CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5217 |
1.5324 |
0.0107 |
0.7% |
1.5120 |
| High |
1.5339 |
1.5512 |
0.0173 |
1.1% |
1.5313 |
| Low |
1.5217 |
1.5320 |
0.0103 |
0.7% |
1.5074 |
| Close |
1.5311 |
1.5504 |
0.0193 |
1.3% |
1.5156 |
| Range |
0.0122 |
0.0192 |
0.0070 |
57.4% |
0.0239 |
| ATR |
0.0156 |
0.0159 |
0.0003 |
2.0% |
0.0000 |
| Volume |
89 |
153 |
64 |
71.9% |
1,358 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6021 |
1.5955 |
1.5610 |
|
| R3 |
1.5829 |
1.5763 |
1.5557 |
|
| R2 |
1.5637 |
1.5637 |
1.5539 |
|
| R1 |
1.5571 |
1.5571 |
1.5522 |
1.5604 |
| PP |
1.5445 |
1.5445 |
1.5445 |
1.5462 |
| S1 |
1.5379 |
1.5379 |
1.5486 |
1.5412 |
| S2 |
1.5253 |
1.5253 |
1.5469 |
|
| S3 |
1.5061 |
1.5187 |
1.5451 |
|
| S4 |
1.4869 |
1.4995 |
1.5398 |
|
|
| 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 |
1.6328 |
|
2.618 |
1.6015 |
|
1.618 |
1.5823 |
|
1.000 |
1.5704 |
|
0.618 |
1.5631 |
|
HIGH |
1.5512 |
|
0.618 |
1.5439 |
|
0.500 |
1.5416 |
|
0.382 |
1.5393 |
|
LOW |
1.5320 |
|
0.618 |
1.5201 |
|
1.000 |
1.5128 |
|
1.618 |
1.5009 |
|
2.618 |
1.4817 |
|
4.250 |
1.4504 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5475 |
1.5448 |
| PP |
1.5445 |
1.5391 |
| S1 |
1.5416 |
1.5335 |
|