CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6637 |
1.6526 |
-0.0111 |
-0.7% |
1.6504 |
| High |
1.6710 |
1.6666 |
-0.0044 |
-0.3% |
1.6710 |
| Low |
1.6523 |
1.6410 |
-0.0113 |
-0.7% |
1.6372 |
| Close |
1.6554 |
1.6418 |
-0.0136 |
-0.8% |
1.6418 |
| Range |
0.0187 |
0.0256 |
0.0069 |
36.9% |
0.0338 |
| ATR |
0.0180 |
0.0185 |
0.0005 |
3.0% |
0.0000 |
| Volume |
5,971 |
2,942 |
-3,029 |
-50.7% |
19,399 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7266 |
1.7098 |
1.6559 |
|
| R3 |
1.7010 |
1.6842 |
1.6488 |
|
| R2 |
1.6754 |
1.6754 |
1.6465 |
|
| R1 |
1.6586 |
1.6586 |
1.6441 |
1.6542 |
| PP |
1.6498 |
1.6498 |
1.6498 |
1.6476 |
| S1 |
1.6330 |
1.6330 |
1.6395 |
1.6286 |
| S2 |
1.6242 |
1.6242 |
1.6371 |
|
| S3 |
1.5986 |
1.6074 |
1.6348 |
|
| S4 |
1.5730 |
1.5818 |
1.6277 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7514 |
1.7304 |
1.6604 |
|
| R3 |
1.7176 |
1.6966 |
1.6511 |
|
| R2 |
1.6838 |
1.6838 |
1.6480 |
|
| R1 |
1.6628 |
1.6628 |
1.6449 |
1.6564 |
| PP |
1.6500 |
1.6500 |
1.6500 |
1.6468 |
| S1 |
1.6290 |
1.6290 |
1.6387 |
1.6226 |
| S2 |
1.6162 |
1.6162 |
1.6356 |
|
| S3 |
1.5824 |
1.5952 |
1.6325 |
|
| S4 |
1.5486 |
1.5614 |
1.6232 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7754 |
|
2.618 |
1.7336 |
|
1.618 |
1.7080 |
|
1.000 |
1.6922 |
|
0.618 |
1.6824 |
|
HIGH |
1.6666 |
|
0.618 |
1.6568 |
|
0.500 |
1.6538 |
|
0.382 |
1.6508 |
|
LOW |
1.6410 |
|
0.618 |
1.6252 |
|
1.000 |
1.6154 |
|
1.618 |
1.5996 |
|
2.618 |
1.5740 |
|
4.250 |
1.5322 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6538 |
1.6560 |
| PP |
1.6498 |
1.6513 |
| S1 |
1.6458 |
1.6465 |
|