CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4990 |
1.5025 |
0.0035 |
0.2% |
1.4550 |
| High |
1.5149 |
1.5132 |
-0.0017 |
-0.1% |
1.4950 |
| Low |
1.4990 |
1.5010 |
0.0020 |
0.1% |
1.4550 |
| Close |
1.5070 |
1.5131 |
0.0061 |
0.4% |
1.4924 |
| Range |
0.0159 |
0.0122 |
-0.0037 |
-23.3% |
0.0400 |
| ATR |
0.0146 |
0.0145 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
32 |
41 |
9 |
28.1% |
92 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5457 |
1.5416 |
1.5198 |
|
| R3 |
1.5335 |
1.5294 |
1.5165 |
|
| R2 |
1.5213 |
1.5213 |
1.5153 |
|
| R1 |
1.5172 |
1.5172 |
1.5142 |
1.5193 |
| PP |
1.5091 |
1.5091 |
1.5091 |
1.5101 |
| S1 |
1.5050 |
1.5050 |
1.5120 |
1.5071 |
| S2 |
1.4969 |
1.4969 |
1.5109 |
|
| S3 |
1.4847 |
1.4928 |
1.5097 |
|
| S4 |
1.4725 |
1.4806 |
1.5064 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6008 |
1.5866 |
1.5144 |
|
| R3 |
1.5608 |
1.5466 |
1.5034 |
|
| R2 |
1.5208 |
1.5208 |
1.4997 |
|
| R1 |
1.5066 |
1.5066 |
1.4961 |
1.5137 |
| PP |
1.4808 |
1.4808 |
1.4808 |
1.4844 |
| S1 |
1.4666 |
1.4666 |
1.4887 |
1.4737 |
| S2 |
1.4408 |
1.4408 |
1.4851 |
|
| S3 |
1.4008 |
1.4266 |
1.4814 |
|
| S4 |
1.3608 |
1.3866 |
1.4704 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5651 |
|
2.618 |
1.5451 |
|
1.618 |
1.5329 |
|
1.000 |
1.5254 |
|
0.618 |
1.5207 |
|
HIGH |
1.5132 |
|
0.618 |
1.5085 |
|
0.500 |
1.5071 |
|
0.382 |
1.5057 |
|
LOW |
1.5010 |
|
0.618 |
1.4935 |
|
1.000 |
1.4888 |
|
1.618 |
1.4813 |
|
2.618 |
1.4691 |
|
4.250 |
1.4492 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5111 |
1.5087 |
| PP |
1.5091 |
1.5043 |
| S1 |
1.5071 |
1.5000 |
|