CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6231 |
1.6310 |
0.0079 |
0.5% |
1.5913 |
| High |
1.6277 |
1.6310 |
0.0033 |
0.2% |
1.6121 |
| Low |
1.6211 |
1.6123 |
-0.0088 |
-0.5% |
1.5913 |
| Close |
1.6267 |
1.6183 |
-0.0084 |
-0.5% |
1.6128 |
| Range |
0.0066 |
0.0187 |
0.0121 |
183.3% |
0.0208 |
| ATR |
0.0137 |
0.0140 |
0.0004 |
2.6% |
0.0000 |
| Volume |
1 |
11 |
10 |
1,000.0% |
135 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6766 |
1.6662 |
1.6286 |
|
| R3 |
1.6579 |
1.6475 |
1.6234 |
|
| R2 |
1.6392 |
1.6392 |
1.6217 |
|
| R1 |
1.6288 |
1.6288 |
1.6200 |
1.6247 |
| PP |
1.6205 |
1.6205 |
1.6205 |
1.6185 |
| S1 |
1.6101 |
1.6101 |
1.6166 |
1.6060 |
| S2 |
1.6018 |
1.6018 |
1.6149 |
|
| S3 |
1.5831 |
1.5914 |
1.6132 |
|
| S4 |
1.5644 |
1.5727 |
1.6080 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6678 |
1.6611 |
1.6242 |
|
| R3 |
1.6470 |
1.6403 |
1.6185 |
|
| R2 |
1.6262 |
1.6262 |
1.6166 |
|
| R1 |
1.6195 |
1.6195 |
1.6147 |
1.6229 |
| PP |
1.6054 |
1.6054 |
1.6054 |
1.6071 |
| S1 |
1.5987 |
1.5987 |
1.6109 |
1.6021 |
| S2 |
1.5846 |
1.5846 |
1.6090 |
|
| S3 |
1.5638 |
1.5779 |
1.6071 |
|
| S4 |
1.5430 |
1.5571 |
1.6014 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7105 |
|
2.618 |
1.6800 |
|
1.618 |
1.6613 |
|
1.000 |
1.6497 |
|
0.618 |
1.6426 |
|
HIGH |
1.6310 |
|
0.618 |
1.6239 |
|
0.500 |
1.6217 |
|
0.382 |
1.6194 |
|
LOW |
1.6123 |
|
0.618 |
1.6007 |
|
1.000 |
1.5936 |
|
1.618 |
1.5820 |
|
2.618 |
1.5633 |
|
4.250 |
1.5328 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6217 |
1.6252 |
| PP |
1.6205 |
1.6229 |
| S1 |
1.6194 |
1.6206 |
|