CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6395 |
1.6511 |
0.0116 |
0.7% |
1.6280 |
| High |
1.6570 |
1.6610 |
0.0040 |
0.2% |
1.6588 |
| Low |
1.6395 |
1.6467 |
0.0072 |
0.4% |
1.6280 |
| Close |
1.6582 |
1.6574 |
-0.0008 |
0.0% |
1.6436 |
| Range |
0.0175 |
0.0143 |
-0.0032 |
-18.3% |
0.0308 |
| ATR |
0.0166 |
0.0164 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
88 |
45 |
-43 |
-48.9% |
427 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6979 |
1.6920 |
1.6653 |
|
| R3 |
1.6836 |
1.6777 |
1.6613 |
|
| R2 |
1.6693 |
1.6693 |
1.6600 |
|
| R1 |
1.6634 |
1.6634 |
1.6587 |
1.6664 |
| PP |
1.6550 |
1.6550 |
1.6550 |
1.6565 |
| S1 |
1.6491 |
1.6491 |
1.6561 |
1.6521 |
| S2 |
1.6407 |
1.6407 |
1.6548 |
|
| S3 |
1.6264 |
1.6348 |
1.6535 |
|
| S4 |
1.6121 |
1.6205 |
1.6495 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7359 |
1.7205 |
1.6605 |
|
| R3 |
1.7051 |
1.6897 |
1.6521 |
|
| R2 |
1.6743 |
1.6743 |
1.6492 |
|
| R1 |
1.6589 |
1.6589 |
1.6464 |
1.6666 |
| PP |
1.6435 |
1.6435 |
1.6435 |
1.6473 |
| S1 |
1.6281 |
1.6281 |
1.6408 |
1.6358 |
| S2 |
1.6127 |
1.6127 |
1.6380 |
|
| S3 |
1.5819 |
1.5973 |
1.6351 |
|
| S4 |
1.5511 |
1.5665 |
1.6267 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7218 |
|
2.618 |
1.6984 |
|
1.618 |
1.6841 |
|
1.000 |
1.6753 |
|
0.618 |
1.6698 |
|
HIGH |
1.6610 |
|
0.618 |
1.6555 |
|
0.500 |
1.6539 |
|
0.382 |
1.6522 |
|
LOW |
1.6467 |
|
0.618 |
1.6379 |
|
1.000 |
1.6324 |
|
1.618 |
1.6236 |
|
2.618 |
1.6093 |
|
4.250 |
1.5859 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6562 |
1.6530 |
| PP |
1.6550 |
1.6486 |
| S1 |
1.6539 |
1.6442 |
|