CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4916 |
1.5031 |
0.0115 |
0.8% |
1.4660 |
| High |
1.5024 |
1.5163 |
0.0139 |
0.9% |
1.4953 |
| Low |
1.4832 |
1.4982 |
0.0150 |
1.0% |
1.4513 |
| Close |
1.4961 |
1.5069 |
0.0108 |
0.7% |
1.4922 |
| Range |
0.0192 |
0.0181 |
-0.0011 |
-5.7% |
0.0440 |
| ATR |
0.0223 |
0.0221 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
54,208 |
47,312 |
-6,896 |
-12.7% |
379,565 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5614 |
1.5523 |
1.5169 |
|
| R3 |
1.5433 |
1.5342 |
1.5119 |
|
| R2 |
1.5252 |
1.5252 |
1.5102 |
|
| R1 |
1.5161 |
1.5161 |
1.5086 |
1.5207 |
| PP |
1.5071 |
1.5071 |
1.5071 |
1.5094 |
| S1 |
1.4980 |
1.4980 |
1.5052 |
1.5026 |
| S2 |
1.4890 |
1.4890 |
1.5036 |
|
| S3 |
1.4709 |
1.4799 |
1.5019 |
|
| S4 |
1.4528 |
1.4618 |
1.4969 |
|
|
| 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 |
1.5163 |
1.4617 |
0.0546 |
3.6% |
0.0200 |
1.3% |
83% |
True |
False |
66,585 |
| 10 |
1.5163 |
1.4397 |
0.0766 |
5.1% |
0.0215 |
1.4% |
88% |
True |
False |
74,235 |
| 20 |
1.5163 |
1.4397 |
0.0766 |
5.1% |
0.0213 |
1.4% |
88% |
True |
False |
67,872 |
| 40 |
1.5163 |
1.3662 |
0.1501 |
10.0% |
0.0233 |
1.5% |
94% |
True |
False |
63,074 |
| 60 |
1.5163 |
1.3662 |
0.1501 |
10.0% |
0.0228 |
1.5% |
94% |
True |
False |
42,489 |
| 80 |
1.5163 |
1.3618 |
0.1545 |
10.3% |
0.0227 |
1.5% |
94% |
True |
False |
31,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5932 |
|
2.618 |
1.5637 |
|
1.618 |
1.5456 |
|
1.000 |
1.5344 |
|
0.618 |
1.5275 |
|
HIGH |
1.5163 |
|
0.618 |
1.5094 |
|
0.500 |
1.5073 |
|
0.382 |
1.5051 |
|
LOW |
1.4982 |
|
0.618 |
1.4870 |
|
1.000 |
1.4801 |
|
1.618 |
1.4689 |
|
2.618 |
1.4508 |
|
4.250 |
1.4213 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5073 |
1.5032 |
| PP |
1.5071 |
1.4996 |
| S1 |
1.5070 |
1.4959 |
|