CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5179 |
1.5334 |
0.0155 |
1.0% |
1.5225 |
| High |
1.5350 |
1.5523 |
0.0173 |
1.1% |
1.5352 |
| Low |
1.5113 |
1.5294 |
0.0181 |
1.2% |
1.5058 |
| Close |
1.5316 |
1.5511 |
0.0195 |
1.3% |
1.5159 |
| Range |
0.0237 |
0.0229 |
-0.0008 |
-3.4% |
0.0294 |
| ATR |
0.0220 |
0.0221 |
0.0001 |
0.3% |
0.0000 |
| Volume |
86,046 |
66,836 |
-19,210 |
-22.3% |
406,273 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6130 |
1.6049 |
1.5637 |
|
| R3 |
1.5901 |
1.5820 |
1.5574 |
|
| R2 |
1.5672 |
1.5672 |
1.5553 |
|
| R1 |
1.5591 |
1.5591 |
1.5532 |
1.5632 |
| PP |
1.5443 |
1.5443 |
1.5443 |
1.5463 |
| S1 |
1.5362 |
1.5362 |
1.5490 |
1.5403 |
| S2 |
1.5214 |
1.5214 |
1.5469 |
|
| S3 |
1.4985 |
1.5133 |
1.5448 |
|
| S4 |
1.4756 |
1.4904 |
1.5385 |
|
|
| 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 |
1.5523 |
1.5058 |
0.0465 |
3.0% |
0.0212 |
1.4% |
97% |
True |
False |
85,192 |
| 10 |
1.5523 |
1.4940 |
0.0583 |
3.8% |
0.0221 |
1.4% |
98% |
True |
False |
80,965 |
| 20 |
1.5523 |
1.4397 |
0.1126 |
7.3% |
0.0218 |
1.4% |
99% |
True |
False |
77,600 |
| 40 |
1.5523 |
1.4112 |
0.1411 |
9.1% |
0.0217 |
1.4% |
99% |
True |
False |
71,089 |
| 60 |
1.5523 |
1.3662 |
0.1861 |
12.0% |
0.0232 |
1.5% |
99% |
True |
False |
55,941 |
| 80 |
1.5523 |
1.3662 |
0.1861 |
12.0% |
0.0229 |
1.5% |
99% |
True |
False |
41,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6496 |
|
2.618 |
1.6123 |
|
1.618 |
1.5894 |
|
1.000 |
1.5752 |
|
0.618 |
1.5665 |
|
HIGH |
1.5523 |
|
0.618 |
1.5436 |
|
0.500 |
1.5409 |
|
0.382 |
1.5381 |
|
LOW |
1.5294 |
|
0.618 |
1.5152 |
|
1.000 |
1.5065 |
|
1.618 |
1.4923 |
|
2.618 |
1.4694 |
|
4.250 |
1.4321 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5477 |
1.5447 |
| PP |
1.5443 |
1.5382 |
| S1 |
1.5409 |
1.5318 |
|