CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5031 |
1.5068 |
0.0037 |
0.2% |
1.4660 |
| High |
1.5163 |
1.5150 |
-0.0013 |
-0.1% |
1.4953 |
| Low |
1.4982 |
1.4990 |
0.0008 |
0.1% |
1.4513 |
| Close |
1.5069 |
1.5131 |
0.0062 |
0.4% |
1.4922 |
| Range |
0.0181 |
0.0160 |
-0.0021 |
-11.6% |
0.0440 |
| ATR |
0.0221 |
0.0217 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
47,312 |
73,495 |
26,183 |
55.3% |
379,565 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5570 |
1.5511 |
1.5219 |
|
| R3 |
1.5410 |
1.5351 |
1.5175 |
|
| R2 |
1.5250 |
1.5250 |
1.5160 |
|
| R1 |
1.5191 |
1.5191 |
1.5146 |
1.5221 |
| PP |
1.5090 |
1.5090 |
1.5090 |
1.5105 |
| S1 |
1.5031 |
1.5031 |
1.5116 |
1.5061 |
| S2 |
1.4930 |
1.4930 |
1.5102 |
|
| S3 |
1.4770 |
1.4871 |
1.5087 |
|
| S4 |
1.4610 |
1.4711 |
1.5043 |
|
|
| 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 |
1.4701 |
0.0462 |
3.1% |
0.0193 |
1.3% |
93% |
False |
False |
67,961 |
| 10 |
1.5163 |
1.4443 |
0.0720 |
4.8% |
0.0202 |
1.3% |
96% |
False |
False |
73,797 |
| 20 |
1.5163 |
1.4397 |
0.0766 |
5.1% |
0.0211 |
1.4% |
96% |
False |
False |
68,075 |
| 40 |
1.5163 |
1.3662 |
0.1501 |
9.9% |
0.0226 |
1.5% |
98% |
False |
False |
64,756 |
| 60 |
1.5163 |
1.3662 |
0.1501 |
9.9% |
0.0227 |
1.5% |
98% |
False |
False |
43,713 |
| 80 |
1.5163 |
1.3618 |
0.1545 |
10.2% |
0.0227 |
1.5% |
98% |
False |
False |
32,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5830 |
|
2.618 |
1.5569 |
|
1.618 |
1.5409 |
|
1.000 |
1.5310 |
|
0.618 |
1.5249 |
|
HIGH |
1.5150 |
|
0.618 |
1.5089 |
|
0.500 |
1.5070 |
|
0.382 |
1.5051 |
|
LOW |
1.4990 |
|
0.618 |
1.4891 |
|
1.000 |
1.4830 |
|
1.618 |
1.4731 |
|
2.618 |
1.4571 |
|
4.250 |
1.4310 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5111 |
1.5087 |
| PP |
1.5090 |
1.5042 |
| S1 |
1.5070 |
1.4998 |
|