CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6110 |
1.5903 |
-0.0207 |
-1.3% |
1.6184 |
| High |
1.6238 |
1.6101 |
-0.0137 |
-0.8% |
1.6658 |
| Low |
1.5934 |
1.5795 |
-0.0139 |
-0.9% |
1.5934 |
| Close |
1.5970 |
1.6042 |
0.0072 |
0.5% |
1.5970 |
| Range |
0.0304 |
0.0306 |
0.0002 |
0.7% |
0.0724 |
| ATR |
0.0235 |
0.0240 |
0.0005 |
2.2% |
0.0000 |
| Volume |
12,531 |
11,729 |
-802 |
-6.4% |
33,958 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6897 |
1.6776 |
1.6210 |
|
| R3 |
1.6591 |
1.6470 |
1.6126 |
|
| R2 |
1.6285 |
1.6285 |
1.6098 |
|
| R1 |
1.6164 |
1.6164 |
1.6070 |
1.6225 |
| PP |
1.5979 |
1.5979 |
1.5979 |
1.6010 |
| S1 |
1.5858 |
1.5858 |
1.6014 |
1.5919 |
| S2 |
1.5673 |
1.5673 |
1.5986 |
|
| S3 |
1.5367 |
1.5552 |
1.5958 |
|
| S4 |
1.5061 |
1.5246 |
1.5874 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8359 |
1.7889 |
1.6368 |
|
| R3 |
1.7635 |
1.7165 |
1.6169 |
|
| R2 |
1.6911 |
1.6911 |
1.6103 |
|
| R1 |
1.6441 |
1.6441 |
1.6036 |
1.6314 |
| PP |
1.6187 |
1.6187 |
1.6187 |
1.6124 |
| S1 |
1.5717 |
1.5717 |
1.5904 |
1.5590 |
| S2 |
1.5463 |
1.5463 |
1.5837 |
|
| S3 |
1.4739 |
1.4993 |
1.5771 |
|
| S4 |
1.4015 |
1.4269 |
1.5572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6658 |
1.5795 |
0.0863 |
5.4% |
0.0330 |
2.1% |
29% |
False |
True |
8,166 |
| 10 |
1.6658 |
1.5772 |
0.0886 |
5.5% |
0.0272 |
1.7% |
30% |
False |
False |
5,784 |
| 20 |
1.6658 |
1.5074 |
0.1584 |
9.9% |
0.0233 |
1.4% |
61% |
False |
False |
3,351 |
| 40 |
1.6658 |
1.4446 |
0.2212 |
13.8% |
0.0176 |
1.1% |
72% |
False |
False |
1,698 |
| 60 |
1.6658 |
1.3900 |
0.2758 |
17.2% |
0.0143 |
0.9% |
78% |
False |
False |
1,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7402 |
|
2.618 |
1.6902 |
|
1.618 |
1.6596 |
|
1.000 |
1.6407 |
|
0.618 |
1.6290 |
|
HIGH |
1.6101 |
|
0.618 |
1.5984 |
|
0.500 |
1.5948 |
|
0.382 |
1.5912 |
|
LOW |
1.5795 |
|
0.618 |
1.5606 |
|
1.000 |
1.5489 |
|
1.618 |
1.5300 |
|
2.618 |
1.4994 |
|
4.250 |
1.4495 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6011 |
1.6111 |
| PP |
1.5979 |
1.6088 |
| S1 |
1.5948 |
1.6065 |
|