CME British Pound Future September 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
1.5720 |
1.5837 |
0.0117 |
0.7% |
1.5217 |
High |
1.5874 |
1.5933 |
0.0059 |
0.4% |
1.5933 |
Low |
1.5507 |
1.5766 |
0.0259 |
1.7% |
1.5217 |
Close |
1.5830 |
1.5912 |
0.0082 |
0.5% |
1.5912 |
Range |
0.0367 |
0.0167 |
-0.0200 |
-54.5% |
0.0716 |
ATR |
0.0185 |
0.0184 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
4,218 |
1,474 |
-2,744 |
-65.1% |
7,830 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6371 |
1.6309 |
1.6004 |
|
R3 |
1.6204 |
1.6142 |
1.5958 |
|
R2 |
1.6037 |
1.6037 |
1.5943 |
|
R1 |
1.5975 |
1.5975 |
1.5927 |
1.6006 |
PP |
1.5870 |
1.5870 |
1.5870 |
1.5886 |
S1 |
1.5808 |
1.5808 |
1.5897 |
1.5839 |
S2 |
1.5703 |
1.5703 |
1.5881 |
|
S3 |
1.5536 |
1.5641 |
1.5866 |
|
S4 |
1.5369 |
1.5474 |
1.5820 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7835 |
1.7590 |
1.6306 |
|
R3 |
1.7119 |
1.6874 |
1.6109 |
|
R2 |
1.6403 |
1.6403 |
1.6043 |
|
R1 |
1.6158 |
1.6158 |
1.5978 |
1.6281 |
PP |
1.5687 |
1.5687 |
1.5687 |
1.5749 |
S1 |
1.5442 |
1.5442 |
1.5846 |
1.5565 |
S2 |
1.4971 |
1.4971 |
1.5781 |
|
S3 |
1.4255 |
1.4726 |
1.5715 |
|
S4 |
1.3539 |
1.4010 |
1.5518 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6643 |
2.618 |
1.6370 |
1.618 |
1.6203 |
1.000 |
1.6100 |
0.618 |
1.6036 |
HIGH |
1.5933 |
0.618 |
1.5869 |
0.500 |
1.5850 |
0.382 |
1.5830 |
LOW |
1.5766 |
0.618 |
1.5663 |
1.000 |
1.5599 |
1.618 |
1.5496 |
2.618 |
1.5329 |
4.250 |
1.5056 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1.5891 |
1.5839 |
PP |
1.5870 |
1.5765 |
S1 |
1.5850 |
1.5692 |
|