CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5450 |
1.5720 |
0.0270 |
1.7% |
1.5120 |
| High |
1.5778 |
1.5874 |
0.0096 |
0.6% |
1.5313 |
| Low |
1.5450 |
1.5507 |
0.0057 |
0.4% |
1.5074 |
| Close |
1.5768 |
1.5830 |
0.0062 |
0.4% |
1.5156 |
| Range |
0.0328 |
0.0367 |
0.0039 |
11.9% |
0.0239 |
| ATR |
0.0171 |
0.0185 |
0.0014 |
8.1% |
0.0000 |
| Volume |
1,896 |
4,218 |
2,322 |
122.5% |
1,358 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6838 |
1.6701 |
1.6032 |
|
| R3 |
1.6471 |
1.6334 |
1.5931 |
|
| R2 |
1.6104 |
1.6104 |
1.5897 |
|
| R1 |
1.5967 |
1.5967 |
1.5864 |
1.6036 |
| PP |
1.5737 |
1.5737 |
1.5737 |
1.5771 |
| S1 |
1.5600 |
1.5600 |
1.5796 |
1.5669 |
| S2 |
1.5370 |
1.5370 |
1.5763 |
|
| S3 |
1.5003 |
1.5233 |
1.5729 |
|
| S4 |
1.4636 |
1.4866 |
1.5628 |
|
|
| 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 |
1.7434 |
|
2.618 |
1.6835 |
|
1.618 |
1.6468 |
|
1.000 |
1.6241 |
|
0.618 |
1.6101 |
|
HIGH |
1.5874 |
|
0.618 |
1.5734 |
|
0.500 |
1.5691 |
|
0.382 |
1.5647 |
|
LOW |
1.5507 |
|
0.618 |
1.5280 |
|
1.000 |
1.5140 |
|
1.618 |
1.4913 |
|
2.618 |
1.4546 |
|
4.250 |
1.3947 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5784 |
1.5752 |
| PP |
1.5737 |
1.5675 |
| S1 |
1.5691 |
1.5597 |
|