CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6338 |
1.6498 |
0.0160 |
1.0% |
1.6415 |
| High |
1.6561 |
1.6513 |
-0.0048 |
-0.3% |
1.6561 |
| Low |
1.6302 |
1.6317 |
0.0015 |
0.1% |
1.6185 |
| Close |
1.6513 |
1.6342 |
-0.0171 |
-1.0% |
1.6513 |
| Range |
0.0259 |
0.0196 |
-0.0063 |
-24.3% |
0.0376 |
| ATR |
0.0258 |
0.0253 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
118,488 |
93,196 |
-25,292 |
-21.3% |
502,481 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6979 |
1.6856 |
1.6450 |
|
| R3 |
1.6783 |
1.6660 |
1.6396 |
|
| R2 |
1.6587 |
1.6587 |
1.6378 |
|
| R1 |
1.6464 |
1.6464 |
1.6360 |
1.6428 |
| PP |
1.6391 |
1.6391 |
1.6391 |
1.6372 |
| S1 |
1.6268 |
1.6268 |
1.6324 |
1.6232 |
| S2 |
1.6195 |
1.6195 |
1.6306 |
|
| S3 |
1.5999 |
1.6072 |
1.6288 |
|
| S4 |
1.5803 |
1.5876 |
1.6234 |
|
|
| 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% |
0.0259 |
1.6% |
42% |
False |
False |
102,430 |
| 10 |
1.6620 |
1.5979 |
0.0641 |
3.9% |
0.0268 |
1.6% |
57% |
False |
False |
77,747 |
| 20 |
1.6658 |
1.5772 |
0.0886 |
5.4% |
0.0270 |
1.7% |
64% |
False |
False |
41,765 |
| 40 |
1.6658 |
1.4550 |
0.2108 |
12.9% |
0.0215 |
1.3% |
85% |
False |
False |
21,127 |
| 60 |
1.6658 |
1.4180 |
0.2478 |
15.2% |
0.0177 |
1.1% |
87% |
False |
False |
14,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7346 |
|
2.618 |
1.7026 |
|
1.618 |
1.6830 |
|
1.000 |
1.6709 |
|
0.618 |
1.6634 |
|
HIGH |
1.6513 |
|
0.618 |
1.6438 |
|
0.500 |
1.6415 |
|
0.382 |
1.6392 |
|
LOW |
1.6317 |
|
0.618 |
1.6196 |
|
1.000 |
1.6121 |
|
1.618 |
1.6000 |
|
2.618 |
1.5804 |
|
4.250 |
1.5484 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6415 |
1.6373 |
| PP |
1.6391 |
1.6363 |
| S1 |
1.6366 |
1.6352 |
|