CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5956 |
1.5933 |
-0.0023 |
-0.1% |
1.5923 |
| High |
1.6016 |
1.6202 |
0.0186 |
1.2% |
1.6202 |
| Low |
1.5852 |
1.5920 |
0.0068 |
0.4% |
1.5776 |
| Close |
1.5951 |
1.6138 |
0.0187 |
1.2% |
1.6138 |
| Range |
0.0164 |
0.0282 |
0.0118 |
72.0% |
0.0426 |
| ATR |
0.0226 |
0.0230 |
0.0004 |
1.8% |
0.0000 |
| Volume |
99,703 |
96,526 |
-3,177 |
-3.2% |
350,864 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6933 |
1.6817 |
1.6293 |
|
| R3 |
1.6651 |
1.6535 |
1.6216 |
|
| R2 |
1.6369 |
1.6369 |
1.6190 |
|
| R1 |
1.6253 |
1.6253 |
1.6164 |
1.6311 |
| PP |
1.6087 |
1.6087 |
1.6087 |
1.6116 |
| S1 |
1.5971 |
1.5971 |
1.6112 |
1.6029 |
| S2 |
1.5805 |
1.5805 |
1.6086 |
|
| S3 |
1.5523 |
1.5689 |
1.6060 |
|
| S4 |
1.5241 |
1.5407 |
1.5983 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7317 |
1.7153 |
1.6372 |
|
| R3 |
1.6891 |
1.6727 |
1.6255 |
|
| R2 |
1.6465 |
1.6465 |
1.6216 |
|
| R1 |
1.6301 |
1.6301 |
1.6177 |
1.6383 |
| PP |
1.6039 |
1.6039 |
1.6039 |
1.6080 |
| S1 |
1.5875 |
1.5875 |
1.6099 |
1.5957 |
| S2 |
1.5613 |
1.5613 |
1.6060 |
|
| S3 |
1.5187 |
1.5449 |
1.6021 |
|
| S4 |
1.4761 |
1.5023 |
1.5904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6202 |
1.5755 |
0.0447 |
2.8% |
0.0197 |
1.2% |
86% |
True |
False |
96,822 |
| 10 |
1.6202 |
1.5113 |
0.1089 |
6.7% |
0.0233 |
1.4% |
94% |
True |
False |
90,446 |
| 20 |
1.6202 |
1.4755 |
0.1447 |
9.0% |
0.0224 |
1.4% |
96% |
True |
False |
84,194 |
| 40 |
1.6202 |
1.4397 |
0.1805 |
11.2% |
0.0224 |
1.4% |
96% |
True |
False |
76,789 |
| 60 |
1.6202 |
1.3662 |
0.2540 |
15.7% |
0.0231 |
1.4% |
97% |
True |
False |
67,024 |
| 80 |
1.6202 |
1.3662 |
0.2540 |
15.7% |
0.0228 |
1.4% |
97% |
True |
False |
50,451 |
| 100 |
1.6202 |
1.3618 |
0.2584 |
16.0% |
0.0229 |
1.4% |
98% |
True |
False |
40,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7401 |
|
2.618 |
1.6940 |
|
1.618 |
1.6658 |
|
1.000 |
1.6484 |
|
0.618 |
1.6376 |
|
HIGH |
1.6202 |
|
0.618 |
1.6094 |
|
0.500 |
1.6061 |
|
0.382 |
1.6028 |
|
LOW |
1.5920 |
|
0.618 |
1.5746 |
|
1.000 |
1.5638 |
|
1.618 |
1.5464 |
|
2.618 |
1.5182 |
|
4.250 |
1.4722 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6112 |
1.6101 |
| PP |
1.6087 |
1.6064 |
| S1 |
1.6061 |
1.6027 |
|