CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6504 |
1.6432 |
-0.0072 |
-0.4% |
1.6506 |
| High |
1.6578 |
1.6637 |
0.0059 |
0.4% |
1.6731 |
| Low |
1.6372 |
1.6386 |
0.0014 |
0.1% |
1.6263 |
| Close |
1.6412 |
1.6629 |
0.0217 |
1.3% |
1.6482 |
| Range |
0.0206 |
0.0251 |
0.0045 |
21.8% |
0.0468 |
| ATR |
0.0177 |
0.0182 |
0.0005 |
3.0% |
0.0000 |
| Volume |
2,809 |
1,731 |
-1,078 |
-38.4% |
5,304 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7304 |
1.7217 |
1.6767 |
|
| R3 |
1.7053 |
1.6966 |
1.6698 |
|
| R2 |
1.6802 |
1.6802 |
1.6675 |
|
| R1 |
1.6715 |
1.6715 |
1.6652 |
1.6759 |
| PP |
1.6551 |
1.6551 |
1.6551 |
1.6572 |
| S1 |
1.6464 |
1.6464 |
1.6606 |
1.6508 |
| S2 |
1.6300 |
1.6300 |
1.6583 |
|
| S3 |
1.6049 |
1.6213 |
1.6560 |
|
| S4 |
1.5798 |
1.5962 |
1.6491 |
|
|
| 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 |
1.7704 |
|
2.618 |
1.7294 |
|
1.618 |
1.7043 |
|
1.000 |
1.6888 |
|
0.618 |
1.6792 |
|
HIGH |
1.6637 |
|
0.618 |
1.6541 |
|
0.500 |
1.6512 |
|
0.382 |
1.6482 |
|
LOW |
1.6386 |
|
0.618 |
1.6231 |
|
1.000 |
1.6135 |
|
1.618 |
1.5980 |
|
2.618 |
1.5729 |
|
4.250 |
1.5319 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6590 |
1.6581 |
| PP |
1.6551 |
1.6533 |
| S1 |
1.6512 |
1.6486 |
|