CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6297 |
1.6262 |
-0.0035 |
-0.2% |
1.6447 |
| High |
1.6311 |
1.6404 |
0.0093 |
0.6% |
1.6503 |
| Low |
1.6196 |
1.6223 |
0.0027 |
0.2% |
1.6157 |
| Close |
1.6247 |
1.6301 |
0.0054 |
0.3% |
1.6231 |
| Range |
0.0115 |
0.0181 |
0.0066 |
57.4% |
0.0346 |
| ATR |
0.0175 |
0.0175 |
0.0000 |
0.3% |
0.0000 |
| Volume |
71,182 |
88,457 |
17,275 |
24.3% |
179,691 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6852 |
1.6758 |
1.6401 |
|
| R3 |
1.6671 |
1.6577 |
1.6351 |
|
| R2 |
1.6490 |
1.6490 |
1.6334 |
|
| R1 |
1.6396 |
1.6396 |
1.6318 |
1.6443 |
| PP |
1.6309 |
1.6309 |
1.6309 |
1.6333 |
| S1 |
1.6215 |
1.6215 |
1.6284 |
1.6262 |
| S2 |
1.6128 |
1.6128 |
1.6268 |
|
| S3 |
1.5947 |
1.6034 |
1.6251 |
|
| S4 |
1.5766 |
1.5853 |
1.6201 |
|
|
| 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 |
1.7173 |
|
2.618 |
1.6878 |
|
1.618 |
1.6697 |
|
1.000 |
1.6585 |
|
0.618 |
1.6516 |
|
HIGH |
1.6404 |
|
0.618 |
1.6335 |
|
0.500 |
1.6314 |
|
0.382 |
1.6292 |
|
LOW |
1.6223 |
|
0.618 |
1.6111 |
|
1.000 |
1.6042 |
|
1.618 |
1.5930 |
|
2.618 |
1.5749 |
|
4.250 |
1.5454 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6314 |
1.6298 |
| PP |
1.6309 |
1.6295 |
| S1 |
1.6305 |
1.6292 |
|