CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6390 |
1.6338 |
-0.0052 |
-0.3% |
1.6415 |
| High |
1.6467 |
1.6561 |
0.0094 |
0.6% |
1.6561 |
| Low |
1.6185 |
1.6302 |
0.0117 |
0.7% |
1.6185 |
| Close |
1.6348 |
1.6513 |
0.0165 |
1.0% |
1.6513 |
| Range |
0.0282 |
0.0259 |
-0.0023 |
-8.2% |
0.0376 |
| ATR |
0.0258 |
0.0258 |
0.0000 |
0.0% |
0.0000 |
| Volume |
113,030 |
118,488 |
5,458 |
4.8% |
502,481 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7236 |
1.7133 |
1.6655 |
|
| R3 |
1.6977 |
1.6874 |
1.6584 |
|
| R2 |
1.6718 |
1.6718 |
1.6560 |
|
| R1 |
1.6615 |
1.6615 |
1.6537 |
1.6667 |
| PP |
1.6459 |
1.6459 |
1.6459 |
1.6484 |
| S1 |
1.6356 |
1.6356 |
1.6489 |
1.6408 |
| S2 |
1.6200 |
1.6200 |
1.6466 |
|
| S3 |
1.5941 |
1.6097 |
1.6442 |
|
| S4 |
1.5682 |
1.5838 |
1.6371 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7548 |
1.7406 |
1.6720 |
|
| R3 |
1.7172 |
1.7030 |
1.6616 |
|
| R2 |
1.6796 |
1.6796 |
1.6582 |
|
| R1 |
1.6654 |
1.6654 |
1.6547 |
1.6725 |
| PP |
1.6420 |
1.6420 |
1.6420 |
1.6455 |
| S1 |
1.6278 |
1.6278 |
1.6479 |
1.6349 |
| S2 |
1.6044 |
1.6044 |
1.6444 |
|
| S3 |
1.5668 |
1.5902 |
1.6410 |
|
| S4 |
1.5292 |
1.5526 |
1.6306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6561 |
1.6185 |
0.0376 |
2.3% |
0.0261 |
1.6% |
87% |
True |
False |
100,496 |
| 10 |
1.6620 |
1.5795 |
0.0825 |
5.0% |
0.0279 |
1.7% |
87% |
False |
False |
69,600 |
| 20 |
1.6658 |
1.5766 |
0.0892 |
5.4% |
0.0268 |
1.6% |
84% |
False |
False |
37,179 |
| 40 |
1.6658 |
1.4550 |
0.2108 |
12.8% |
0.0211 |
1.3% |
93% |
False |
False |
18,798 |
| 60 |
1.6658 |
1.4180 |
0.2478 |
15.0% |
0.0174 |
1.1% |
94% |
False |
False |
12,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7662 |
|
2.618 |
1.7239 |
|
1.618 |
1.6980 |
|
1.000 |
1.6820 |
|
0.618 |
1.6721 |
|
HIGH |
1.6561 |
|
0.618 |
1.6462 |
|
0.500 |
1.6432 |
|
0.382 |
1.6401 |
|
LOW |
1.6302 |
|
0.618 |
1.6142 |
|
1.000 |
1.6043 |
|
1.618 |
1.5883 |
|
2.618 |
1.5624 |
|
4.250 |
1.5201 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6486 |
1.6466 |
| PP |
1.6459 |
1.6420 |
| S1 |
1.6432 |
1.6373 |
|