CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6817 |
1.6782 |
-0.0035 |
-0.2% |
1.6659 |
| High |
1.6850 |
1.6816 |
-0.0034 |
-0.2% |
1.6822 |
| Low |
1.6751 |
1.6705 |
-0.0046 |
-0.3% |
1.6515 |
| Close |
1.6782 |
1.6706 |
-0.0076 |
-0.5% |
1.6661 |
| Range |
0.0099 |
0.0111 |
0.0012 |
12.1% |
0.0307 |
| ATR |
0.0157 |
0.0154 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
484 |
352 |
-132 |
-27.3% |
445 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7075 |
1.7002 |
1.6767 |
|
| R3 |
1.6964 |
1.6891 |
1.6737 |
|
| R2 |
1.6853 |
1.6853 |
1.6726 |
|
| R1 |
1.6780 |
1.6780 |
1.6716 |
1.6761 |
| PP |
1.6742 |
1.6742 |
1.6742 |
1.6733 |
| S1 |
1.6669 |
1.6669 |
1.6696 |
1.6650 |
| S2 |
1.6631 |
1.6631 |
1.6686 |
|
| S3 |
1.6520 |
1.6558 |
1.6675 |
|
| S4 |
1.6409 |
1.6447 |
1.6645 |
|
|
| 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 |
1.7288 |
|
2.618 |
1.7107 |
|
1.618 |
1.6996 |
|
1.000 |
1.6927 |
|
0.618 |
1.6885 |
|
HIGH |
1.6816 |
|
0.618 |
1.6774 |
|
0.500 |
1.6761 |
|
0.382 |
1.6747 |
|
LOW |
1.6705 |
|
0.618 |
1.6636 |
|
1.000 |
1.6594 |
|
1.618 |
1.6525 |
|
2.618 |
1.6414 |
|
4.250 |
1.6233 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6761 |
1.6778 |
| PP |
1.6742 |
1.6754 |
| S1 |
1.6724 |
1.6730 |
|