CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6612 |
1.6582 |
-0.0030 |
-0.2% |
1.6703 |
| High |
1.6618 |
1.6745 |
0.0127 |
0.8% |
1.6876 |
| Low |
1.6495 |
1.6577 |
0.0082 |
0.5% |
1.6457 |
| Close |
1.6589 |
1.6713 |
0.0124 |
0.7% |
1.6480 |
| Range |
0.0123 |
0.0168 |
0.0045 |
36.6% |
0.0419 |
| ATR |
0.0176 |
0.0175 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
76,332 |
101,546 |
25,214 |
33.0% |
525,067 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7182 |
1.7116 |
1.6805 |
|
| R3 |
1.7014 |
1.6948 |
1.6759 |
|
| R2 |
1.6846 |
1.6846 |
1.6744 |
|
| R1 |
1.6780 |
1.6780 |
1.6728 |
1.6813 |
| PP |
1.6678 |
1.6678 |
1.6678 |
1.6695 |
| S1 |
1.6612 |
1.6612 |
1.6698 |
1.6645 |
| S2 |
1.6510 |
1.6510 |
1.6682 |
|
| S3 |
1.6342 |
1.6444 |
1.6667 |
|
| S4 |
1.6174 |
1.6276 |
1.6621 |
|
|
| 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 |
1.6746 |
1.6457 |
0.0289 |
1.7% |
0.0167 |
1.0% |
89% |
False |
False |
97,325 |
| 10 |
1.6876 |
1.6457 |
0.0419 |
2.5% |
0.0154 |
0.9% |
61% |
False |
False |
109,453 |
| 20 |
1.6876 |
1.6258 |
0.0618 |
3.7% |
0.0175 |
1.0% |
74% |
False |
False |
122,046 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.0% |
0.0181 |
1.1% |
86% |
False |
False |
124,971 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.0% |
0.0181 |
1.1% |
86% |
False |
False |
111,609 |
| 80 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0177 |
1.1% |
76% |
False |
False |
83,928 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0166 |
1.0% |
76% |
False |
False |
67,163 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
7.9% |
0.0160 |
1.0% |
76% |
False |
False |
55,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7459 |
|
2.618 |
1.7185 |
|
1.618 |
1.7017 |
|
1.000 |
1.6913 |
|
0.618 |
1.6849 |
|
HIGH |
1.6745 |
|
0.618 |
1.6681 |
|
0.500 |
1.6661 |
|
0.382 |
1.6641 |
|
LOW |
1.6577 |
|
0.618 |
1.6473 |
|
1.000 |
1.6409 |
|
1.618 |
1.6305 |
|
2.618 |
1.6137 |
|
4.250 |
1.5863 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6696 |
1.6678 |
| PP |
1.6678 |
1.6643 |
| S1 |
1.6661 |
1.6608 |
|