CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6571 |
1.6415 |
-0.0156 |
-0.9% |
1.5903 |
| High |
1.6597 |
1.6442 |
-0.0155 |
-0.9% |
1.6620 |
| Low |
1.6322 |
1.6237 |
-0.0085 |
-0.5% |
1.5795 |
| Close |
1.6448 |
1.6290 |
-0.0158 |
-1.0% |
1.6448 |
| Range |
0.0275 |
0.0205 |
-0.0070 |
-25.5% |
0.0825 |
| ATR |
0.0255 |
0.0252 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
82,243 |
83,523 |
1,280 |
1.6% |
193,522 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6938 |
1.6819 |
1.6403 |
|
| R3 |
1.6733 |
1.6614 |
1.6346 |
|
| R2 |
1.6528 |
1.6528 |
1.6328 |
|
| R1 |
1.6409 |
1.6409 |
1.6309 |
1.6366 |
| PP |
1.6323 |
1.6323 |
1.6323 |
1.6302 |
| S1 |
1.6204 |
1.6204 |
1.6271 |
1.6161 |
| S2 |
1.6118 |
1.6118 |
1.6252 |
|
| S3 |
1.5913 |
1.5999 |
1.6234 |
|
| S4 |
1.5708 |
1.5794 |
1.6177 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8763 |
1.8430 |
1.6902 |
|
| R3 |
1.7938 |
1.7605 |
1.6675 |
|
| R2 |
1.7113 |
1.7113 |
1.6599 |
|
| R1 |
1.6780 |
1.6780 |
1.6524 |
1.6947 |
| PP |
1.6288 |
1.6288 |
1.6288 |
1.6371 |
| S1 |
1.5955 |
1.5955 |
1.6372 |
1.6122 |
| S2 |
1.5463 |
1.5463 |
1.6297 |
|
| S3 |
1.4638 |
1.5130 |
1.6221 |
|
| S4 |
1.3813 |
1.4305 |
1.5994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6620 |
1.5979 |
0.0641 |
3.9% |
0.0276 |
1.7% |
49% |
False |
False |
53,063 |
| 10 |
1.6658 |
1.5795 |
0.0863 |
5.3% |
0.0303 |
1.9% |
57% |
False |
False |
30,614 |
| 20 |
1.6658 |
1.5217 |
0.1441 |
8.8% |
0.0264 |
1.6% |
74% |
False |
False |
16,549 |
| 40 |
1.6658 |
1.4446 |
0.2212 |
13.6% |
0.0197 |
1.2% |
83% |
False |
False |
8,327 |
| 60 |
1.6658 |
1.4180 |
0.2478 |
15.2% |
0.0160 |
1.0% |
85% |
False |
False |
5,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7313 |
|
2.618 |
1.6979 |
|
1.618 |
1.6774 |
|
1.000 |
1.6647 |
|
0.618 |
1.6569 |
|
HIGH |
1.6442 |
|
0.618 |
1.6364 |
|
0.500 |
1.6340 |
|
0.382 |
1.6315 |
|
LOW |
1.6237 |
|
0.618 |
1.6110 |
|
1.000 |
1.6032 |
|
1.618 |
1.5905 |
|
2.618 |
1.5700 |
|
4.250 |
1.5366 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6340 |
1.6429 |
| PP |
1.6323 |
1.6382 |
| S1 |
1.6307 |
1.6336 |
|