CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6276 |
1.6222 |
-0.0054 |
-0.3% |
1.6462 |
| High |
1.6340 |
1.6324 |
-0.0016 |
-0.1% |
1.6514 |
| Low |
1.6197 |
1.6190 |
-0.0007 |
0.0% |
1.6165 |
| Close |
1.6240 |
1.6242 |
0.0002 |
0.0% |
1.6240 |
| Range |
0.0143 |
0.0134 |
-0.0009 |
-6.3% |
0.0349 |
| ATR |
0.0194 |
0.0190 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
78,867 |
26,298 |
-52,569 |
-66.7% |
651,387 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6654 |
1.6582 |
1.6316 |
|
| R3 |
1.6520 |
1.6448 |
1.6279 |
|
| R2 |
1.6386 |
1.6386 |
1.6267 |
|
| R1 |
1.6314 |
1.6314 |
1.6254 |
1.6350 |
| PP |
1.6252 |
1.6252 |
1.6252 |
1.6270 |
| S1 |
1.6180 |
1.6180 |
1.6230 |
1.6216 |
| S2 |
1.6118 |
1.6118 |
1.6217 |
|
| S3 |
1.5984 |
1.6046 |
1.6205 |
|
| S4 |
1.5850 |
1.5912 |
1.6168 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7353 |
1.7146 |
1.6432 |
|
| R3 |
1.7004 |
1.6797 |
1.6336 |
|
| R2 |
1.6655 |
1.6655 |
1.6304 |
|
| R1 |
1.6448 |
1.6448 |
1.6272 |
1.6377 |
| PP |
1.6306 |
1.6306 |
1.6306 |
1.6271 |
| S1 |
1.6099 |
1.6099 |
1.6208 |
1.6028 |
| S2 |
1.5957 |
1.5957 |
1.6176 |
|
| S3 |
1.5608 |
1.5750 |
1.6144 |
|
| S4 |
1.5259 |
1.5401 |
1.6048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6477 |
1.6165 |
0.0312 |
1.9% |
0.0169 |
1.0% |
25% |
False |
False |
107,828 |
| 10 |
1.6722 |
1.6165 |
0.0557 |
3.4% |
0.0190 |
1.2% |
14% |
False |
False |
110,734 |
| 20 |
1.6876 |
1.6165 |
0.0711 |
4.4% |
0.0193 |
1.2% |
11% |
False |
False |
110,659 |
| 40 |
1.6876 |
1.6165 |
0.0711 |
4.4% |
0.0193 |
1.2% |
11% |
False |
False |
123,350 |
| 60 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0189 |
1.2% |
46% |
False |
False |
123,529 |
| 80 |
1.6876 |
1.5702 |
0.1174 |
7.2% |
0.0184 |
1.1% |
46% |
False |
False |
101,335 |
| 100 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0177 |
1.1% |
41% |
False |
False |
81,110 |
| 120 |
1.7028 |
1.5702 |
0.1326 |
8.2% |
0.0169 |
1.0% |
41% |
False |
False |
67,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6894 |
|
2.618 |
1.6675 |
|
1.618 |
1.6541 |
|
1.000 |
1.6458 |
|
0.618 |
1.6407 |
|
HIGH |
1.6324 |
|
0.618 |
1.6273 |
|
0.500 |
1.6257 |
|
0.382 |
1.6241 |
|
LOW |
1.6190 |
|
0.618 |
1.6107 |
|
1.000 |
1.6056 |
|
1.618 |
1.5973 |
|
2.618 |
1.5839 |
|
4.250 |
1.5621 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6257 |
1.6268 |
| PP |
1.6252 |
1.6259 |
| S1 |
1.6247 |
1.6251 |
|