CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6475 |
1.6612 |
0.0137 |
0.8% |
1.6703 |
| High |
1.6653 |
1.6618 |
-0.0035 |
-0.2% |
1.6876 |
| Low |
1.6471 |
1.6495 |
0.0024 |
0.1% |
1.6457 |
| Close |
1.6618 |
1.6589 |
-0.0029 |
-0.2% |
1.6480 |
| Range |
0.0182 |
0.0123 |
-0.0059 |
-32.4% |
0.0419 |
| ATR |
0.0180 |
0.0176 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
114,426 |
76,332 |
-38,094 |
-33.3% |
525,067 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6936 |
1.6886 |
1.6657 |
|
| R3 |
1.6813 |
1.6763 |
1.6623 |
|
| R2 |
1.6690 |
1.6690 |
1.6612 |
|
| R1 |
1.6640 |
1.6640 |
1.6600 |
1.6604 |
| PP |
1.6567 |
1.6567 |
1.6567 |
1.6549 |
| S1 |
1.6517 |
1.6517 |
1.6578 |
1.6481 |
| S2 |
1.6444 |
1.6444 |
1.6566 |
|
| S3 |
1.6321 |
1.6394 |
1.6555 |
|
| S4 |
1.6198 |
1.6271 |
1.6521 |
|
|
| 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 |
1.6844 |
1.6457 |
0.0387 |
2.3% |
0.0160 |
1.0% |
34% |
False |
False |
98,258 |
| 10 |
1.6876 |
1.6457 |
0.0419 |
2.5% |
0.0164 |
1.0% |
32% |
False |
False |
112,881 |
| 20 |
1.6876 |
1.6258 |
0.0618 |
3.7% |
0.0175 |
1.1% |
54% |
False |
False |
124,068 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0181 |
1.1% |
76% |
False |
False |
125,931 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0183 |
1.1% |
76% |
False |
False |
109,949 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0176 |
1.1% |
67% |
False |
False |
82,662 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0166 |
1.0% |
67% |
False |
False |
66,148 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0160 |
1.0% |
67% |
False |
False |
55,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7141 |
|
2.618 |
1.6940 |
|
1.618 |
1.6817 |
|
1.000 |
1.6741 |
|
0.618 |
1.6694 |
|
HIGH |
1.6618 |
|
0.618 |
1.6571 |
|
0.500 |
1.6557 |
|
0.382 |
1.6542 |
|
LOW |
1.6495 |
|
0.618 |
1.6419 |
|
1.000 |
1.6372 |
|
1.618 |
1.6296 |
|
2.618 |
1.6173 |
|
4.250 |
1.5972 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6578 |
1.6581 |
| PP |
1.6567 |
1.6574 |
| S1 |
1.6557 |
1.6566 |
|