CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6142 |
1.5910 |
-0.0232 |
-1.4% |
1.6184 |
| High |
1.6244 |
1.6107 |
-0.0137 |
-0.8% |
1.6665 |
| Low |
1.5935 |
1.5802 |
-0.0133 |
-0.8% |
1.5935 |
| Close |
1.5975 |
1.6046 |
0.0071 |
0.4% |
1.5975 |
| Range |
0.0309 |
0.0305 |
-0.0004 |
-1.3% |
0.0730 |
| ATR |
0.0265 |
0.0268 |
0.0003 |
1.1% |
0.0000 |
| Volume |
147,902 |
127,973 |
-19,929 |
-13.5% |
597,372 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6900 |
1.6778 |
1.6214 |
|
| R3 |
1.6595 |
1.6473 |
1.6130 |
|
| R2 |
1.6290 |
1.6290 |
1.6102 |
|
| R1 |
1.6168 |
1.6168 |
1.6074 |
1.6229 |
| PP |
1.5985 |
1.5985 |
1.5985 |
1.6016 |
| S1 |
1.5863 |
1.5863 |
1.6018 |
1.5924 |
| S2 |
1.5680 |
1.5680 |
1.5990 |
|
| S3 |
1.5375 |
1.5558 |
1.5962 |
|
| S4 |
1.5070 |
1.5253 |
1.5878 |
|
|
| 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 |
1.5802 |
0.0863 |
5.4% |
0.0333 |
2.1% |
28% |
False |
True |
124,267 |
| 10 |
1.6665 |
1.5776 |
0.0889 |
5.5% |
0.0280 |
1.7% |
30% |
False |
False |
107,620 |
| 20 |
1.6665 |
1.5058 |
0.1607 |
10.0% |
0.0261 |
1.6% |
61% |
False |
False |
98,070 |
| 40 |
1.6665 |
1.4397 |
0.2268 |
14.1% |
0.0242 |
1.5% |
73% |
False |
False |
84,588 |
| 60 |
1.6665 |
1.3707 |
0.2958 |
18.4% |
0.0239 |
1.5% |
79% |
False |
False |
77,908 |
| 80 |
1.6665 |
1.3662 |
0.3003 |
18.7% |
0.0235 |
1.5% |
79% |
False |
False |
59,511 |
| 100 |
1.6665 |
1.3618 |
0.3047 |
19.0% |
0.0235 |
1.5% |
80% |
False |
False |
47,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7403 |
|
2.618 |
1.6905 |
|
1.618 |
1.6600 |
|
1.000 |
1.6412 |
|
0.618 |
1.6295 |
|
HIGH |
1.6107 |
|
0.618 |
1.5990 |
|
0.500 |
1.5955 |
|
0.382 |
1.5919 |
|
LOW |
1.5802 |
|
0.618 |
1.5614 |
|
1.000 |
1.5497 |
|
1.618 |
1.5309 |
|
2.618 |
1.5004 |
|
4.250 |
1.4506 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6016 |
1.6119 |
| PP |
1.5985 |
1.6094 |
| S1 |
1.5955 |
1.6070 |
|