CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6273 |
1.6277 |
0.0004 |
0.0% |
1.6447 |
| High |
1.6337 |
1.6329 |
-0.0008 |
0.0% |
1.6503 |
| Low |
1.6206 |
1.6187 |
-0.0019 |
-0.1% |
1.6157 |
| Close |
1.6254 |
1.6231 |
-0.0023 |
-0.1% |
1.6231 |
| Range |
0.0131 |
0.0142 |
0.0011 |
8.4% |
0.0346 |
| ATR |
0.0186 |
0.0183 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
58,096 |
78,459 |
20,363 |
35.1% |
179,691 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6675 |
1.6595 |
1.6309 |
|
| R3 |
1.6533 |
1.6453 |
1.6270 |
|
| R2 |
1.6391 |
1.6391 |
1.6257 |
|
| R1 |
1.6311 |
1.6311 |
1.6244 |
1.6280 |
| PP |
1.6249 |
1.6249 |
1.6249 |
1.6234 |
| S1 |
1.6169 |
1.6169 |
1.6218 |
1.6138 |
| S2 |
1.6107 |
1.6107 |
1.6205 |
|
| S3 |
1.5965 |
1.6027 |
1.6192 |
|
| S4 |
1.5823 |
1.5885 |
1.6153 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7335 |
1.7129 |
1.6421 |
|
| R3 |
1.6989 |
1.6783 |
1.6326 |
|
| R2 |
1.6643 |
1.6643 |
1.6294 |
|
| R1 |
1.6437 |
1.6437 |
1.6263 |
1.6367 |
| PP |
1.6297 |
1.6297 |
1.6297 |
1.6262 |
| S1 |
1.6091 |
1.6091 |
1.6199 |
1.6021 |
| S2 |
1.5951 |
1.5951 |
1.6168 |
|
| S3 |
1.5605 |
1.5745 |
1.6136 |
|
| S4 |
1.5259 |
1.5399 |
1.6041 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6933 |
|
2.618 |
1.6701 |
|
1.618 |
1.6559 |
|
1.000 |
1.6471 |
|
0.618 |
1.6417 |
|
HIGH |
1.6329 |
|
0.618 |
1.6275 |
|
0.500 |
1.6258 |
|
0.382 |
1.6241 |
|
LOW |
1.6187 |
|
0.618 |
1.6099 |
|
1.000 |
1.6045 |
|
1.618 |
1.5957 |
|
2.618 |
1.5815 |
|
4.250 |
1.5584 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6258 |
1.6262 |
| PP |
1.6249 |
1.6251 |
| S1 |
1.6240 |
1.6241 |
|