CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.6214 |
1.6297 |
0.0083 |
0.5% |
1.6447 |
High |
1.6316 |
1.6311 |
-0.0005 |
0.0% |
1.6503 |
Low |
1.6179 |
1.6196 |
0.0017 |
0.1% |
1.6157 |
Close |
1.6294 |
1.6247 |
-0.0047 |
-0.3% |
1.6231 |
Range |
0.0137 |
0.0115 |
-0.0022 |
-16.1% |
0.0346 |
ATR |
0.0179 |
0.0175 |
-0.0005 |
-2.6% |
0.0000 |
Volume |
93,227 |
71,182 |
-22,045 |
-23.6% |
179,691 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6596 |
1.6537 |
1.6310 |
|
R3 |
1.6481 |
1.6422 |
1.6279 |
|
R2 |
1.6366 |
1.6366 |
1.6268 |
|
R1 |
1.6307 |
1.6307 |
1.6258 |
1.6279 |
PP |
1.6251 |
1.6251 |
1.6251 |
1.6238 |
S1 |
1.6192 |
1.6192 |
1.6236 |
1.6164 |
S2 |
1.6136 |
1.6136 |
1.6226 |
|
S3 |
1.6021 |
1.6077 |
1.6215 |
|
S4 |
1.5906 |
1.5962 |
1.6184 |
|
|
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 |
1.6800 |
2.618 |
1.6612 |
1.618 |
1.6497 |
1.000 |
1.6426 |
0.618 |
1.6382 |
HIGH |
1.6311 |
0.618 |
1.6267 |
0.500 |
1.6254 |
0.382 |
1.6240 |
LOW |
1.6196 |
0.618 |
1.6125 |
1.000 |
1.6081 |
1.618 |
1.6010 |
2.618 |
1.5895 |
4.250 |
1.5707 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6254 |
1.6254 |
PP |
1.6251 |
1.6252 |
S1 |
1.6249 |
1.6249 |
|