CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.6261 |
1.6273 |
0.0012 |
0.1% |
1.6504 |
High |
1.6366 |
1.6337 |
-0.0029 |
-0.2% |
1.6710 |
Low |
1.6157 |
1.6206 |
0.0049 |
0.3% |
1.6372 |
Close |
1.6235 |
1.6254 |
0.0019 |
0.1% |
1.6418 |
Range |
0.0209 |
0.0131 |
-0.0078 |
-37.3% |
0.0338 |
ATR |
0.0190 |
0.0186 |
-0.0004 |
-2.2% |
0.0000 |
Volume |
27,076 |
58,096 |
31,020 |
114.6% |
19,399 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6659 |
1.6587 |
1.6326 |
|
R3 |
1.6528 |
1.6456 |
1.6290 |
|
R2 |
1.6397 |
1.6397 |
1.6278 |
|
R1 |
1.6325 |
1.6325 |
1.6266 |
1.6296 |
PP |
1.6266 |
1.6266 |
1.6266 |
1.6251 |
S1 |
1.6194 |
1.6194 |
1.6242 |
1.6165 |
S2 |
1.6135 |
1.6135 |
1.6230 |
|
S3 |
1.6004 |
1.6063 |
1.6218 |
|
S4 |
1.5873 |
1.5932 |
1.6182 |
|
|
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 |
1.6894 |
2.618 |
1.6680 |
1.618 |
1.6549 |
1.000 |
1.6468 |
0.618 |
1.6418 |
HIGH |
1.6337 |
0.618 |
1.6287 |
0.500 |
1.6272 |
0.382 |
1.6256 |
LOW |
1.6206 |
0.618 |
1.6125 |
1.000 |
1.6075 |
1.618 |
1.5994 |
2.618 |
1.5863 |
4.250 |
1.5649 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6272 |
1.6311 |
PP |
1.6266 |
1.6292 |
S1 |
1.6260 |
1.6273 |
|