CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6392 |
1.6397 |
0.0005 |
0.0% |
1.6293 |
| High |
1.6476 |
1.6453 |
-0.0023 |
-0.1% |
1.6602 |
| Low |
1.6323 |
1.6258 |
-0.0065 |
-0.4% |
1.6245 |
| Close |
1.6383 |
1.6398 |
0.0015 |
0.1% |
1.6442 |
| Range |
0.0153 |
0.0195 |
0.0042 |
27.5% |
0.0357 |
| ATR |
0.0193 |
0.0193 |
0.0000 |
0.1% |
0.0000 |
| Volume |
147,701 |
130,234 |
-17,467 |
-11.8% |
779,156 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6955 |
1.6871 |
1.6505 |
|
| R3 |
1.6760 |
1.6676 |
1.6452 |
|
| R2 |
1.6565 |
1.6565 |
1.6434 |
|
| R1 |
1.6481 |
1.6481 |
1.6416 |
1.6523 |
| PP |
1.6370 |
1.6370 |
1.6370 |
1.6391 |
| S1 |
1.6286 |
1.6286 |
1.6380 |
1.6328 |
| S2 |
1.6175 |
1.6175 |
1.6362 |
|
| S3 |
1.5980 |
1.6091 |
1.6344 |
|
| S4 |
1.5785 |
1.5896 |
1.6291 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7501 |
1.7328 |
1.6638 |
|
| R3 |
1.7144 |
1.6971 |
1.6540 |
|
| R2 |
1.6787 |
1.6787 |
1.6507 |
|
| R1 |
1.6614 |
1.6614 |
1.6475 |
1.6701 |
| PP |
1.6430 |
1.6430 |
1.6430 |
1.6473 |
| S1 |
1.6257 |
1.6257 |
1.6409 |
1.6344 |
| S2 |
1.6073 |
1.6073 |
1.6377 |
|
| S3 |
1.5716 |
1.5900 |
1.6344 |
|
| S4 |
1.5359 |
1.5543 |
1.6246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6602 |
1.6258 |
0.0344 |
2.1% |
0.0194 |
1.2% |
41% |
False |
True |
149,027 |
| 10 |
1.6689 |
1.6245 |
0.0444 |
2.7% |
0.0211 |
1.3% |
34% |
False |
False |
146,549 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
6.0% |
0.0198 |
1.2% |
71% |
False |
False |
133,081 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0185 |
1.1% |
67% |
False |
False |
121,088 |
| 60 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0178 |
1.1% |
67% |
False |
False |
81,266 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0166 |
1.0% |
52% |
False |
False |
60,978 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0163 |
1.0% |
52% |
False |
False |
48,796 |
| 120 |
1.7028 |
1.5300 |
0.1728 |
10.5% |
0.0147 |
0.9% |
64% |
False |
False |
40,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7282 |
|
2.618 |
1.6964 |
|
1.618 |
1.6769 |
|
1.000 |
1.6648 |
|
0.618 |
1.6574 |
|
HIGH |
1.6453 |
|
0.618 |
1.6379 |
|
0.500 |
1.6356 |
|
0.382 |
1.6332 |
|
LOW |
1.6258 |
|
0.618 |
1.6137 |
|
1.000 |
1.6063 |
|
1.618 |
1.5942 |
|
2.618 |
1.5747 |
|
4.250 |
1.5429 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6384 |
1.6417 |
| PP |
1.6370 |
1.6410 |
| S1 |
1.6356 |
1.6404 |
|