CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.6277 |
1.6214 |
-0.0063 |
-0.4% |
1.6447 |
High |
1.6329 |
1.6316 |
-0.0013 |
-0.1% |
1.6503 |
Low |
1.6187 |
1.6179 |
-0.0008 |
0.0% |
1.6157 |
Close |
1.6231 |
1.6294 |
0.0063 |
0.4% |
1.6231 |
Range |
0.0142 |
0.0137 |
-0.0005 |
-3.5% |
0.0346 |
ATR |
0.0183 |
0.0179 |
-0.0003 |
-1.8% |
0.0000 |
Volume |
78,459 |
93,227 |
14,768 |
18.8% |
179,691 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6674 |
1.6621 |
1.6369 |
|
R3 |
1.6537 |
1.6484 |
1.6332 |
|
R2 |
1.6400 |
1.6400 |
1.6319 |
|
R1 |
1.6347 |
1.6347 |
1.6307 |
1.6374 |
PP |
1.6263 |
1.6263 |
1.6263 |
1.6276 |
S1 |
1.6210 |
1.6210 |
1.6281 |
1.6237 |
S2 |
1.6126 |
1.6126 |
1.6269 |
|
S3 |
1.5989 |
1.6073 |
1.6256 |
|
S4 |
1.5852 |
1.5936 |
1.6219 |
|
|
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 |
1.6898 |
2.618 |
1.6675 |
1.618 |
1.6538 |
1.000 |
1.6453 |
0.618 |
1.6401 |
HIGH |
1.6316 |
0.618 |
1.6264 |
0.500 |
1.6248 |
0.382 |
1.6231 |
LOW |
1.6179 |
0.618 |
1.6094 |
1.000 |
1.6042 |
1.618 |
1.5957 |
2.618 |
1.5820 |
4.250 |
1.5597 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6279 |
1.6282 |
PP |
1.6263 |
1.6270 |
S1 |
1.6248 |
1.6258 |
|