CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6581 |
1.6691 |
0.0110 |
0.7% |
1.6506 |
| High |
1.6731 |
1.6708 |
-0.0023 |
-0.1% |
1.6731 |
| Low |
1.6581 |
1.6263 |
-0.0318 |
-1.9% |
1.6263 |
| Close |
1.6702 |
1.6482 |
-0.0220 |
-1.3% |
1.6482 |
| Range |
0.0150 |
0.0445 |
0.0295 |
196.7% |
0.0468 |
| ATR |
0.0154 |
0.0174 |
0.0021 |
13.5% |
0.0000 |
| Volume |
3,093 |
960 |
-2,133 |
-69.0% |
5,304 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7819 |
1.7596 |
1.6727 |
|
| R3 |
1.7374 |
1.7151 |
1.6604 |
|
| R2 |
1.6929 |
1.6929 |
1.6564 |
|
| R1 |
1.6706 |
1.6706 |
1.6523 |
1.6595 |
| PP |
1.6484 |
1.6484 |
1.6484 |
1.6429 |
| S1 |
1.6261 |
1.6261 |
1.6441 |
1.6150 |
| S2 |
1.6039 |
1.6039 |
1.6400 |
|
| S3 |
1.5594 |
1.5816 |
1.6360 |
|
| S4 |
1.5149 |
1.5371 |
1.6237 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7896 |
1.7657 |
1.6739 |
|
| R3 |
1.7428 |
1.7189 |
1.6611 |
|
| R2 |
1.6960 |
1.6960 |
1.6568 |
|
| R1 |
1.6721 |
1.6721 |
1.6525 |
1.6607 |
| PP |
1.6492 |
1.6492 |
1.6492 |
1.6435 |
| S1 |
1.6253 |
1.6253 |
1.6439 |
1.6139 |
| S2 |
1.6024 |
1.6024 |
1.6396 |
|
| S3 |
1.5556 |
1.5785 |
1.6353 |
|
| S4 |
1.5088 |
1.5317 |
1.6225 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8599 |
|
2.618 |
1.7873 |
|
1.618 |
1.7428 |
|
1.000 |
1.7153 |
|
0.618 |
1.6983 |
|
HIGH |
1.6708 |
|
0.618 |
1.6538 |
|
0.500 |
1.6486 |
|
0.382 |
1.6433 |
|
LOW |
1.6263 |
|
0.618 |
1.5988 |
|
1.000 |
1.5818 |
|
1.618 |
1.5543 |
|
2.618 |
1.5098 |
|
4.250 |
1.4372 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6486 |
1.6497 |
| PP |
1.6484 |
1.6492 |
| S1 |
1.6483 |
1.6487 |
|