CME British Pound Future September 2009
Trading Metrics calculated at close of trading on 02-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1.6184 |
1.6445 |
0.0261 |
1.6% |
1.5925 |
High |
1.6489 |
1.6591 |
0.0102 |
0.6% |
1.6199 |
Low |
1.6157 |
1.6321 |
0.0164 |
1.0% |
1.5772 |
Close |
1.6440 |
1.6570 |
0.0130 |
0.8% |
1.6132 |
Range |
0.0332 |
0.0270 |
-0.0062 |
-18.7% |
0.0427 |
ATR |
0.0200 |
0.0205 |
0.0005 |
2.5% |
0.0000 |
Volume |
4,857 |
2,256 |
-2,601 |
-53.6% |
12,162 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7304 |
1.7207 |
1.6719 |
|
R3 |
1.7034 |
1.6937 |
1.6644 |
|
R2 |
1.6764 |
1.6764 |
1.6620 |
|
R1 |
1.6667 |
1.6667 |
1.6595 |
1.6716 |
PP |
1.6494 |
1.6494 |
1.6494 |
1.6518 |
S1 |
1.6397 |
1.6397 |
1.6545 |
1.6446 |
S2 |
1.6224 |
1.6224 |
1.6521 |
|
S3 |
1.5954 |
1.6127 |
1.6496 |
|
S4 |
1.5684 |
1.5857 |
1.6422 |
|
|
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 |
1.7739 |
2.618 |
1.7298 |
1.618 |
1.7028 |
1.000 |
1.6861 |
0.618 |
1.6758 |
HIGH |
1.6591 |
0.618 |
1.6488 |
0.500 |
1.6456 |
0.382 |
1.6424 |
LOW |
1.6321 |
0.618 |
1.6154 |
1.000 |
1.6051 |
1.618 |
1.5884 |
2.618 |
1.5614 |
4.250 |
1.5174 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6532 |
1.6470 |
PP |
1.6494 |
1.6370 |
S1 |
1.6456 |
1.6270 |
|