CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6447 |
1.6440 |
-0.0007 |
0.0% |
1.6504 |
| High |
1.6503 |
1.6465 |
-0.0038 |
-0.2% |
1.6710 |
| Low |
1.6305 |
1.6245 |
-0.0060 |
-0.4% |
1.6372 |
| Close |
1.6429 |
1.6249 |
-0.0180 |
-1.1% |
1.6418 |
| Range |
0.0198 |
0.0220 |
0.0022 |
11.1% |
0.0338 |
| ATR |
0.0186 |
0.0189 |
0.0002 |
1.3% |
0.0000 |
| Volume |
4,850 |
11,210 |
6,360 |
131.1% |
19,399 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6980 |
1.6834 |
1.6370 |
|
| R3 |
1.6760 |
1.6614 |
1.6310 |
|
| R2 |
1.6540 |
1.6540 |
1.6289 |
|
| R1 |
1.6394 |
1.6394 |
1.6269 |
1.6357 |
| PP |
1.6320 |
1.6320 |
1.6320 |
1.6301 |
| S1 |
1.6174 |
1.6174 |
1.6229 |
1.6137 |
| S2 |
1.6100 |
1.6100 |
1.6209 |
|
| S3 |
1.5880 |
1.5954 |
1.6189 |
|
| S4 |
1.5660 |
1.5734 |
1.6128 |
|
|
| 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 |
1.7400 |
|
2.618 |
1.7041 |
|
1.618 |
1.6821 |
|
1.000 |
1.6685 |
|
0.618 |
1.6601 |
|
HIGH |
1.6465 |
|
0.618 |
1.6381 |
|
0.500 |
1.6355 |
|
0.382 |
1.6329 |
|
LOW |
1.6245 |
|
0.618 |
1.6109 |
|
1.000 |
1.6025 |
|
1.618 |
1.5889 |
|
2.618 |
1.5669 |
|
4.250 |
1.5310 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6355 |
1.6456 |
| PP |
1.6320 |
1.6387 |
| S1 |
1.6284 |
1.6318 |
|