CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.6526 |
1.6447 |
-0.0079 |
-0.5% |
1.6504 |
High |
1.6666 |
1.6503 |
-0.0163 |
-1.0% |
1.6710 |
Low |
1.6410 |
1.6305 |
-0.0105 |
-0.6% |
1.6372 |
Close |
1.6418 |
1.6429 |
0.0011 |
0.1% |
1.6418 |
Range |
0.0256 |
0.0198 |
-0.0058 |
-22.7% |
0.0338 |
ATR |
0.0185 |
0.0186 |
0.0001 |
0.5% |
0.0000 |
Volume |
2,942 |
4,850 |
1,908 |
64.9% |
19,399 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7006 |
1.6916 |
1.6538 |
|
R3 |
1.6808 |
1.6718 |
1.6483 |
|
R2 |
1.6610 |
1.6610 |
1.6465 |
|
R1 |
1.6520 |
1.6520 |
1.6447 |
1.6466 |
PP |
1.6412 |
1.6412 |
1.6412 |
1.6386 |
S1 |
1.6322 |
1.6322 |
1.6411 |
1.6268 |
S2 |
1.6214 |
1.6214 |
1.6393 |
|
S3 |
1.6016 |
1.6124 |
1.6375 |
|
S4 |
1.5818 |
1.5926 |
1.6320 |
|
|
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 |
1.7345 |
2.618 |
1.7021 |
1.618 |
1.6823 |
1.000 |
1.6701 |
0.618 |
1.6625 |
HIGH |
1.6503 |
0.618 |
1.6427 |
0.500 |
1.6404 |
0.382 |
1.6381 |
LOW |
1.6305 |
0.618 |
1.6183 |
1.000 |
1.6107 |
1.618 |
1.5985 |
2.618 |
1.5787 |
4.250 |
1.5464 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6421 |
1.6508 |
PP |
1.6412 |
1.6481 |
S1 |
1.6404 |
1.6455 |
|