CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4758 |
1.4784 |
0.0026 |
0.2% |
1.4660 |
| High |
1.4953 |
1.4934 |
-0.0019 |
-0.1% |
1.4953 |
| Low |
1.4701 |
1.4755 |
0.0054 |
0.4% |
1.4513 |
| Close |
1.4820 |
1.4922 |
0.0102 |
0.7% |
1.4922 |
| Range |
0.0252 |
0.0179 |
-0.0073 |
-29.0% |
0.0440 |
| ATR |
0.0229 |
0.0225 |
-0.0004 |
-1.6% |
0.0000 |
| Volume |
68,997 |
95,796 |
26,799 |
38.8% |
379,565 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5407 |
1.5344 |
1.5020 |
|
| R3 |
1.5228 |
1.5165 |
1.4971 |
|
| R2 |
1.5049 |
1.5049 |
1.4955 |
|
| R1 |
1.4986 |
1.4986 |
1.4938 |
1.5018 |
| PP |
1.4870 |
1.4870 |
1.4870 |
1.4886 |
| S1 |
1.4807 |
1.4807 |
1.4906 |
1.4839 |
| S2 |
1.4691 |
1.4691 |
1.4889 |
|
| S3 |
1.4512 |
1.4628 |
1.4873 |
|
| S4 |
1.4333 |
1.4449 |
1.4824 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6116 |
1.5959 |
1.5164 |
|
| R3 |
1.5676 |
1.5519 |
1.5043 |
|
| R2 |
1.5236 |
1.5236 |
1.5003 |
|
| R1 |
1.5079 |
1.5079 |
1.4962 |
1.5158 |
| PP |
1.4796 |
1.4796 |
1.4796 |
1.4835 |
| S1 |
1.4639 |
1.4639 |
1.4882 |
1.4718 |
| S2 |
1.4356 |
1.4356 |
1.4841 |
|
| S3 |
1.3916 |
1.4199 |
1.4801 |
|
| S4 |
1.3476 |
1.3759 |
1.4680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4953 |
1.4513 |
0.0440 |
2.9% |
0.0197 |
1.3% |
93% |
False |
False |
75,913 |
| 10 |
1.4953 |
1.4397 |
0.0556 |
3.7% |
0.0235 |
1.6% |
94% |
False |
False |
77,536 |
| 20 |
1.5067 |
1.4397 |
0.0670 |
4.5% |
0.0219 |
1.5% |
78% |
False |
False |
70,917 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.4% |
0.0235 |
1.6% |
90% |
False |
False |
60,687 |
| 60 |
1.5067 |
1.3662 |
0.1405 |
9.4% |
0.0231 |
1.5% |
90% |
False |
False |
40,800 |
| 80 |
1.5300 |
1.3618 |
0.1682 |
11.3% |
0.0228 |
1.5% |
78% |
False |
False |
30,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5695 |
|
2.618 |
1.5403 |
|
1.618 |
1.5224 |
|
1.000 |
1.5113 |
|
0.618 |
1.5045 |
|
HIGH |
1.4934 |
|
0.618 |
1.4866 |
|
0.500 |
1.4845 |
|
0.382 |
1.4823 |
|
LOW |
1.4755 |
|
0.618 |
1.4644 |
|
1.000 |
1.4576 |
|
1.618 |
1.4465 |
|
2.618 |
1.4286 |
|
4.250 |
1.3994 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4896 |
1.4876 |
| PP |
1.4870 |
1.4831 |
| S1 |
1.4845 |
1.4785 |
|