CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6538 |
1.6462 |
-0.0076 |
-0.5% |
1.6518 |
| High |
1.6680 |
1.6514 |
-0.0166 |
-1.0% |
1.6722 |
| Low |
1.6420 |
1.6313 |
-0.0107 |
-0.7% |
1.6378 |
| Close |
1.6427 |
1.6439 |
0.0012 |
0.1% |
1.6427 |
| Range |
0.0260 |
0.0201 |
-0.0059 |
-22.7% |
0.0344 |
| ATR |
0.0201 |
0.0201 |
0.0000 |
0.0% |
0.0000 |
| Volume |
92,306 |
138,541 |
46,235 |
50.1% |
602,491 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7025 |
1.6933 |
1.6550 |
|
| R3 |
1.6824 |
1.6732 |
1.6494 |
|
| R2 |
1.6623 |
1.6623 |
1.6476 |
|
| R1 |
1.6531 |
1.6531 |
1.6457 |
1.6477 |
| PP |
1.6422 |
1.6422 |
1.6422 |
1.6395 |
| S1 |
1.6330 |
1.6330 |
1.6421 |
1.6276 |
| S2 |
1.6221 |
1.6221 |
1.6402 |
|
| S3 |
1.6020 |
1.6129 |
1.6384 |
|
| S4 |
1.5819 |
1.5928 |
1.6328 |
|
|
| 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 |
1.6313 |
0.0409 |
2.5% |
0.0212 |
1.3% |
31% |
False |
True |
113,639 |
| 10 |
1.6745 |
1.6270 |
0.0475 |
2.9% |
0.0220 |
1.3% |
36% |
False |
False |
114,897 |
| 20 |
1.6876 |
1.6270 |
0.0606 |
3.7% |
0.0197 |
1.2% |
28% |
False |
False |
114,843 |
| 40 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0196 |
1.2% |
63% |
False |
False |
125,383 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0190 |
1.2% |
63% |
False |
False |
123,345 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.1% |
0.0185 |
1.1% |
63% |
False |
False |
94,627 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0174 |
1.1% |
56% |
False |
False |
75,724 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.1% |
0.0170 |
1.0% |
56% |
False |
False |
63,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7368 |
|
2.618 |
1.7040 |
|
1.618 |
1.6839 |
|
1.000 |
1.6715 |
|
0.618 |
1.6638 |
|
HIGH |
1.6514 |
|
0.618 |
1.6437 |
|
0.500 |
1.6414 |
|
0.382 |
1.6390 |
|
LOW |
1.6313 |
|
0.618 |
1.6189 |
|
1.000 |
1.6112 |
|
1.618 |
1.5988 |
|
2.618 |
1.5787 |
|
4.250 |
1.5459 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6431 |
1.6518 |
| PP |
1.6422 |
1.6491 |
| S1 |
1.6414 |
1.6465 |
|