CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6440 |
1.6582 |
0.0142 |
0.9% |
1.5923 |
| High |
1.6598 |
1.6665 |
0.0067 |
0.4% |
1.6202 |
| Low |
1.6324 |
1.6240 |
-0.0084 |
-0.5% |
1.5776 |
| Close |
1.6574 |
1.6277 |
-0.0297 |
-1.8% |
1.6138 |
| Range |
0.0274 |
0.0425 |
0.0151 |
55.1% |
0.0426 |
| ATR |
0.0242 |
0.0255 |
0.0013 |
5.4% |
0.0000 |
| Volume |
97,506 |
114,237 |
16,731 |
17.2% |
350,864 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7669 |
1.7398 |
1.6511 |
|
| R3 |
1.7244 |
1.6973 |
1.6394 |
|
| R2 |
1.6819 |
1.6819 |
1.6355 |
|
| R1 |
1.6548 |
1.6548 |
1.6316 |
1.6471 |
| PP |
1.6394 |
1.6394 |
1.6394 |
1.6356 |
| S1 |
1.6123 |
1.6123 |
1.6238 |
1.6046 |
| S2 |
1.5969 |
1.5969 |
1.6199 |
|
| S3 |
1.5544 |
1.5698 |
1.6160 |
|
| S4 |
1.5119 |
1.5273 |
1.6043 |
|
|
| 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 |
1.6665 |
1.5852 |
0.0813 |
5.0% |
0.0296 |
1.8% |
52% |
True |
False |
102,395 |
| 10 |
1.6665 |
1.5447 |
0.1218 |
7.5% |
0.0274 |
1.7% |
68% |
True |
False |
99,266 |
| 20 |
1.6665 |
1.4940 |
0.1725 |
10.6% |
0.0248 |
1.5% |
78% |
True |
False |
90,116 |
| 40 |
1.6665 |
1.4397 |
0.2268 |
13.9% |
0.0230 |
1.4% |
83% |
True |
False |
78,994 |
| 60 |
1.6665 |
1.3662 |
0.3003 |
18.4% |
0.0238 |
1.5% |
87% |
True |
False |
72,088 |
| 80 |
1.6665 |
1.3662 |
0.3003 |
18.4% |
0.0233 |
1.4% |
87% |
True |
False |
54,395 |
| 100 |
1.6665 |
1.3618 |
0.3047 |
18.7% |
0.0231 |
1.4% |
87% |
True |
False |
43,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8471 |
|
2.618 |
1.7778 |
|
1.618 |
1.7353 |
|
1.000 |
1.7090 |
|
0.618 |
1.6928 |
|
HIGH |
1.6665 |
|
0.618 |
1.6503 |
|
0.500 |
1.6453 |
|
0.382 |
1.6402 |
|
LOW |
1.6240 |
|
0.618 |
1.5977 |
|
1.000 |
1.5815 |
|
1.618 |
1.5552 |
|
2.618 |
1.5127 |
|
4.250 |
1.4434 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6453 |
1.6414 |
| PP |
1.6394 |
1.6368 |
| S1 |
1.6336 |
1.6323 |
|