CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5225 |
1.5108 |
-0.0117 |
-0.8% |
1.4916 |
| High |
1.5245 |
1.5352 |
0.0107 |
0.7% |
1.5248 |
| Low |
1.5067 |
1.5072 |
0.0005 |
0.0% |
1.4832 |
| Close |
1.5133 |
1.5271 |
0.0138 |
0.9% |
1.5215 |
| Range |
0.0178 |
0.0280 |
0.0102 |
57.3% |
0.0416 |
| ATR |
0.0221 |
0.0225 |
0.0004 |
1.9% |
0.0000 |
| Volume |
70,542 |
62,652 |
-7,890 |
-11.2% |
352,022 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6072 |
1.5951 |
1.5425 |
|
| R3 |
1.5792 |
1.5671 |
1.5348 |
|
| R2 |
1.5512 |
1.5512 |
1.5322 |
|
| R1 |
1.5391 |
1.5391 |
1.5297 |
1.5452 |
| PP |
1.5232 |
1.5232 |
1.5232 |
1.5262 |
| S1 |
1.5111 |
1.5111 |
1.5245 |
1.5172 |
| S2 |
1.4952 |
1.4952 |
1.5220 |
|
| S3 |
1.4672 |
1.4831 |
1.5194 |
|
| S4 |
1.4392 |
1.4551 |
1.5117 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6346 |
1.6197 |
1.5444 |
|
| R3 |
1.5930 |
1.5781 |
1.5329 |
|
| R2 |
1.5514 |
1.5514 |
1.5291 |
|
| R1 |
1.5365 |
1.5365 |
1.5253 |
1.5440 |
| PP |
1.5098 |
1.5098 |
1.5098 |
1.5136 |
| S1 |
1.4949 |
1.4949 |
1.5177 |
1.5024 |
| S2 |
1.4682 |
1.4682 |
1.5139 |
|
| S3 |
1.4266 |
1.4533 |
1.5101 |
|
| S4 |
1.3850 |
1.4117 |
1.4986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5352 |
1.4940 |
0.0412 |
2.7% |
0.0231 |
1.5% |
80% |
True |
False |
76,739 |
| 10 |
1.5352 |
1.4617 |
0.0735 |
4.8% |
0.0216 |
1.4% |
89% |
True |
False |
71,662 |
| 20 |
1.5352 |
1.4397 |
0.0955 |
6.3% |
0.0226 |
1.5% |
92% |
True |
False |
73,020 |
| 40 |
1.5352 |
1.3850 |
0.1502 |
9.8% |
0.0227 |
1.5% |
95% |
True |
False |
68,706 |
| 60 |
1.5352 |
1.3662 |
0.1690 |
11.1% |
0.0226 |
1.5% |
95% |
True |
False |
48,872 |
| 80 |
1.5352 |
1.3618 |
0.1734 |
11.4% |
0.0233 |
1.5% |
95% |
True |
False |
36,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6542 |
|
2.618 |
1.6085 |
|
1.618 |
1.5805 |
|
1.000 |
1.5632 |
|
0.618 |
1.5525 |
|
HIGH |
1.5352 |
|
0.618 |
1.5245 |
|
0.500 |
1.5212 |
|
0.382 |
1.5179 |
|
LOW |
1.5072 |
|
0.618 |
1.4899 |
|
1.000 |
1.4792 |
|
1.618 |
1.4619 |
|
2.618 |
1.4339 |
|
4.250 |
1.3882 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5251 |
1.5234 |
| PP |
1.5232 |
1.5197 |
| S1 |
1.5212 |
1.5160 |
|