CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6315 |
1.6349 |
0.0034 |
0.2% |
1.6184 |
| High |
1.6476 |
1.6624 |
0.0148 |
0.9% |
1.6665 |
| Low |
1.6240 |
1.6340 |
0.0100 |
0.6% |
1.5935 |
| Close |
1.6308 |
1.6590 |
0.0282 |
1.7% |
1.5975 |
| Range |
0.0236 |
0.0284 |
0.0048 |
20.3% |
0.0730 |
| ATR |
0.0273 |
0.0276 |
0.0003 |
1.1% |
0.0000 |
| Volume |
108,742 |
109,731 |
989 |
0.9% |
597,372 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7370 |
1.7264 |
1.6746 |
|
| R3 |
1.7086 |
1.6980 |
1.6668 |
|
| R2 |
1.6802 |
1.6802 |
1.6642 |
|
| R1 |
1.6696 |
1.6696 |
1.6616 |
1.6749 |
| PP |
1.6518 |
1.6518 |
1.6518 |
1.6545 |
| S1 |
1.6412 |
1.6412 |
1.6564 |
1.6465 |
| S2 |
1.6234 |
1.6234 |
1.6538 |
|
| S3 |
1.5950 |
1.6128 |
1.6512 |
|
| S4 |
1.5666 |
1.5844 |
1.6434 |
|
|
| 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 |
1.6624 |
1.5802 |
0.0822 |
5.0% |
0.0302 |
1.8% |
96% |
True |
False |
120,417 |
| 10 |
1.6665 |
1.5802 |
0.0863 |
5.2% |
0.0318 |
1.9% |
91% |
False |
False |
114,808 |
| 20 |
1.6665 |
1.5058 |
0.1607 |
9.7% |
0.0271 |
1.6% |
95% |
False |
False |
102,989 |
| 40 |
1.6665 |
1.4397 |
0.2268 |
13.7% |
0.0249 |
1.5% |
97% |
False |
False |
88,719 |
| 60 |
1.6665 |
1.3850 |
0.2815 |
17.0% |
0.0243 |
1.5% |
97% |
False |
False |
80,587 |
| 80 |
1.6665 |
1.3662 |
0.3003 |
18.1% |
0.0240 |
1.4% |
98% |
False |
False |
63,583 |
| 100 |
1.6665 |
1.3618 |
0.3047 |
18.4% |
0.0241 |
1.5% |
98% |
False |
False |
50,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7831 |
|
2.618 |
1.7368 |
|
1.618 |
1.7084 |
|
1.000 |
1.6908 |
|
0.618 |
1.6800 |
|
HIGH |
1.6624 |
|
0.618 |
1.6516 |
|
0.500 |
1.6482 |
|
0.382 |
1.6448 |
|
LOW |
1.6340 |
|
0.618 |
1.6164 |
|
1.000 |
1.6056 |
|
1.618 |
1.5880 |
|
2.618 |
1.5596 |
|
4.250 |
1.5133 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6554 |
1.6495 |
| PP |
1.6518 |
1.6399 |
| S1 |
1.6482 |
1.6304 |
|