CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6653 |
1.6475 |
-0.0178 |
-1.1% |
1.6703 |
| High |
1.6675 |
1.6653 |
-0.0022 |
-0.1% |
1.6876 |
| Low |
1.6457 |
1.6471 |
0.0014 |
0.1% |
1.6457 |
| Close |
1.6480 |
1.6618 |
0.0138 |
0.8% |
1.6480 |
| Range |
0.0218 |
0.0182 |
-0.0036 |
-16.5% |
0.0419 |
| ATR |
0.0180 |
0.0180 |
0.0000 |
0.1% |
0.0000 |
| Volume |
93,949 |
114,426 |
20,477 |
21.8% |
525,067 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7127 |
1.7054 |
1.6718 |
|
| R3 |
1.6945 |
1.6872 |
1.6668 |
|
| R2 |
1.6763 |
1.6763 |
1.6651 |
|
| R1 |
1.6690 |
1.6690 |
1.6635 |
1.6727 |
| PP |
1.6581 |
1.6581 |
1.6581 |
1.6599 |
| S1 |
1.6508 |
1.6508 |
1.6601 |
1.6545 |
| S2 |
1.6399 |
1.6399 |
1.6585 |
|
| S3 |
1.6217 |
1.6326 |
1.6568 |
|
| S4 |
1.6035 |
1.6144 |
1.6518 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7861 |
1.7590 |
1.6710 |
|
| R3 |
1.7442 |
1.7171 |
1.6595 |
|
| R2 |
1.7023 |
1.7023 |
1.6557 |
|
| R1 |
1.6752 |
1.6752 |
1.6518 |
1.6678 |
| PP |
1.6604 |
1.6604 |
1.6604 |
1.6568 |
| S1 |
1.6333 |
1.6333 |
1.6442 |
1.6259 |
| S2 |
1.6185 |
1.6185 |
1.6403 |
|
| S3 |
1.5766 |
1.5914 |
1.6365 |
|
| S4 |
1.5347 |
1.5495 |
1.6250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6870 |
1.6457 |
0.0413 |
2.5% |
0.0159 |
1.0% |
39% |
False |
False |
105,655 |
| 10 |
1.6876 |
1.6457 |
0.0419 |
2.5% |
0.0170 |
1.0% |
38% |
False |
False |
115,563 |
| 20 |
1.6876 |
1.6258 |
0.0618 |
3.7% |
0.0177 |
1.1% |
58% |
False |
False |
126,834 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0182 |
1.1% |
78% |
False |
False |
126,734 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0183 |
1.1% |
78% |
False |
False |
108,740 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0178 |
1.1% |
69% |
False |
False |
81,711 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0166 |
1.0% |
69% |
False |
False |
65,385 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0161 |
1.0% |
69% |
False |
False |
54,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7427 |
|
2.618 |
1.7129 |
|
1.618 |
1.6947 |
|
1.000 |
1.6835 |
|
0.618 |
1.6765 |
|
HIGH |
1.6653 |
|
0.618 |
1.6583 |
|
0.500 |
1.6562 |
|
0.382 |
1.6541 |
|
LOW |
1.6471 |
|
0.618 |
1.6359 |
|
1.000 |
1.6289 |
|
1.618 |
1.6177 |
|
2.618 |
1.5995 |
|
4.250 |
1.5698 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6599 |
1.6613 |
| PP |
1.6581 |
1.6607 |
| S1 |
1.6562 |
1.6602 |
|