CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5108 |
1.5269 |
0.0161 |
1.1% |
1.4916 |
| High |
1.5352 |
1.5331 |
-0.0021 |
-0.1% |
1.5248 |
| Low |
1.5072 |
1.5084 |
0.0012 |
0.1% |
1.4832 |
| Close |
1.5271 |
1.5168 |
-0.0103 |
-0.7% |
1.5215 |
| Range |
0.0280 |
0.0247 |
-0.0033 |
-11.8% |
0.0416 |
| ATR |
0.0225 |
0.0227 |
0.0002 |
0.7% |
0.0000 |
| Volume |
62,652 |
94,639 |
31,987 |
51.1% |
352,022 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5935 |
1.5799 |
1.5304 |
|
| R3 |
1.5688 |
1.5552 |
1.5236 |
|
| R2 |
1.5441 |
1.5441 |
1.5213 |
|
| R1 |
1.5305 |
1.5305 |
1.5191 |
1.5250 |
| PP |
1.5194 |
1.5194 |
1.5194 |
1.5167 |
| S1 |
1.5058 |
1.5058 |
1.5145 |
1.5003 |
| S2 |
1.4947 |
1.4947 |
1.5123 |
|
| S3 |
1.4700 |
1.4811 |
1.5100 |
|
| S4 |
1.4453 |
1.4564 |
1.5032 |
|
|
| 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% |
0.0248 |
1.6% |
55% |
False |
False |
80,968 |
| 10 |
1.5352 |
1.4701 |
0.0651 |
4.3% |
0.0221 |
1.5% |
72% |
False |
False |
74,464 |
| 20 |
1.5352 |
1.4397 |
0.0955 |
6.3% |
0.0227 |
1.5% |
81% |
False |
False |
74,449 |
| 40 |
1.5352 |
1.3850 |
0.1502 |
9.9% |
0.0229 |
1.5% |
88% |
False |
False |
69,386 |
| 60 |
1.5352 |
1.3662 |
0.1690 |
11.1% |
0.0230 |
1.5% |
89% |
False |
False |
50,447 |
| 80 |
1.5352 |
1.3618 |
0.1734 |
11.4% |
0.0233 |
1.5% |
89% |
False |
False |
37,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6381 |
|
2.618 |
1.5978 |
|
1.618 |
1.5731 |
|
1.000 |
1.5578 |
|
0.618 |
1.5484 |
|
HIGH |
1.5331 |
|
0.618 |
1.5237 |
|
0.500 |
1.5208 |
|
0.382 |
1.5178 |
|
LOW |
1.5084 |
|
0.618 |
1.4931 |
|
1.000 |
1.4837 |
|
1.618 |
1.4684 |
|
2.618 |
1.4437 |
|
4.250 |
1.4034 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5208 |
1.5210 |
| PP |
1.5194 |
1.5196 |
| S1 |
1.5181 |
1.5182 |
|