CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6735 |
1.6817 |
0.0082 |
0.5% |
1.6659 |
| High |
1.6850 |
1.6850 |
0.0000 |
0.0% |
1.6822 |
| Low |
1.6733 |
1.6751 |
0.0018 |
0.1% |
1.6515 |
| Close |
1.6824 |
1.6782 |
-0.0042 |
-0.2% |
1.6661 |
| Range |
0.0117 |
0.0099 |
-0.0018 |
-15.4% |
0.0307 |
| ATR |
0.0162 |
0.0157 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
111 |
484 |
373 |
336.0% |
445 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7091 |
1.7036 |
1.6836 |
|
| R3 |
1.6992 |
1.6937 |
1.6809 |
|
| R2 |
1.6893 |
1.6893 |
1.6800 |
|
| R1 |
1.6838 |
1.6838 |
1.6791 |
1.6816 |
| PP |
1.6794 |
1.6794 |
1.6794 |
1.6784 |
| S1 |
1.6739 |
1.6739 |
1.6773 |
1.6717 |
| S2 |
1.6695 |
1.6695 |
1.6764 |
|
| S3 |
1.6596 |
1.6640 |
1.6755 |
|
| S4 |
1.6497 |
1.6541 |
1.6728 |
|
|
| 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 |
1.7271 |
|
2.618 |
1.7109 |
|
1.618 |
1.7010 |
|
1.000 |
1.6949 |
|
0.618 |
1.6911 |
|
HIGH |
1.6850 |
|
0.618 |
1.6812 |
|
0.500 |
1.6801 |
|
0.382 |
1.6789 |
|
LOW |
1.6751 |
|
0.618 |
1.6690 |
|
1.000 |
1.6652 |
|
1.618 |
1.6591 |
|
2.618 |
1.6492 |
|
4.250 |
1.6330 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6801 |
1.6763 |
| PP |
1.6794 |
1.6744 |
| S1 |
1.6788 |
1.6725 |
|