CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.6315 |
1.6154 |
-0.0161 |
-1.0% |
1.6214 |
High |
1.6333 |
1.6242 |
-0.0091 |
-0.6% |
1.6404 |
Low |
1.6071 |
1.6043 |
-0.0028 |
-0.2% |
1.6043 |
Close |
1.6146 |
1.6111 |
-0.0035 |
-0.2% |
1.6111 |
Range |
0.0262 |
0.0199 |
-0.0063 |
-24.0% |
0.0361 |
ATR |
0.0181 |
0.0183 |
0.0001 |
0.7% |
0.0000 |
Volume |
110,031 |
128,429 |
18,398 |
16.7% |
491,326 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6729 |
1.6619 |
1.6220 |
|
R3 |
1.6530 |
1.6420 |
1.6166 |
|
R2 |
1.6331 |
1.6331 |
1.6147 |
|
R1 |
1.6221 |
1.6221 |
1.6129 |
1.6177 |
PP |
1.6132 |
1.6132 |
1.6132 |
1.6110 |
S1 |
1.6022 |
1.6022 |
1.6093 |
1.5978 |
S2 |
1.5933 |
1.5933 |
1.6075 |
|
S3 |
1.5734 |
1.5823 |
1.6056 |
|
S4 |
1.5535 |
1.5624 |
1.6002 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7269 |
1.7051 |
1.6310 |
|
R3 |
1.6908 |
1.6690 |
1.6210 |
|
R2 |
1.6547 |
1.6547 |
1.6177 |
|
R1 |
1.6329 |
1.6329 |
1.6144 |
1.6258 |
PP |
1.6186 |
1.6186 |
1.6186 |
1.6150 |
S1 |
1.5968 |
1.5968 |
1.6078 |
1.5897 |
S2 |
1.5825 |
1.5825 |
1.6045 |
|
S3 |
1.5464 |
1.5607 |
1.6012 |
|
S4 |
1.5103 |
1.5246 |
1.5912 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7088 |
2.618 |
1.6763 |
1.618 |
1.6564 |
1.000 |
1.6441 |
0.618 |
1.6365 |
HIGH |
1.6242 |
0.618 |
1.6166 |
0.500 |
1.6143 |
0.382 |
1.6119 |
LOW |
1.6043 |
0.618 |
1.5920 |
1.000 |
1.5844 |
1.618 |
1.5721 |
2.618 |
1.5522 |
4.250 |
1.5197 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6143 |
1.6224 |
PP |
1.6132 |
1.6186 |
S1 |
1.6122 |
1.6149 |
|