CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6397 |
1.6423 |
0.0026 |
0.2% |
1.6293 |
| High |
1.6453 |
1.6600 |
0.0147 |
0.9% |
1.6602 |
| Low |
1.6258 |
1.6396 |
0.0138 |
0.8% |
1.6245 |
| Close |
1.6398 |
1.6589 |
0.0191 |
1.2% |
1.6442 |
| Range |
0.0195 |
0.0204 |
0.0009 |
4.6% |
0.0357 |
| ATR |
0.0193 |
0.0194 |
0.0001 |
0.4% |
0.0000 |
| Volume |
130,234 |
133,604 |
3,370 |
2.6% |
779,156 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7140 |
1.7069 |
1.6701 |
|
| R3 |
1.6936 |
1.6865 |
1.6645 |
|
| R2 |
1.6732 |
1.6732 |
1.6626 |
|
| R1 |
1.6661 |
1.6661 |
1.6608 |
1.6697 |
| PP |
1.6528 |
1.6528 |
1.6528 |
1.6546 |
| S1 |
1.6457 |
1.6457 |
1.6570 |
1.6493 |
| S2 |
1.6324 |
1.6324 |
1.6552 |
|
| S3 |
1.6120 |
1.6253 |
1.6533 |
|
| S4 |
1.5916 |
1.6049 |
1.6477 |
|
|
| 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% |
0.0198 |
1.2% |
96% |
False |
False |
147,352 |
| 10 |
1.6689 |
1.6245 |
0.0444 |
2.7% |
0.0202 |
1.2% |
77% |
False |
False |
147,418 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
5.9% |
0.0202 |
1.2% |
90% |
False |
False |
134,169 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0187 |
1.1% |
85% |
False |
False |
123,876 |
| 60 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0180 |
1.1% |
85% |
False |
False |
83,490 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0167 |
1.0% |
67% |
False |
False |
62,646 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0164 |
1.0% |
67% |
False |
False |
50,132 |
| 120 |
1.7028 |
1.5449 |
0.1579 |
9.5% |
0.0149 |
0.9% |
72% |
False |
False |
41,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7467 |
|
2.618 |
1.7134 |
|
1.618 |
1.6930 |
|
1.000 |
1.6804 |
|
0.618 |
1.6726 |
|
HIGH |
1.6600 |
|
0.618 |
1.6522 |
|
0.500 |
1.6498 |
|
0.382 |
1.6474 |
|
LOW |
1.6396 |
|
0.618 |
1.6270 |
|
1.000 |
1.6192 |
|
1.618 |
1.6066 |
|
2.618 |
1.5862 |
|
4.250 |
1.5529 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6559 |
1.6536 |
| PP |
1.6528 |
1.6482 |
| S1 |
1.6498 |
1.6429 |
|