CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6184 |
1.6440 |
0.0256 |
1.6% |
1.5923 |
| High |
1.6498 |
1.6598 |
0.0100 |
0.6% |
1.6202 |
| Low |
1.6162 |
1.6324 |
0.0162 |
1.0% |
1.5776 |
| Close |
1.6445 |
1.6574 |
0.0129 |
0.8% |
1.6138 |
| Range |
0.0336 |
0.0274 |
-0.0062 |
-18.5% |
0.0426 |
| ATR |
0.0239 |
0.0242 |
0.0002 |
1.0% |
0.0000 |
| Volume |
104,006 |
97,506 |
-6,500 |
-6.2% |
350,864 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7321 |
1.7221 |
1.6725 |
|
| R3 |
1.7047 |
1.6947 |
1.6649 |
|
| R2 |
1.6773 |
1.6773 |
1.6624 |
|
| R1 |
1.6673 |
1.6673 |
1.6599 |
1.6723 |
| PP |
1.6499 |
1.6499 |
1.6499 |
1.6524 |
| S1 |
1.6399 |
1.6399 |
1.6549 |
1.6449 |
| S2 |
1.6225 |
1.6225 |
1.6524 |
|
| S3 |
1.5951 |
1.6125 |
1.6499 |
|
| S4 |
1.5677 |
1.5851 |
1.6423 |
|
|
| 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 |
1.6598 |
1.5852 |
0.0746 |
4.5% |
0.0243 |
1.5% |
97% |
True |
False |
96,486 |
| 10 |
1.6598 |
1.5294 |
0.1304 |
7.9% |
0.0255 |
1.5% |
98% |
True |
False |
94,526 |
| 20 |
1.6598 |
1.4940 |
0.1658 |
10.0% |
0.0236 |
1.4% |
99% |
True |
False |
86,769 |
| 40 |
1.6598 |
1.4397 |
0.2201 |
13.3% |
0.0227 |
1.4% |
99% |
True |
False |
77,800 |
| 60 |
1.6598 |
1.3662 |
0.2936 |
17.7% |
0.0235 |
1.4% |
99% |
True |
False |
70,241 |
| 80 |
1.6598 |
1.3662 |
0.2936 |
17.7% |
0.0231 |
1.4% |
99% |
True |
False |
52,968 |
| 100 |
1.6598 |
1.3618 |
0.2980 |
18.0% |
0.0229 |
1.4% |
99% |
True |
False |
42,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7763 |
|
2.618 |
1.7315 |
|
1.618 |
1.7041 |
|
1.000 |
1.6872 |
|
0.618 |
1.6767 |
|
HIGH |
1.6598 |
|
0.618 |
1.6493 |
|
0.500 |
1.6461 |
|
0.382 |
1.6429 |
|
LOW |
1.6324 |
|
0.618 |
1.6155 |
|
1.000 |
1.6050 |
|
1.618 |
1.5881 |
|
2.618 |
1.5607 |
|
4.250 |
1.5160 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6536 |
1.6469 |
| PP |
1.6499 |
1.6364 |
| S1 |
1.6461 |
1.6259 |
|