |
0.0987 |
6.1% |
0.0214 |
1.3% |
61% |
True |
False |
126,379 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
6.1% |
0.0190 |
1.2% |
61% |
True |
False |
125,452 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.4% |
0.0186 |
1.1% |
58% |
False |
False |
95,268 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0179 |
1.1% |
46% |
False |
False |
63,667 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0163 |
1.0% |
46% |
False |
False |
47,770 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0157 |
1.0% |
46% |
False |
False |
38,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8368 |
|
2.618 |
1.7723 |
|
1.618 |
1.7328 |
|
1.000 |
1.7084 |
|
0.618 |
1.6933 |
|
HIGH |
1.6689 |
|
0.618 |
1.6538 |
|
0.500 |
1.6492 |
|
0.382 |
1.6445 |
|
LOW |
1.6294 |
|
0.618 |
1.6050 |
|
1.000 |
1.5899 |
|
1.618 |
1.5655 |
|
2.618 |
1.5260 |
|
4.250 |
1.4615 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6492 |
1.6492 |
| PP |
1.6430 |
1.6430 |
| S1 |
1.6368 |
1.6368 |
|