CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6659 |
1.6750 |
0.0091 |
0.5% |
1.6390 |
| High |
1.6822 |
1.6750 |
-0.0072 |
-0.4% |
1.6610 |
| Low |
1.6659 |
1.6593 |
-0.0066 |
-0.4% |
1.6274 |
| Close |
1.6740 |
1.6725 |
-0.0015 |
-0.1% |
1.6588 |
| Range |
0.0163 |
0.0157 |
-0.0006 |
-3.7% |
0.0336 |
| ATR |
0.0164 |
0.0164 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
63 |
129 |
66 |
104.8% |
523 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7160 |
1.7100 |
1.6811 |
|
| R3 |
1.7003 |
1.6943 |
1.6768 |
|
| R2 |
1.6846 |
1.6846 |
1.6754 |
|
| R1 |
1.6786 |
1.6786 |
1.6739 |
1.6738 |
| PP |
1.6689 |
1.6689 |
1.6689 |
1.6665 |
| S1 |
1.6629 |
1.6629 |
1.6711 |
1.6581 |
| S2 |
1.6532 |
1.6532 |
1.6696 |
|
| S3 |
1.6375 |
1.6472 |
1.6682 |
|
| S4 |
1.6218 |
1.6315 |
1.6639 |
|
|
| 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 |
1.7417 |
|
2.618 |
1.7161 |
|
1.618 |
1.7004 |
|
1.000 |
1.6907 |
|
0.618 |
1.6847 |
|
HIGH |
1.6750 |
|
0.618 |
1.6690 |
|
0.500 |
1.6672 |
|
0.382 |
1.6653 |
|
LOW |
1.6593 |
|
0.618 |
1.6496 |
|
1.000 |
1.6436 |
|
1.618 |
1.6339 |
|
2.618 |
1.6182 |
|
4.250 |
1.5926 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6707 |
1.6707 |
| PP |
1.6689 |
1.6689 |
| S1 |
1.6672 |
1.6671 |
|