CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5217 |
1.5179 |
-0.0038 |
-0.2% |
1.5225 |
| High |
1.5287 |
1.5350 |
0.0063 |
0.4% |
1.5352 |
| Low |
1.5131 |
1.5113 |
-0.0018 |
-0.1% |
1.5058 |
| Close |
1.5159 |
1.5316 |
0.0157 |
1.0% |
1.5159 |
| Range |
0.0156 |
0.0237 |
0.0081 |
51.9% |
0.0294 |
| ATR |
0.0219 |
0.0220 |
0.0001 |
0.6% |
0.0000 |
| Volume |
74,668 |
86,046 |
11,378 |
15.2% |
406,273 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5971 |
1.5880 |
1.5446 |
|
| R3 |
1.5734 |
1.5643 |
1.5381 |
|
| R2 |
1.5497 |
1.5497 |
1.5359 |
|
| R1 |
1.5406 |
1.5406 |
1.5338 |
1.5452 |
| PP |
1.5260 |
1.5260 |
1.5260 |
1.5282 |
| S1 |
1.5169 |
1.5169 |
1.5294 |
1.5215 |
| S2 |
1.5023 |
1.5023 |
1.5273 |
|
| S3 |
1.4786 |
1.4932 |
1.5251 |
|
| S4 |
1.4549 |
1.4695 |
1.5186 |
|
|
| 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% |
0.0222 |
1.4% |
88% |
False |
False |
84,355 |
| 10 |
1.5352 |
1.4940 |
0.0412 |
2.7% |
0.0217 |
1.4% |
91% |
False |
False |
79,013 |
| 20 |
1.5352 |
1.4397 |
0.0955 |
6.2% |
0.0219 |
1.4% |
96% |
False |
False |
78,123 |
| 40 |
1.5352 |
1.4112 |
0.1240 |
8.1% |
0.0216 |
1.4% |
97% |
False |
False |
70,959 |
| 60 |
1.5352 |
1.3662 |
0.1690 |
11.0% |
0.0233 |
1.5% |
98% |
False |
False |
54,828 |
| 80 |
1.5352 |
1.3618 |
0.1734 |
11.3% |
0.0228 |
1.5% |
98% |
False |
False |
41,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6357 |
|
2.618 |
1.5970 |
|
1.618 |
1.5733 |
|
1.000 |
1.5587 |
|
0.618 |
1.5496 |
|
HIGH |
1.5350 |
|
0.618 |
1.5259 |
|
0.500 |
1.5232 |
|
0.382 |
1.5204 |
|
LOW |
1.5113 |
|
0.618 |
1.4967 |
|
1.000 |
1.4876 |
|
1.618 |
1.4730 |
|
2.618 |
1.4493 |
|
4.250 |
1.4106 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5288 |
1.5279 |
| PP |
1.5260 |
1.5241 |
| S1 |
1.5232 |
1.5204 |
|