CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6691 |
1.6504 |
-0.0187 |
-1.1% |
1.6506 |
| High |
1.6708 |
1.6578 |
-0.0130 |
-0.8% |
1.6731 |
| Low |
1.6263 |
1.6372 |
0.0109 |
0.7% |
1.6263 |
| Close |
1.6482 |
1.6412 |
-0.0070 |
-0.4% |
1.6482 |
| Range |
0.0445 |
0.0206 |
-0.0239 |
-53.7% |
0.0468 |
| ATR |
0.0174 |
0.0177 |
0.0002 |
1.3% |
0.0000 |
| Volume |
960 |
2,809 |
1,849 |
192.6% |
5,304 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7072 |
1.6948 |
1.6525 |
|
| R3 |
1.6866 |
1.6742 |
1.6469 |
|
| R2 |
1.6660 |
1.6660 |
1.6450 |
|
| R1 |
1.6536 |
1.6536 |
1.6431 |
1.6495 |
| PP |
1.6454 |
1.6454 |
1.6454 |
1.6434 |
| S1 |
1.6330 |
1.6330 |
1.6393 |
1.6289 |
| S2 |
1.6248 |
1.6248 |
1.6374 |
|
| S3 |
1.6042 |
1.6124 |
1.6355 |
|
| S4 |
1.5836 |
1.5918 |
1.6299 |
|
|
| 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 |
1.7454 |
|
2.618 |
1.7117 |
|
1.618 |
1.6911 |
|
1.000 |
1.6784 |
|
0.618 |
1.6705 |
|
HIGH |
1.6578 |
|
0.618 |
1.6499 |
|
0.500 |
1.6475 |
|
0.382 |
1.6451 |
|
LOW |
1.6372 |
|
0.618 |
1.6245 |
|
1.000 |
1.6166 |
|
1.618 |
1.6039 |
|
2.618 |
1.5833 |
|
4.250 |
1.5497 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6475 |
1.6497 |
| PP |
1.6454 |
1.6469 |
| S1 |
1.6433 |
1.6440 |
|