CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6635 |
1.6538 |
-0.0097 |
-0.6% |
1.6518 |
| High |
1.6722 |
1.6680 |
-0.0042 |
-0.3% |
1.6722 |
| Low |
1.6530 |
1.6420 |
-0.0110 |
-0.7% |
1.6378 |
| Close |
1.6564 |
1.6427 |
-0.0137 |
-0.8% |
1.6427 |
| Range |
0.0192 |
0.0260 |
0.0068 |
35.4% |
0.0344 |
| ATR |
0.0197 |
0.0201 |
0.0005 |
2.3% |
0.0000 |
| Volume |
98,572 |
92,306 |
-6,266 |
-6.4% |
602,491 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7289 |
1.7118 |
1.6570 |
|
| R3 |
1.7029 |
1.6858 |
1.6499 |
|
| R2 |
1.6769 |
1.6769 |
1.6475 |
|
| R1 |
1.6598 |
1.6598 |
1.6451 |
1.6554 |
| PP |
1.6509 |
1.6509 |
1.6509 |
1.6487 |
| S1 |
1.6338 |
1.6338 |
1.6403 |
1.6294 |
| S2 |
1.6249 |
1.6249 |
1.6379 |
|
| S3 |
1.5989 |
1.6078 |
1.6356 |
|
| S4 |
1.5729 |
1.5818 |
1.6284 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7541 |
1.7328 |
1.6616 |
|
| R3 |
1.7197 |
1.6984 |
1.6522 |
|
| R2 |
1.6853 |
1.6853 |
1.6490 |
|
| R1 |
1.6640 |
1.6640 |
1.6459 |
1.6575 |
| PP |
1.6509 |
1.6509 |
1.6509 |
1.6476 |
| S1 |
1.6296 |
1.6296 |
1.6395 |
1.6231 |
| S2 |
1.6165 |
1.6165 |
1.6364 |
|
| S3 |
1.5821 |
1.5952 |
1.6332 |
|
| S4 |
1.5477 |
1.5608 |
1.6238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6722 |
1.6378 |
0.0344 |
2.1% |
0.0215 |
1.3% |
14% |
False |
False |
120,498 |
| 10 |
1.6745 |
1.6270 |
0.0475 |
2.9% |
0.0222 |
1.4% |
33% |
False |
False |
110,438 |
| 20 |
1.6876 |
1.6270 |
0.0606 |
3.7% |
0.0193 |
1.2% |
26% |
False |
False |
114,908 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0197 |
1.2% |
62% |
False |
False |
125,184 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0189 |
1.1% |
62% |
False |
False |
122,239 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0184 |
1.1% |
62% |
False |
False |
92,896 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0173 |
1.1% |
55% |
False |
False |
74,339 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0169 |
1.0% |
55% |
False |
False |
61,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7785 |
|
2.618 |
1.7361 |
|
1.618 |
1.7101 |
|
1.000 |
1.6940 |
|
0.618 |
1.6841 |
|
HIGH |
1.6680 |
|
0.618 |
1.6581 |
|
0.500 |
1.6550 |
|
0.382 |
1.6519 |
|
LOW |
1.6420 |
|
0.618 |
1.6259 |
|
1.000 |
1.6160 |
|
1.618 |
1.5999 |
|
2.618 |
1.5739 |
|
4.250 |
1.5315 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6550 |
1.6571 |
| PP |
1.6509 |
1.6523 |
| S1 |
1.6468 |
1.6475 |
|