CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6703 |
1.6820 |
0.0117 |
0.7% |
1.6647 |
| High |
1.6876 |
1.6870 |
-0.0006 |
0.0% |
1.6839 |
| Low |
1.6667 |
1.6751 |
0.0084 |
0.5% |
1.6512 |
| Close |
1.6834 |
1.6793 |
-0.0041 |
-0.2% |
1.6671 |
| Range |
0.0209 |
0.0119 |
-0.0090 |
-43.1% |
0.0327 |
| ATR |
0.0188 |
0.0183 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
111,218 |
113,314 |
2,096 |
1.9% |
622,815 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7162 |
1.7096 |
1.6858 |
|
| R3 |
1.7043 |
1.6977 |
1.6826 |
|
| R2 |
1.6924 |
1.6924 |
1.6815 |
|
| R1 |
1.6858 |
1.6858 |
1.6804 |
1.6832 |
| PP |
1.6805 |
1.6805 |
1.6805 |
1.6791 |
| S1 |
1.6739 |
1.6739 |
1.6782 |
1.6713 |
| S2 |
1.6686 |
1.6686 |
1.6771 |
|
| S3 |
1.6567 |
1.6620 |
1.6760 |
|
| S4 |
1.6448 |
1.6501 |
1.6728 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7655 |
1.7490 |
1.6851 |
|
| R3 |
1.7328 |
1.7163 |
1.6761 |
|
| R2 |
1.7001 |
1.7001 |
1.6731 |
|
| R1 |
1.6836 |
1.6836 |
1.6701 |
1.6919 |
| PP |
1.6674 |
1.6674 |
1.6674 |
1.6715 |
| S1 |
1.6509 |
1.6509 |
1.6641 |
1.6592 |
| S2 |
1.6347 |
1.6347 |
1.6611 |
|
| S3 |
1.6020 |
1.6182 |
1.6581 |
|
| S4 |
1.5693 |
1.5855 |
1.6491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6876 |
1.6512 |
0.0364 |
2.2% |
0.0167 |
1.0% |
77% |
False |
False |
127,504 |
| 10 |
1.6876 |
1.6396 |
0.0480 |
2.9% |
0.0174 |
1.0% |
83% |
False |
False |
124,493 |
| 20 |
1.6876 |
1.6245 |
0.0631 |
3.8% |
0.0192 |
1.1% |
87% |
False |
False |
135,521 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.0% |
0.0187 |
1.1% |
93% |
False |
False |
129,988 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.0% |
0.0181 |
1.1% |
93% |
False |
False |
101,963 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0176 |
1.0% |
82% |
False |
False |
76,528 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0165 |
1.0% |
82% |
False |
False |
61,236 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0158 |
0.9% |
82% |
False |
False |
51,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7376 |
|
2.618 |
1.7182 |
|
1.618 |
1.7063 |
|
1.000 |
1.6989 |
|
0.618 |
1.6944 |
|
HIGH |
1.6870 |
|
0.618 |
1.6825 |
|
0.500 |
1.6811 |
|
0.382 |
1.6796 |
|
LOW |
1.6751 |
|
0.618 |
1.6677 |
|
1.000 |
1.6632 |
|
1.618 |
1.6558 |
|
2.618 |
1.6439 |
|
4.250 |
1.6245 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6811 |
1.6770 |
| PP |
1.6805 |
1.6747 |
| S1 |
1.6799 |
1.6724 |
|