CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5206 |
1.5217 |
0.0011 |
0.1% |
1.5120 |
| High |
1.5291 |
1.5339 |
0.0048 |
0.3% |
1.5313 |
| Low |
1.5157 |
1.5217 |
0.0060 |
0.4% |
1.5074 |
| Close |
1.5156 |
1.5311 |
0.0155 |
1.0% |
1.5156 |
| Range |
0.0134 |
0.0122 |
-0.0012 |
-9.0% |
0.0239 |
| ATR |
0.0154 |
0.0156 |
0.0002 |
1.3% |
0.0000 |
| Volume |
51 |
89 |
38 |
74.5% |
1,358 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5655 |
1.5605 |
1.5378 |
|
| R3 |
1.5533 |
1.5483 |
1.5345 |
|
| R2 |
1.5411 |
1.5411 |
1.5333 |
|
| R1 |
1.5361 |
1.5361 |
1.5322 |
1.5386 |
| PP |
1.5289 |
1.5289 |
1.5289 |
1.5302 |
| S1 |
1.5239 |
1.5239 |
1.5300 |
1.5264 |
| S2 |
1.5167 |
1.5167 |
1.5289 |
|
| S3 |
1.5045 |
1.5117 |
1.5277 |
|
| S4 |
1.4923 |
1.4995 |
1.5244 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5898 |
1.5766 |
1.5287 |
|
| R3 |
1.5659 |
1.5527 |
1.5222 |
|
| R2 |
1.5420 |
1.5420 |
1.5200 |
|
| R1 |
1.5288 |
1.5288 |
1.5178 |
1.5354 |
| PP |
1.5181 |
1.5181 |
1.5181 |
1.5214 |
| S1 |
1.5049 |
1.5049 |
1.5134 |
1.5115 |
| S2 |
1.4942 |
1.4942 |
1.5112 |
|
| S3 |
1.4703 |
1.4810 |
1.5090 |
|
| S4 |
1.4464 |
1.4571 |
1.5025 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5858 |
|
2.618 |
1.5658 |
|
1.618 |
1.5536 |
|
1.000 |
1.5461 |
|
0.618 |
1.5414 |
|
HIGH |
1.5339 |
|
0.618 |
1.5292 |
|
0.500 |
1.5278 |
|
0.382 |
1.5264 |
|
LOW |
1.5217 |
|
0.618 |
1.5142 |
|
1.000 |
1.5095 |
|
1.618 |
1.5020 |
|
2.618 |
1.4898 |
|
4.250 |
1.4699 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5300 |
1.5276 |
| PP |
1.5289 |
1.5241 |
| S1 |
1.5278 |
1.5207 |
|