CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6317 |
1.6343 |
0.0026 |
0.2% |
1.6184 |
| High |
1.6474 |
1.6620 |
0.0146 |
0.9% |
1.6658 |
| Low |
1.6236 |
1.6334 |
0.0098 |
0.6% |
1.5934 |
| Close |
1.6303 |
1.6585 |
0.0282 |
1.7% |
1.5970 |
| Range |
0.0238 |
0.0286 |
0.0048 |
20.2% |
0.0724 |
| ATR |
0.0249 |
0.0254 |
0.0005 |
2.0% |
0.0000 |
| Volume |
26,496 |
52,117 |
25,621 |
96.7% |
33,958 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7371 |
1.7264 |
1.6742 |
|
| R3 |
1.7085 |
1.6978 |
1.6664 |
|
| R2 |
1.6799 |
1.6799 |
1.6637 |
|
| R1 |
1.6692 |
1.6692 |
1.6611 |
1.6746 |
| PP |
1.6513 |
1.6513 |
1.6513 |
1.6540 |
| S1 |
1.6406 |
1.6406 |
1.6559 |
1.6460 |
| S2 |
1.6227 |
1.6227 |
1.6533 |
|
| S3 |
1.5941 |
1.6120 |
1.6506 |
|
| S4 |
1.5655 |
1.5834 |
1.6428 |
|
|
| 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 |
1.6620 |
1.5795 |
0.0825 |
5.0% |
0.0302 |
1.8% |
96% |
True |
False |
24,762 |
| 10 |
1.6658 |
1.5795 |
0.0863 |
5.2% |
0.0313 |
1.9% |
92% |
False |
False |
14,731 |
| 20 |
1.6658 |
1.5074 |
0.1584 |
9.6% |
0.0254 |
1.5% |
95% |
False |
False |
8,290 |
| 40 |
1.6658 |
1.4446 |
0.2212 |
13.3% |
0.0190 |
1.1% |
97% |
False |
False |
4,186 |
| 60 |
1.6658 |
1.3900 |
0.2758 |
16.6% |
0.0158 |
1.0% |
97% |
False |
False |
2,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7836 |
|
2.618 |
1.7369 |
|
1.618 |
1.7083 |
|
1.000 |
1.6906 |
|
0.618 |
1.6797 |
|
HIGH |
1.6620 |
|
0.618 |
1.6511 |
|
0.500 |
1.6477 |
|
0.382 |
1.6443 |
|
LOW |
1.6334 |
|
0.618 |
1.6157 |
|
1.000 |
1.6048 |
|
1.618 |
1.5871 |
|
2.618 |
1.5585 |
|
4.250 |
1.5119 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6549 |
1.6490 |
| PP |
1.6513 |
1.6395 |
| S1 |
1.6477 |
1.6300 |
|