CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6271 |
1.6283 |
0.0012 |
0.1% |
1.6518 |
| High |
1.6378 |
1.6346 |
-0.0032 |
-0.2% |
1.6722 |
| Low |
1.6165 |
1.6215 |
0.0050 |
0.3% |
1.6378 |
| Close |
1.6244 |
1.6264 |
0.0020 |
0.1% |
1.6427 |
| Range |
0.0213 |
0.0131 |
-0.0082 |
-38.5% |
0.0344 |
| ATR |
0.0204 |
0.0198 |
-0.0005 |
-2.5% |
0.0000 |
| Volume |
147,945 |
166,612 |
18,667 |
12.6% |
602,491 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6668 |
1.6597 |
1.6336 |
|
| R3 |
1.6537 |
1.6466 |
1.6300 |
|
| R2 |
1.6406 |
1.6406 |
1.6288 |
|
| R1 |
1.6335 |
1.6335 |
1.6276 |
1.6305 |
| PP |
1.6275 |
1.6275 |
1.6275 |
1.6260 |
| S1 |
1.6204 |
1.6204 |
1.6252 |
1.6174 |
| S2 |
1.6144 |
1.6144 |
1.6240 |
|
| S3 |
1.6013 |
1.6073 |
1.6228 |
|
| S4 |
1.5882 |
1.5942 |
1.6192 |
|
|
| 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 |
1.6680 |
1.6165 |
0.0515 |
3.2% |
0.0205 |
1.3% |
19% |
False |
False |
132,965 |
| 10 |
1.6727 |
1.6165 |
0.0562 |
3.5% |
0.0230 |
1.4% |
18% |
False |
False |
129,065 |
| 20 |
1.6876 |
1.6165 |
0.0711 |
4.4% |
0.0192 |
1.2% |
14% |
False |
False |
119,259 |
| 40 |
1.6876 |
1.5988 |
0.0888 |
5.5% |
0.0198 |
1.2% |
31% |
False |
False |
128,128 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0191 |
1.2% |
48% |
False |
False |
125,376 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0185 |
1.1% |
48% |
False |
False |
100,031 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0177 |
1.1% |
42% |
False |
False |
80,061 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0170 |
1.0% |
42% |
False |
False |
66,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6903 |
|
2.618 |
1.6689 |
|
1.618 |
1.6558 |
|
1.000 |
1.6477 |
|
0.618 |
1.6427 |
|
HIGH |
1.6346 |
|
0.618 |
1.6296 |
|
0.500 |
1.6281 |
|
0.382 |
1.6265 |
|
LOW |
1.6215 |
|
0.618 |
1.6134 |
|
1.000 |
1.6084 |
|
1.618 |
1.6003 |
|
2.618 |
1.5872 |
|
4.250 |
1.5658 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6281 |
1.6321 |
| PP |
1.6275 |
1.6302 |
| S1 |
1.6270 |
1.6283 |
|