CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5952 |
1.5948 |
-0.0004 |
0.0% |
1.5925 |
| High |
1.6001 |
1.6199 |
0.0198 |
1.2% |
1.6199 |
| Low |
1.5853 |
1.5948 |
0.0095 |
0.6% |
1.5772 |
| Close |
1.5945 |
1.6132 |
0.0187 |
1.2% |
1.6132 |
| Range |
0.0148 |
0.0251 |
0.0103 |
69.6% |
0.0427 |
| ATR |
0.0183 |
0.0188 |
0.0005 |
2.8% |
0.0000 |
| Volume |
888 |
2,075 |
1,187 |
133.7% |
12,162 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6846 |
1.6740 |
1.6270 |
|
| R3 |
1.6595 |
1.6489 |
1.6201 |
|
| R2 |
1.6344 |
1.6344 |
1.6178 |
|
| R1 |
1.6238 |
1.6238 |
1.6155 |
1.6291 |
| PP |
1.6093 |
1.6093 |
1.6093 |
1.6120 |
| S1 |
1.5987 |
1.5987 |
1.6109 |
1.6040 |
| S2 |
1.5842 |
1.5842 |
1.6086 |
|
| S3 |
1.5591 |
1.5736 |
1.6063 |
|
| S4 |
1.5340 |
1.5485 |
1.5994 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7315 |
1.7151 |
1.6367 |
|
| R3 |
1.6888 |
1.6724 |
1.6249 |
|
| R2 |
1.6461 |
1.6461 |
1.6210 |
|
| R1 |
1.6297 |
1.6297 |
1.6171 |
1.6379 |
| PP |
1.6034 |
1.6034 |
1.6034 |
1.6076 |
| S1 |
1.5870 |
1.5870 |
1.6093 |
1.5952 |
| S2 |
1.5607 |
1.5607 |
1.6054 |
|
| S3 |
1.5180 |
1.5443 |
1.6015 |
|
| S4 |
1.4753 |
1.5016 |
1.5897 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7266 |
|
2.618 |
1.6856 |
|
1.618 |
1.6605 |
|
1.000 |
1.6450 |
|
0.618 |
1.6354 |
|
HIGH |
1.6199 |
|
0.618 |
1.6103 |
|
0.500 |
1.6074 |
|
0.382 |
1.6044 |
|
LOW |
1.5948 |
|
0.618 |
1.5793 |
|
1.000 |
1.5697 |
|
1.618 |
1.5542 |
|
2.618 |
1.5291 |
|
4.250 |
1.4881 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6113 |
1.6097 |
| PP |
1.6093 |
1.6061 |
| S1 |
1.6074 |
1.6026 |
|