CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6299 |
1.6142 |
-0.0157 |
-1.0% |
1.6184 |
| High |
1.6435 |
1.6244 |
-0.0191 |
-1.2% |
1.6665 |
| Low |
1.6085 |
1.5935 |
-0.0150 |
-0.9% |
1.5935 |
| Close |
1.6193 |
1.5975 |
-0.0218 |
-1.3% |
1.5975 |
| Range |
0.0350 |
0.0309 |
-0.0041 |
-11.7% |
0.0730 |
| ATR |
0.0261 |
0.0265 |
0.0003 |
1.3% |
0.0000 |
| Volume |
133,721 |
147,902 |
14,181 |
10.6% |
597,372 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6978 |
1.6786 |
1.6145 |
|
| R3 |
1.6669 |
1.6477 |
1.6060 |
|
| R2 |
1.6360 |
1.6360 |
1.6032 |
|
| R1 |
1.6168 |
1.6168 |
1.6003 |
1.6110 |
| PP |
1.6051 |
1.6051 |
1.6051 |
1.6022 |
| S1 |
1.5859 |
1.5859 |
1.5947 |
1.5801 |
| S2 |
1.5742 |
1.5742 |
1.5918 |
|
| S3 |
1.5433 |
1.5550 |
1.5890 |
|
| S4 |
1.5124 |
1.5241 |
1.5805 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8382 |
1.7908 |
1.6377 |
|
| R3 |
1.7652 |
1.7178 |
1.6176 |
|
| R2 |
1.6922 |
1.6922 |
1.6109 |
|
| R1 |
1.6448 |
1.6448 |
1.6042 |
1.6320 |
| PP |
1.6192 |
1.6192 |
1.6192 |
1.6128 |
| S1 |
1.5718 |
1.5718 |
1.5908 |
1.5590 |
| S2 |
1.5462 |
1.5462 |
1.5841 |
|
| S3 |
1.4732 |
1.4988 |
1.5774 |
|
| S4 |
1.4002 |
1.4258 |
1.5574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6665 |
1.5935 |
0.0730 |
4.6% |
0.0339 |
2.1% |
5% |
False |
True |
119,474 |
| 10 |
1.6665 |
1.5755 |
0.0910 |
5.7% |
0.0268 |
1.7% |
24% |
False |
False |
108,148 |
| 20 |
1.6665 |
1.4968 |
0.1697 |
10.6% |
0.0260 |
1.6% |
59% |
False |
False |
96,798 |
| 40 |
1.6665 |
1.4397 |
0.2268 |
14.2% |
0.0239 |
1.5% |
70% |
False |
False |
82,610 |
| 60 |
1.6665 |
1.3662 |
0.3003 |
18.8% |
0.0238 |
1.5% |
77% |
False |
False |
76,284 |
| 80 |
1.6665 |
1.3662 |
0.3003 |
18.8% |
0.0233 |
1.5% |
77% |
False |
False |
57,912 |
| 100 |
1.6665 |
1.3618 |
0.3047 |
19.1% |
0.0234 |
1.5% |
77% |
False |
False |
46,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7557 |
|
2.618 |
1.7053 |
|
1.618 |
1.6744 |
|
1.000 |
1.6553 |
|
0.618 |
1.6435 |
|
HIGH |
1.6244 |
|
0.618 |
1.6126 |
|
0.500 |
1.6090 |
|
0.382 |
1.6053 |
|
LOW |
1.5935 |
|
0.618 |
1.5744 |
|
1.000 |
1.5626 |
|
1.618 |
1.5435 |
|
2.618 |
1.5126 |
|
4.250 |
1.4622 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6090 |
1.6300 |
| PP |
1.6051 |
1.6192 |
| S1 |
1.6013 |
1.6083 |
|