CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6623 |
1.6581 |
-0.0042 |
-0.3% |
1.6735 |
| High |
1.6623 |
1.6731 |
0.0108 |
0.6% |
1.6850 |
| Low |
1.6487 |
1.6581 |
0.0094 |
0.6% |
1.6451 |
| Close |
1.6578 |
1.6702 |
0.0124 |
0.7% |
1.6470 |
| Range |
0.0136 |
0.0150 |
0.0014 |
10.3% |
0.0399 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
0.0% |
0.0000 |
| Volume |
506 |
3,093 |
2,587 |
511.3% |
1,919 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7121 |
1.7062 |
1.6785 |
|
| R3 |
1.6971 |
1.6912 |
1.6743 |
|
| R2 |
1.6821 |
1.6821 |
1.6730 |
|
| R1 |
1.6762 |
1.6762 |
1.6716 |
1.6792 |
| PP |
1.6671 |
1.6671 |
1.6671 |
1.6686 |
| S1 |
1.6612 |
1.6612 |
1.6688 |
1.6642 |
| S2 |
1.6521 |
1.6521 |
1.6675 |
|
| S3 |
1.6371 |
1.6462 |
1.6661 |
|
| S4 |
1.6221 |
1.6312 |
1.6620 |
|
|
| 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 |
1.7369 |
|
2.618 |
1.7124 |
|
1.618 |
1.6974 |
|
1.000 |
1.6881 |
|
0.618 |
1.6824 |
|
HIGH |
1.6731 |
|
0.618 |
1.6674 |
|
0.500 |
1.6656 |
|
0.382 |
1.6638 |
|
LOW |
1.6581 |
|
0.618 |
1.6488 |
|
1.000 |
1.6431 |
|
1.618 |
1.6338 |
|
2.618 |
1.6188 |
|
4.250 |
1.5944 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6687 |
1.6671 |
| PP |
1.6671 |
1.6640 |
| S1 |
1.6656 |
1.6609 |
|