CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4784 |
1.4916 |
0.0132 |
0.9% |
1.4660 |
| High |
1.4934 |
1.5024 |
0.0090 |
0.6% |
1.4953 |
| Low |
1.4755 |
1.4832 |
0.0077 |
0.5% |
1.4513 |
| Close |
1.4922 |
1.4961 |
0.0039 |
0.3% |
1.4922 |
| Range |
0.0179 |
0.0192 |
0.0013 |
7.3% |
0.0440 |
| ATR |
0.0225 |
0.0223 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
95,796 |
54,208 |
-41,588 |
-43.4% |
379,565 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5515 |
1.5430 |
1.5067 |
|
| R3 |
1.5323 |
1.5238 |
1.5014 |
|
| R2 |
1.5131 |
1.5131 |
1.4996 |
|
| R1 |
1.5046 |
1.5046 |
1.4979 |
1.5089 |
| PP |
1.4939 |
1.4939 |
1.4939 |
1.4960 |
| S1 |
1.4854 |
1.4854 |
1.4943 |
1.4897 |
| S2 |
1.4747 |
1.4747 |
1.4926 |
|
| S3 |
1.4555 |
1.4662 |
1.4908 |
|
| S4 |
1.4363 |
1.4470 |
1.4855 |
|
|
| 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 |
1.5024 |
1.4516 |
0.0508 |
3.4% |
0.0200 |
1.3% |
88% |
True |
False |
69,208 |
| 10 |
1.5024 |
1.4397 |
0.0627 |
4.2% |
0.0222 |
1.5% |
90% |
True |
False |
77,234 |
| 20 |
1.5067 |
1.4397 |
0.0670 |
4.5% |
0.0218 |
1.5% |
84% |
False |
False |
68,830 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.4% |
0.0235 |
1.6% |
92% |
False |
False |
61,977 |
| 60 |
1.5067 |
1.3662 |
0.1405 |
9.4% |
0.0229 |
1.5% |
92% |
False |
False |
41,701 |
| 80 |
1.5280 |
1.3618 |
0.1662 |
11.1% |
0.0227 |
1.5% |
81% |
False |
False |
31,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5840 |
|
2.618 |
1.5527 |
|
1.618 |
1.5335 |
|
1.000 |
1.5216 |
|
0.618 |
1.5143 |
|
HIGH |
1.5024 |
|
0.618 |
1.4951 |
|
0.500 |
1.4928 |
|
0.382 |
1.4905 |
|
LOW |
1.4832 |
|
0.618 |
1.4713 |
|
1.000 |
1.4640 |
|
1.618 |
1.4521 |
|
2.618 |
1.4329 |
|
4.250 |
1.4016 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4950 |
1.4928 |
| PP |
1.4939 |
1.4895 |
| S1 |
1.4928 |
1.4863 |
|