CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6602 |
1.6659 |
0.0057 |
0.3% |
1.6390 |
| High |
1.6610 |
1.6822 |
0.0212 |
1.3% |
1.6610 |
| Low |
1.6519 |
1.6659 |
0.0140 |
0.8% |
1.6274 |
| Close |
1.6588 |
1.6740 |
0.0152 |
0.9% |
1.6588 |
| Range |
0.0091 |
0.0163 |
0.0072 |
79.1% |
0.0336 |
| ATR |
0.0159 |
0.0164 |
0.0005 |
3.4% |
0.0000 |
| Volume |
211 |
63 |
-148 |
-70.1% |
523 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7229 |
1.7148 |
1.6830 |
|
| R3 |
1.7066 |
1.6985 |
1.6785 |
|
| R2 |
1.6903 |
1.6903 |
1.6770 |
|
| R1 |
1.6822 |
1.6822 |
1.6755 |
1.6863 |
| PP |
1.6740 |
1.6740 |
1.6740 |
1.6761 |
| S1 |
1.6659 |
1.6659 |
1.6725 |
1.6700 |
| S2 |
1.6577 |
1.6577 |
1.6710 |
|
| S3 |
1.6414 |
1.6496 |
1.6695 |
|
| S4 |
1.6251 |
1.6333 |
1.6650 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7499 |
1.7379 |
1.6773 |
|
| R3 |
1.7163 |
1.7043 |
1.6680 |
|
| R2 |
1.6827 |
1.6827 |
1.6650 |
|
| R1 |
1.6707 |
1.6707 |
1.6619 |
1.6767 |
| PP |
1.6491 |
1.6491 |
1.6491 |
1.6521 |
| S1 |
1.6371 |
1.6371 |
1.6557 |
1.6431 |
| S2 |
1.6155 |
1.6155 |
1.6526 |
|
| S3 |
1.5819 |
1.6035 |
1.6496 |
|
| S4 |
1.5483 |
1.5699 |
1.6403 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7515 |
|
2.618 |
1.7249 |
|
1.618 |
1.7086 |
|
1.000 |
1.6985 |
|
0.618 |
1.6923 |
|
HIGH |
1.6822 |
|
0.618 |
1.6760 |
|
0.500 |
1.6741 |
|
0.382 |
1.6721 |
|
LOW |
1.6659 |
|
0.618 |
1.6558 |
|
1.000 |
1.6496 |
|
1.618 |
1.6395 |
|
2.618 |
1.6232 |
|
4.250 |
1.5966 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6741 |
1.6708 |
| PP |
1.6740 |
1.6676 |
| S1 |
1.6740 |
1.6645 |
|