CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6612 |
1.6293 |
-0.0319 |
-1.9% |
1.6315 |
| High |
1.6689 |
1.6391 |
-0.0298 |
-1.8% |
1.6689 |
| Low |
1.6294 |
1.6245 |
-0.0049 |
-0.3% |
1.6236 |
| Close |
1.6306 |
1.6299 |
-0.0007 |
0.0% |
1.6306 |
| Range |
0.0395 |
0.0146 |
-0.0249 |
-63.0% |
0.0453 |
| ATR |
0.0201 |
0.0197 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
120,956 |
180,294 |
59,338 |
49.1% |
643,340 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6750 |
1.6670 |
1.6379 |
|
| R3 |
1.6604 |
1.6524 |
1.6339 |
|
| R2 |
1.6458 |
1.6458 |
1.6326 |
|
| R1 |
1.6378 |
1.6378 |
1.6312 |
1.6418 |
| PP |
1.6312 |
1.6312 |
1.6312 |
1.6332 |
| S1 |
1.6232 |
1.6232 |
1.6286 |
1.6272 |
| S2 |
1.6166 |
1.6166 |
1.6272 |
|
| S3 |
1.6020 |
1.6086 |
1.6259 |
|
| S4 |
1.5874 |
1.5940 |
1.6219 |
|
|
| 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 |
1.6245 |
0.0444 |
2.7% |
0.0229 |
1.4% |
12% |
False |
True |
139,546 |
| 10 |
1.6689 |
1.5702 |
0.0987 |
6.1% |
0.0213 |
1.3% |
60% |
False |
False |
131,915 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
6.1% |
0.0187 |
1.1% |
60% |
False |
False |
126,634 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.4% |
0.0186 |
1.1% |
57% |
False |
False |
99,693 |
| 60 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0178 |
1.1% |
45% |
False |
False |
66,670 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0164 |
1.0% |
45% |
False |
False |
50,023 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0157 |
1.0% |
45% |
False |
False |
40,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7012 |
|
2.618 |
1.6773 |
|
1.618 |
1.6627 |
|
1.000 |
1.6537 |
|
0.618 |
1.6481 |
|
HIGH |
1.6391 |
|
0.618 |
1.6335 |
|
0.500 |
1.6318 |
|
0.382 |
1.6301 |
|
LOW |
1.6245 |
|
0.618 |
1.6155 |
|
1.000 |
1.6099 |
|
1.618 |
1.6009 |
|
2.618 |
1.5863 |
|
4.250 |
1.5625 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6318 |
1.6467 |
| PP |
1.6312 |
1.6411 |
| S1 |
1.6305 |
1.6355 |
|