CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6390 |
1.6390 |
0.0000 |
0.0% |
1.5903 |
| High |
1.6478 |
1.6467 |
-0.0011 |
-0.1% |
1.6620 |
| Low |
1.6217 |
1.6185 |
-0.0032 |
-0.2% |
1.5795 |
| Close |
1.6425 |
1.6348 |
-0.0077 |
-0.5% |
1.6448 |
| Range |
0.0261 |
0.0282 |
0.0021 |
8.0% |
0.0825 |
| ATR |
0.0256 |
0.0258 |
0.0002 |
0.7% |
0.0000 |
| Volume |
94,313 |
113,030 |
18,717 |
19.8% |
193,522 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7179 |
1.7046 |
1.6503 |
|
| R3 |
1.6897 |
1.6764 |
1.6426 |
|
| R2 |
1.6615 |
1.6615 |
1.6400 |
|
| R1 |
1.6482 |
1.6482 |
1.6374 |
1.6408 |
| PP |
1.6333 |
1.6333 |
1.6333 |
1.6296 |
| S1 |
1.6200 |
1.6200 |
1.6322 |
1.6126 |
| S2 |
1.6051 |
1.6051 |
1.6296 |
|
| S3 |
1.5769 |
1.5918 |
1.6270 |
|
| S4 |
1.5487 |
1.5636 |
1.6193 |
|
|
| 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 |
1.6597 |
1.6185 |
0.0412 |
2.5% |
0.0264 |
1.6% |
40% |
False |
True |
93,247 |
| 10 |
1.6620 |
1.5795 |
0.0825 |
5.0% |
0.0283 |
1.7% |
67% |
False |
False |
59,004 |
| 20 |
1.6658 |
1.5507 |
0.1151 |
7.0% |
0.0274 |
1.7% |
73% |
False |
False |
31,466 |
| 40 |
1.6658 |
1.4446 |
0.2212 |
13.5% |
0.0207 |
1.3% |
86% |
False |
False |
15,836 |
| 60 |
1.6658 |
1.4180 |
0.2478 |
15.2% |
0.0171 |
1.0% |
87% |
False |
False |
10,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7666 |
|
2.618 |
1.7205 |
|
1.618 |
1.6923 |
|
1.000 |
1.6749 |
|
0.618 |
1.6641 |
|
HIGH |
1.6467 |
|
0.618 |
1.6359 |
|
0.500 |
1.6326 |
|
0.382 |
1.6293 |
|
LOW |
1.6185 |
|
0.618 |
1.6011 |
|
1.000 |
1.5903 |
|
1.618 |
1.5729 |
|
2.618 |
1.5447 |
|
4.250 |
1.4987 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6341 |
1.6348 |
| PP |
1.6333 |
1.6347 |
| S1 |
1.6326 |
1.6347 |
|