CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5925 |
1.5970 |
0.0045 |
0.3% |
1.5217 |
| High |
1.5960 |
1.6075 |
0.0115 |
0.7% |
1.5933 |
| Low |
1.5772 |
1.5925 |
0.0153 |
1.0% |
1.5217 |
| Close |
1.5920 |
1.6040 |
0.0120 |
0.8% |
1.5912 |
| Range |
0.0188 |
0.0150 |
-0.0038 |
-20.2% |
0.0716 |
| ATR |
0.0184 |
0.0182 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
4,089 |
5,110 |
1,021 |
25.0% |
7,830 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6463 |
1.6402 |
1.6123 |
|
| R3 |
1.6313 |
1.6252 |
1.6081 |
|
| R2 |
1.6163 |
1.6163 |
1.6068 |
|
| R1 |
1.6102 |
1.6102 |
1.6054 |
1.6133 |
| PP |
1.6013 |
1.6013 |
1.6013 |
1.6029 |
| S1 |
1.5952 |
1.5952 |
1.6026 |
1.5983 |
| S2 |
1.5863 |
1.5863 |
1.6013 |
|
| S3 |
1.5713 |
1.5802 |
1.5999 |
|
| S4 |
1.5563 |
1.5652 |
1.5958 |
|
|
| 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 |
1.6713 |
|
2.618 |
1.6468 |
|
1.618 |
1.6318 |
|
1.000 |
1.6225 |
|
0.618 |
1.6168 |
|
HIGH |
1.6075 |
|
0.618 |
1.6018 |
|
0.500 |
1.6000 |
|
0.382 |
1.5982 |
|
LOW |
1.5925 |
|
0.618 |
1.5832 |
|
1.000 |
1.5775 |
|
1.618 |
1.5682 |
|
2.618 |
1.5532 |
|
4.250 |
1.5288 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6027 |
1.6000 |
| PP |
1.6013 |
1.5960 |
| S1 |
1.6000 |
1.5921 |
|