CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6446 |
1.6612 |
0.0166 |
1.0% |
1.6475 |
| High |
1.6648 |
1.6697 |
0.0049 |
0.3% |
1.6745 |
| Low |
1.6390 |
1.6549 |
0.0159 |
1.0% |
1.6270 |
| Close |
1.6639 |
1.6640 |
0.0001 |
0.0% |
1.6491 |
| Range |
0.0258 |
0.0148 |
-0.0110 |
-42.6% |
0.0475 |
| ATR |
0.0201 |
0.0197 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
119,873 |
118,906 |
-967 |
-0.8% |
407,947 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7073 |
1.7004 |
1.6721 |
|
| R3 |
1.6925 |
1.6856 |
1.6681 |
|
| R2 |
1.6777 |
1.6777 |
1.6667 |
|
| R1 |
1.6708 |
1.6708 |
1.6654 |
1.6743 |
| PP |
1.6629 |
1.6629 |
1.6629 |
1.6646 |
| S1 |
1.6560 |
1.6560 |
1.6626 |
1.6595 |
| S2 |
1.6481 |
1.6481 |
1.6613 |
|
| S3 |
1.6333 |
1.6412 |
1.6599 |
|
| S4 |
1.6185 |
1.6264 |
1.6559 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7927 |
1.7684 |
1.6752 |
|
| R3 |
1.7452 |
1.7209 |
1.6622 |
|
| R2 |
1.6977 |
1.6977 |
1.6578 |
|
| R1 |
1.6734 |
1.6734 |
1.6535 |
1.6856 |
| PP |
1.6502 |
1.6502 |
1.6502 |
1.6563 |
| S1 |
1.6259 |
1.6259 |
1.6447 |
1.6381 |
| S2 |
1.6027 |
1.6027 |
1.6404 |
|
| S3 |
1.5552 |
1.5784 |
1.6360 |
|
| S4 |
1.5077 |
1.5309 |
1.6230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6745 |
1.6270 |
0.0475 |
2.9% |
0.0249 |
1.5% |
78% |
False |
False |
125,760 |
| 10 |
1.6844 |
1.6270 |
0.0574 |
3.4% |
0.0205 |
1.2% |
64% |
False |
False |
112,009 |
| 20 |
1.6876 |
1.6270 |
0.0606 |
3.6% |
0.0189 |
1.1% |
61% |
False |
False |
118,251 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0194 |
1.2% |
80% |
False |
False |
125,666 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0187 |
1.1% |
80% |
False |
False |
120,142 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0181 |
1.1% |
80% |
False |
False |
90,512 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0170 |
1.0% |
71% |
False |
False |
72,432 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.0% |
0.0167 |
1.0% |
71% |
False |
False |
60,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7326 |
|
2.618 |
1.7084 |
|
1.618 |
1.6936 |
|
1.000 |
1.6845 |
|
0.618 |
1.6788 |
|
HIGH |
1.6697 |
|
0.618 |
1.6640 |
|
0.500 |
1.6623 |
|
0.382 |
1.6606 |
|
LOW |
1.6549 |
|
0.618 |
1.6458 |
|
1.000 |
1.6401 |
|
1.618 |
1.6310 |
|
2.618 |
1.6162 |
|
4.250 |
1.5920 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6634 |
1.6606 |
| PP |
1.6629 |
1.6572 |
| S1 |
1.6623 |
1.6538 |
|