CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6423 |
1.6556 |
0.0133 |
0.8% |
1.6293 |
| High |
1.6600 |
1.6632 |
0.0032 |
0.2% |
1.6602 |
| Low |
1.6396 |
1.6463 |
0.0067 |
0.4% |
1.6245 |
| Close |
1.6589 |
1.6582 |
-0.0007 |
0.0% |
1.6442 |
| Range |
0.0204 |
0.0169 |
-0.0035 |
-17.2% |
0.0357 |
| ATR |
0.0194 |
0.0192 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
133,604 |
124,132 |
-9,472 |
-7.1% |
779,156 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7066 |
1.6993 |
1.6675 |
|
| R3 |
1.6897 |
1.6824 |
1.6628 |
|
| R2 |
1.6728 |
1.6728 |
1.6613 |
|
| R1 |
1.6655 |
1.6655 |
1.6597 |
1.6692 |
| PP |
1.6559 |
1.6559 |
1.6559 |
1.6577 |
| S1 |
1.6486 |
1.6486 |
1.6567 |
1.6523 |
| S2 |
1.6390 |
1.6390 |
1.6551 |
|
| S3 |
1.6221 |
1.6317 |
1.6536 |
|
| S4 |
1.6052 |
1.6148 |
1.6489 |
|
|
| 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 |
1.6632 |
1.6258 |
0.0374 |
2.3% |
0.0178 |
1.1% |
87% |
True |
False |
137,897 |
| 10 |
1.6689 |
1.6245 |
0.0444 |
2.7% |
0.0204 |
1.2% |
76% |
False |
False |
143,578 |
| 20 |
1.6689 |
1.5702 |
0.0987 |
6.0% |
0.0202 |
1.2% |
89% |
False |
False |
135,460 |
| 40 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0186 |
1.1% |
85% |
False |
False |
125,905 |
| 60 |
1.6742 |
1.5702 |
0.1040 |
6.3% |
0.0181 |
1.1% |
85% |
False |
False |
85,559 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0168 |
1.0% |
66% |
False |
False |
64,197 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0164 |
1.0% |
66% |
False |
False |
51,372 |
| 120 |
1.7028 |
1.5449 |
0.1579 |
9.5% |
0.0151 |
0.9% |
72% |
False |
False |
42,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7350 |
|
2.618 |
1.7074 |
|
1.618 |
1.6905 |
|
1.000 |
1.6801 |
|
0.618 |
1.6736 |
|
HIGH |
1.6632 |
|
0.618 |
1.6567 |
|
0.500 |
1.6548 |
|
0.382 |
1.6528 |
|
LOW |
1.6463 |
|
0.618 |
1.6359 |
|
1.000 |
1.6294 |
|
1.618 |
1.6190 |
|
2.618 |
1.6021 |
|
4.250 |
1.5745 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6571 |
1.6536 |
| PP |
1.6559 |
1.6491 |
| S1 |
1.6548 |
1.6445 |
|