CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5142 |
1.5217 |
0.0075 |
0.5% |
1.5225 |
| High |
1.5248 |
1.5287 |
0.0039 |
0.3% |
1.5352 |
| Low |
1.5058 |
1.5131 |
0.0073 |
0.5% |
1.5058 |
| Close |
1.5230 |
1.5159 |
-0.0071 |
-0.5% |
1.5159 |
| Range |
0.0190 |
0.0156 |
-0.0034 |
-17.9% |
0.0294 |
| ATR |
0.0224 |
0.0219 |
-0.0005 |
-2.2% |
0.0000 |
| Volume |
103,772 |
74,668 |
-29,104 |
-28.0% |
406,273 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5660 |
1.5566 |
1.5245 |
|
| R3 |
1.5504 |
1.5410 |
1.5202 |
|
| R2 |
1.5348 |
1.5348 |
1.5188 |
|
| R1 |
1.5254 |
1.5254 |
1.5173 |
1.5223 |
| PP |
1.5192 |
1.5192 |
1.5192 |
1.5177 |
| S1 |
1.5098 |
1.5098 |
1.5145 |
1.5067 |
| S2 |
1.5036 |
1.5036 |
1.5130 |
|
| S3 |
1.4880 |
1.4942 |
1.5116 |
|
| S4 |
1.4724 |
1.4786 |
1.5073 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6072 |
1.5909 |
1.5321 |
|
| R3 |
1.5778 |
1.5615 |
1.5240 |
|
| R2 |
1.5484 |
1.5484 |
1.5213 |
|
| R1 |
1.5321 |
1.5321 |
1.5186 |
1.5256 |
| PP |
1.5190 |
1.5190 |
1.5190 |
1.5157 |
| S1 |
1.5027 |
1.5027 |
1.5132 |
1.4962 |
| S2 |
1.4896 |
1.4896 |
1.5105 |
|
| S3 |
1.4602 |
1.4733 |
1.5078 |
|
| S4 |
1.4308 |
1.4439 |
1.4997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5352 |
1.5058 |
0.0294 |
1.9% |
0.0210 |
1.4% |
34% |
False |
False |
81,254 |
| 10 |
1.5352 |
1.4832 |
0.0520 |
3.4% |
0.0212 |
1.4% |
63% |
False |
False |
75,829 |
| 20 |
1.5352 |
1.4397 |
0.0955 |
6.3% |
0.0223 |
1.5% |
80% |
False |
False |
76,682 |
| 40 |
1.5352 |
1.4112 |
0.1240 |
8.2% |
0.0216 |
1.4% |
84% |
False |
False |
70,787 |
| 60 |
1.5352 |
1.3662 |
0.1690 |
11.1% |
0.0232 |
1.5% |
89% |
False |
False |
53,420 |
| 80 |
1.5352 |
1.3618 |
0.1734 |
11.4% |
0.0226 |
1.5% |
89% |
False |
False |
40,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5950 |
|
2.618 |
1.5695 |
|
1.618 |
1.5539 |
|
1.000 |
1.5443 |
|
0.618 |
1.5383 |
|
HIGH |
1.5287 |
|
0.618 |
1.5227 |
|
0.500 |
1.5209 |
|
0.382 |
1.5191 |
|
LOW |
1.5131 |
|
0.618 |
1.5035 |
|
1.000 |
1.4975 |
|
1.618 |
1.4879 |
|
2.618 |
1.4723 |
|
4.250 |
1.4468 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5209 |
1.5195 |
| PP |
1.5192 |
1.5183 |
| S1 |
1.5176 |
1.5171 |
|