CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6600 |
1.6637 |
0.0037 |
0.2% |
1.6506 |
| High |
1.6685 |
1.6710 |
0.0025 |
0.1% |
1.6731 |
| Low |
1.6541 |
1.6523 |
-0.0018 |
-0.1% |
1.6263 |
| Close |
1.6630 |
1.6554 |
-0.0076 |
-0.5% |
1.6482 |
| Range |
0.0144 |
0.0187 |
0.0043 |
29.9% |
0.0468 |
| ATR |
0.0179 |
0.0180 |
0.0001 |
0.3% |
0.0000 |
| Volume |
5,946 |
5,971 |
25 |
0.4% |
5,304 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7157 |
1.7042 |
1.6657 |
|
| R3 |
1.6970 |
1.6855 |
1.6605 |
|
| R2 |
1.6783 |
1.6783 |
1.6588 |
|
| R1 |
1.6668 |
1.6668 |
1.6571 |
1.6632 |
| PP |
1.6596 |
1.6596 |
1.6596 |
1.6578 |
| S1 |
1.6481 |
1.6481 |
1.6537 |
1.6445 |
| S2 |
1.6409 |
1.6409 |
1.6520 |
|
| S3 |
1.6222 |
1.6294 |
1.6503 |
|
| S4 |
1.6035 |
1.6107 |
1.6451 |
|
|
| 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 |
1.7505 |
|
2.618 |
1.7200 |
|
1.618 |
1.7013 |
|
1.000 |
1.6897 |
|
0.618 |
1.6826 |
|
HIGH |
1.6710 |
|
0.618 |
1.6639 |
|
0.500 |
1.6617 |
|
0.382 |
1.6594 |
|
LOW |
1.6523 |
|
0.618 |
1.6407 |
|
1.000 |
1.6336 |
|
1.618 |
1.6220 |
|
2.618 |
1.6033 |
|
4.250 |
1.5728 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6617 |
1.6552 |
| PP |
1.6596 |
1.6550 |
| S1 |
1.6575 |
1.6548 |
|