CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6750 |
1.6730 |
-0.0020 |
-0.1% |
1.6390 |
| High |
1.6750 |
1.6770 |
0.0020 |
0.1% |
1.6610 |
| Low |
1.6593 |
1.6543 |
-0.0050 |
-0.3% |
1.6274 |
| Close |
1.6725 |
1.6544 |
-0.0181 |
-1.1% |
1.6588 |
| Range |
0.0157 |
0.0227 |
0.0070 |
44.6% |
0.0336 |
| ATR |
0.0164 |
0.0168 |
0.0005 |
2.8% |
0.0000 |
| Volume |
129 |
81 |
-48 |
-37.2% |
523 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7300 |
1.7149 |
1.6669 |
|
| R3 |
1.7073 |
1.6922 |
1.6606 |
|
| R2 |
1.6846 |
1.6846 |
1.6586 |
|
| R1 |
1.6695 |
1.6695 |
1.6565 |
1.6657 |
| PP |
1.6619 |
1.6619 |
1.6619 |
1.6600 |
| S1 |
1.6468 |
1.6468 |
1.6523 |
1.6430 |
| S2 |
1.6392 |
1.6392 |
1.6502 |
|
| S3 |
1.6165 |
1.6241 |
1.6482 |
|
| S4 |
1.5938 |
1.6014 |
1.6419 |
|
|
| 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 |
1.7735 |
|
2.618 |
1.7364 |
|
1.618 |
1.7137 |
|
1.000 |
1.6997 |
|
0.618 |
1.6910 |
|
HIGH |
1.6770 |
|
0.618 |
1.6683 |
|
0.500 |
1.6657 |
|
0.382 |
1.6630 |
|
LOW |
1.6543 |
|
0.618 |
1.6403 |
|
1.000 |
1.6316 |
|
1.618 |
1.6176 |
|
2.618 |
1.5949 |
|
4.250 |
1.5578 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6657 |
1.6683 |
| PP |
1.6619 |
1.6636 |
| S1 |
1.6582 |
1.6590 |
|