CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5903 |
1.6032 |
0.0129 |
0.8% |
1.6184 |
| High |
1.6101 |
1.6356 |
0.0255 |
1.6% |
1.6658 |
| Low |
1.5795 |
1.5979 |
0.0184 |
1.2% |
1.5934 |
| Close |
1.6042 |
1.6330 |
0.0288 |
1.8% |
1.5970 |
| Range |
0.0306 |
0.0377 |
0.0071 |
23.2% |
0.0724 |
| ATR |
0.0240 |
0.0250 |
0.0010 |
4.1% |
0.0000 |
| Volume |
11,729 |
20,937 |
9,208 |
78.5% |
33,958 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7353 |
1.7218 |
1.6537 |
|
| R3 |
1.6976 |
1.6841 |
1.6434 |
|
| R2 |
1.6599 |
1.6599 |
1.6399 |
|
| R1 |
1.6464 |
1.6464 |
1.6365 |
1.6532 |
| PP |
1.6222 |
1.6222 |
1.6222 |
1.6255 |
| S1 |
1.6087 |
1.6087 |
1.6295 |
1.6155 |
| S2 |
1.5845 |
1.5845 |
1.6261 |
|
| S3 |
1.5468 |
1.5710 |
1.6226 |
|
| S4 |
1.5091 |
1.5333 |
1.6123 |
|
|
| 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 |
5.3% |
0.0351 |
2.1% |
62% |
False |
False |
11,902 |
| 10 |
1.6658 |
1.5795 |
0.0863 |
5.3% |
0.0291 |
1.8% |
62% |
False |
False |
7,469 |
| 20 |
1.6658 |
1.5074 |
0.1584 |
9.7% |
0.0245 |
1.5% |
79% |
False |
False |
4,373 |
| 40 |
1.6658 |
1.4446 |
0.2212 |
13.5% |
0.0180 |
1.1% |
85% |
False |
False |
2,221 |
| 60 |
1.6658 |
1.3900 |
0.2758 |
16.9% |
0.0150 |
0.9% |
88% |
False |
False |
1,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7958 |
|
2.618 |
1.7343 |
|
1.618 |
1.6966 |
|
1.000 |
1.6733 |
|
0.618 |
1.6589 |
|
HIGH |
1.6356 |
|
0.618 |
1.6212 |
|
0.500 |
1.6168 |
|
0.382 |
1.6123 |
|
LOW |
1.5979 |
|
0.618 |
1.5746 |
|
1.000 |
1.5602 |
|
1.618 |
1.5369 |
|
2.618 |
1.4992 |
|
4.250 |
1.4377 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6276 |
1.6245 |
| PP |
1.6222 |
1.6160 |
| S1 |
1.6168 |
1.6076 |
|