CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5737 |
1.5847 |
0.0110 |
0.7% |
1.5179 |
| High |
1.5890 |
1.5943 |
0.0053 |
0.3% |
1.5943 |
| Low |
1.5512 |
1.5755 |
0.0243 |
1.6% |
1.5113 |
| Close |
1.5837 |
1.5917 |
0.0080 |
0.5% |
1.5917 |
| Range |
0.0378 |
0.0188 |
-0.0190 |
-50.3% |
0.0830 |
| ATR |
0.0240 |
0.0237 |
-0.0004 |
-1.6% |
0.0000 |
| Volume |
101,847 |
133,248 |
31,401 |
30.8% |
478,934 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6436 |
1.6364 |
1.6020 |
|
| R3 |
1.6248 |
1.6176 |
1.5969 |
|
| R2 |
1.6060 |
1.6060 |
1.5951 |
|
| R1 |
1.5988 |
1.5988 |
1.5934 |
1.6024 |
| PP |
1.5872 |
1.5872 |
1.5872 |
1.5890 |
| S1 |
1.5800 |
1.5800 |
1.5900 |
1.5836 |
| S2 |
1.5684 |
1.5684 |
1.5883 |
|
| S3 |
1.5496 |
1.5612 |
1.5865 |
|
| S4 |
1.5308 |
1.5424 |
1.5814 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8148 |
1.7862 |
1.6374 |
|
| R3 |
1.7318 |
1.7032 |
1.6145 |
|
| R2 |
1.6488 |
1.6488 |
1.6069 |
|
| R1 |
1.6202 |
1.6202 |
1.5993 |
1.6345 |
| PP |
1.5658 |
1.5658 |
1.5658 |
1.5729 |
| S1 |
1.5372 |
1.5372 |
1.5841 |
1.5515 |
| S2 |
1.4828 |
1.4828 |
1.5765 |
|
| S3 |
1.3998 |
1.4542 |
1.5689 |
|
| S4 |
1.3168 |
1.3712 |
1.5461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5943 |
1.5113 |
0.0830 |
5.2% |
0.0275 |
1.7% |
97% |
True |
False |
95,786 |
| 10 |
1.5943 |
1.5058 |
0.0885 |
5.6% |
0.0243 |
1.5% |
97% |
True |
False |
88,520 |
| 20 |
1.5943 |
1.4513 |
0.1430 |
9.0% |
0.0224 |
1.4% |
98% |
True |
False |
80,839 |
| 40 |
1.5943 |
1.4112 |
0.1831 |
11.5% |
0.0223 |
1.4% |
99% |
True |
False |
73,796 |
| 60 |
1.5943 |
1.3662 |
0.2281 |
14.3% |
0.0234 |
1.5% |
99% |
True |
False |
61,289 |
| 80 |
1.5943 |
1.3662 |
0.2281 |
14.3% |
0.0232 |
1.5% |
99% |
True |
False |
46,069 |
| 100 |
1.5943 |
1.3618 |
0.2325 |
14.6% |
0.0226 |
1.4% |
99% |
True |
False |
36,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6742 |
|
2.618 |
1.6435 |
|
1.618 |
1.6247 |
|
1.000 |
1.6131 |
|
0.618 |
1.6059 |
|
HIGH |
1.5943 |
|
0.618 |
1.5871 |
|
0.500 |
1.5849 |
|
0.382 |
1.5827 |
|
LOW |
1.5755 |
|
0.618 |
1.5639 |
|
1.000 |
1.5567 |
|
1.618 |
1.5451 |
|
2.618 |
1.5263 |
|
4.250 |
1.4956 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5894 |
1.5843 |
| PP |
1.5872 |
1.5769 |
| S1 |
1.5849 |
1.5695 |
|