CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6302 |
1.6390 |
0.0088 |
0.5% |
1.5903 |
| High |
1.6508 |
1.6478 |
-0.0030 |
-0.2% |
1.6620 |
| Low |
1.6210 |
1.6217 |
0.0007 |
0.0% |
1.5795 |
| Close |
1.6433 |
1.6425 |
-0.0008 |
0.0% |
1.6448 |
| Range |
0.0298 |
0.0261 |
-0.0037 |
-12.4% |
0.0825 |
| ATR |
0.0255 |
0.0256 |
0.0000 |
0.2% |
0.0000 |
| Volume |
93,127 |
94,313 |
1,186 |
1.3% |
193,522 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7156 |
1.7052 |
1.6569 |
|
| R3 |
1.6895 |
1.6791 |
1.6497 |
|
| R2 |
1.6634 |
1.6634 |
1.6473 |
|
| R1 |
1.6530 |
1.6530 |
1.6449 |
1.6582 |
| PP |
1.6373 |
1.6373 |
1.6373 |
1.6400 |
| S1 |
1.6269 |
1.6269 |
1.6401 |
1.6321 |
| S2 |
1.6112 |
1.6112 |
1.6377 |
|
| S3 |
1.5851 |
1.6008 |
1.6353 |
|
| S4 |
1.5590 |
1.5747 |
1.6281 |
|
|
| 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 |
1.6210 |
0.0410 |
2.5% |
0.0265 |
1.6% |
52% |
False |
False |
81,064 |
| 10 |
1.6620 |
1.5795 |
0.0825 |
5.0% |
0.0290 |
1.8% |
76% |
False |
False |
48,686 |
| 20 |
1.6658 |
1.5450 |
0.1208 |
7.4% |
0.0276 |
1.7% |
81% |
False |
False |
25,909 |
| 40 |
1.6658 |
1.4446 |
0.2212 |
13.5% |
0.0202 |
1.2% |
89% |
False |
False |
13,013 |
| 60 |
1.6658 |
1.4180 |
0.2478 |
15.1% |
0.0167 |
1.0% |
91% |
False |
False |
8,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7587 |
|
2.618 |
1.7161 |
|
1.618 |
1.6900 |
|
1.000 |
1.6739 |
|
0.618 |
1.6639 |
|
HIGH |
1.6478 |
|
0.618 |
1.6378 |
|
0.500 |
1.6348 |
|
0.382 |
1.6317 |
|
LOW |
1.6217 |
|
0.618 |
1.6056 |
|
1.000 |
1.5956 |
|
1.618 |
1.5795 |
|
2.618 |
1.5534 |
|
4.250 |
1.5108 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6399 |
1.6403 |
| PP |
1.6373 |
1.6381 |
| S1 |
1.6348 |
1.6359 |
|