CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6600 |
1.6735 |
0.0135 |
0.8% |
1.6659 |
| High |
1.6690 |
1.6850 |
0.0160 |
1.0% |
1.6822 |
| Low |
1.6600 |
1.6733 |
0.0133 |
0.8% |
1.6515 |
| Close |
1.6661 |
1.6824 |
0.0163 |
1.0% |
1.6661 |
| Range |
0.0090 |
0.0117 |
0.0027 |
30.0% |
0.0307 |
| ATR |
0.0160 |
0.0162 |
0.0002 |
1.3% |
0.0000 |
| Volume |
93 |
111 |
18 |
19.4% |
445 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7153 |
1.7106 |
1.6888 |
|
| R3 |
1.7036 |
1.6989 |
1.6856 |
|
| R2 |
1.6919 |
1.6919 |
1.6845 |
|
| R1 |
1.6872 |
1.6872 |
1.6835 |
1.6896 |
| PP |
1.6802 |
1.6802 |
1.6802 |
1.6814 |
| S1 |
1.6755 |
1.6755 |
1.6813 |
1.6779 |
| S2 |
1.6685 |
1.6685 |
1.6803 |
|
| S3 |
1.6568 |
1.6638 |
1.6792 |
|
| S4 |
1.6451 |
1.6521 |
1.6760 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7587 |
1.7431 |
1.6830 |
|
| R3 |
1.7280 |
1.7124 |
1.6745 |
|
| R2 |
1.6973 |
1.6973 |
1.6717 |
|
| R1 |
1.6817 |
1.6817 |
1.6689 |
1.6895 |
| PP |
1.6666 |
1.6666 |
1.6666 |
1.6705 |
| S1 |
1.6510 |
1.6510 |
1.6633 |
1.6588 |
| S2 |
1.6359 |
1.6359 |
1.6605 |
|
| S3 |
1.6052 |
1.6203 |
1.6577 |
|
| S4 |
1.5745 |
1.5896 |
1.6492 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7347 |
|
2.618 |
1.7156 |
|
1.618 |
1.7039 |
|
1.000 |
1.6967 |
|
0.618 |
1.6922 |
|
HIGH |
1.6850 |
|
0.618 |
1.6805 |
|
0.500 |
1.6792 |
|
0.382 |
1.6778 |
|
LOW |
1.6733 |
|
0.618 |
1.6661 |
|
1.000 |
1.6616 |
|
1.618 |
1.6544 |
|
2.618 |
1.6427 |
|
4.250 |
1.6236 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6813 |
1.6777 |
| PP |
1.6802 |
1.6730 |
| S1 |
1.6792 |
1.6683 |
|