CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6715 |
1.6611 |
-0.0104 |
-0.6% |
1.6735 |
| High |
1.6715 |
1.6639 |
-0.0076 |
-0.5% |
1.6850 |
| Low |
1.6595 |
1.6451 |
-0.0144 |
-0.9% |
1.6451 |
| Close |
1.6634 |
1.6470 |
-0.0164 |
-1.0% |
1.6470 |
| Range |
0.0120 |
0.0188 |
0.0068 |
56.7% |
0.0399 |
| ATR |
0.0152 |
0.0154 |
0.0003 |
1.7% |
0.0000 |
| Volume |
512 |
460 |
-52 |
-10.2% |
1,919 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7084 |
1.6965 |
1.6573 |
|
| R3 |
1.6896 |
1.6777 |
1.6522 |
|
| R2 |
1.6708 |
1.6708 |
1.6504 |
|
| R1 |
1.6589 |
1.6589 |
1.6487 |
1.6555 |
| PP |
1.6520 |
1.6520 |
1.6520 |
1.6503 |
| S1 |
1.6401 |
1.6401 |
1.6453 |
1.6367 |
| S2 |
1.6332 |
1.6332 |
1.6436 |
|
| S3 |
1.6144 |
1.6213 |
1.6418 |
|
| S4 |
1.5956 |
1.6025 |
1.6367 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7787 |
1.7528 |
1.6689 |
|
| R3 |
1.7388 |
1.7129 |
1.6580 |
|
| R2 |
1.6989 |
1.6989 |
1.6543 |
|
| R1 |
1.6730 |
1.6730 |
1.6507 |
1.6660 |
| PP |
1.6590 |
1.6590 |
1.6590 |
1.6556 |
| S1 |
1.6331 |
1.6331 |
1.6433 |
1.6261 |
| S2 |
1.6191 |
1.6191 |
1.6397 |
|
| S3 |
1.5792 |
1.5932 |
1.6360 |
|
| S4 |
1.5393 |
1.5533 |
1.6251 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7438 |
|
2.618 |
1.7131 |
|
1.618 |
1.6943 |
|
1.000 |
1.6827 |
|
0.618 |
1.6755 |
|
HIGH |
1.6639 |
|
0.618 |
1.6567 |
|
0.500 |
1.6545 |
|
0.382 |
1.6523 |
|
LOW |
1.6451 |
|
0.618 |
1.6335 |
|
1.000 |
1.6263 |
|
1.618 |
1.6147 |
|
2.618 |
1.5959 |
|
4.250 |
1.5652 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6545 |
1.6634 |
| PP |
1.6520 |
1.6579 |
| S1 |
1.6495 |
1.6525 |
|