CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6065 |
1.5900 |
-0.0165 |
-1.0% |
1.6171 |
| High |
1.6065 |
1.5949 |
-0.0116 |
-0.7% |
1.6437 |
| Low |
1.5980 |
1.5800 |
-0.0180 |
-1.1% |
1.5980 |
| Close |
1.5965 |
1.6038 |
0.0073 |
0.5% |
1.5965 |
| Range |
0.0085 |
0.0149 |
0.0064 |
75.3% |
0.0457 |
| ATR |
0.0145 |
0.0146 |
0.0001 |
1.0% |
0.0000 |
| Volume |
4 |
9 |
5 |
125.0% |
26 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6376 |
1.6356 |
1.6120 |
|
| R3 |
1.6227 |
1.6207 |
1.6079 |
|
| R2 |
1.6078 |
1.6078 |
1.6065 |
|
| R1 |
1.6058 |
1.6058 |
1.6052 |
1.6068 |
| PP |
1.5929 |
1.5929 |
1.5929 |
1.5934 |
| S1 |
1.5909 |
1.5909 |
1.6024 |
1.5919 |
| S2 |
1.5780 |
1.5780 |
1.6011 |
|
| S3 |
1.5631 |
1.5760 |
1.5997 |
|
| S4 |
1.5482 |
1.5611 |
1.5956 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7498 |
1.7189 |
1.6216 |
|
| R3 |
1.7041 |
1.6732 |
1.6091 |
|
| R2 |
1.6584 |
1.6584 |
1.6049 |
|
| R1 |
1.6275 |
1.6275 |
1.6007 |
1.6201 |
| PP |
1.6127 |
1.6127 |
1.6127 |
1.6091 |
| S1 |
1.5818 |
1.5818 |
1.5923 |
1.5744 |
| S2 |
1.5670 |
1.5670 |
1.5881 |
|
| S3 |
1.5213 |
1.5361 |
1.5839 |
|
| S4 |
1.4756 |
1.4904 |
1.5714 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6582 |
|
2.618 |
1.6339 |
|
1.618 |
1.6190 |
|
1.000 |
1.6098 |
|
0.618 |
1.6041 |
|
HIGH |
1.5949 |
|
0.618 |
1.5892 |
|
0.500 |
1.5875 |
|
0.382 |
1.5857 |
|
LOW |
1.5800 |
|
0.618 |
1.5708 |
|
1.000 |
1.5651 |
|
1.618 |
1.5559 |
|
2.618 |
1.5410 |
|
4.250 |
1.5167 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5984 |
1.6055 |
| PP |
1.5929 |
1.6049 |
| S1 |
1.5875 |
1.6044 |
|