CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6432 |
1.6600 |
0.0168 |
1.0% |
1.6506 |
| High |
1.6637 |
1.6685 |
0.0048 |
0.3% |
1.6731 |
| Low |
1.6386 |
1.6541 |
0.0155 |
0.9% |
1.6263 |
| Close |
1.6629 |
1.6630 |
0.0001 |
0.0% |
1.6482 |
| Range |
0.0251 |
0.0144 |
-0.0107 |
-42.6% |
0.0468 |
| ATR |
0.0182 |
0.0179 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
1,731 |
5,946 |
4,215 |
243.5% |
5,304 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7051 |
1.6984 |
1.6709 |
|
| R3 |
1.6907 |
1.6840 |
1.6670 |
|
| R2 |
1.6763 |
1.6763 |
1.6656 |
|
| R1 |
1.6696 |
1.6696 |
1.6643 |
1.6730 |
| PP |
1.6619 |
1.6619 |
1.6619 |
1.6635 |
| S1 |
1.6552 |
1.6552 |
1.6617 |
1.6586 |
| S2 |
1.6475 |
1.6475 |
1.6604 |
|
| S3 |
1.6331 |
1.6408 |
1.6590 |
|
| S4 |
1.6187 |
1.6264 |
1.6551 |
|
|
| 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 |
1.7297 |
|
2.618 |
1.7062 |
|
1.618 |
1.6918 |
|
1.000 |
1.6829 |
|
0.618 |
1.6774 |
|
HIGH |
1.6685 |
|
0.618 |
1.6630 |
|
0.500 |
1.6613 |
|
0.382 |
1.6596 |
|
LOW |
1.6541 |
|
0.618 |
1.6452 |
|
1.000 |
1.6397 |
|
1.618 |
1.6308 |
|
2.618 |
1.6164 |
|
4.250 |
1.5929 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6624 |
1.6596 |
| PP |
1.6619 |
1.6562 |
| S1 |
1.6613 |
1.6529 |
|