CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5900 |
1.6160 |
0.0260 |
1.6% |
1.6171 |
| High |
1.5949 |
1.6349 |
0.0400 |
2.5% |
1.6437 |
| Low |
1.5800 |
1.6160 |
0.0360 |
2.3% |
1.5980 |
| Close |
1.6038 |
1.6326 |
0.0288 |
1.8% |
1.5965 |
| Range |
0.0149 |
0.0189 |
0.0040 |
26.8% |
0.0457 |
| ATR |
0.0146 |
0.0158 |
0.0012 |
8.1% |
0.0000 |
| Volume |
9 |
6 |
-3 |
-33.3% |
26 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6845 |
1.6775 |
1.6430 |
|
| R3 |
1.6656 |
1.6586 |
1.6378 |
|
| R2 |
1.6467 |
1.6467 |
1.6361 |
|
| R1 |
1.6397 |
1.6397 |
1.6343 |
1.6432 |
| PP |
1.6278 |
1.6278 |
1.6278 |
1.6296 |
| S1 |
1.6208 |
1.6208 |
1.6309 |
1.6243 |
| S2 |
1.6089 |
1.6089 |
1.6291 |
|
| S3 |
1.5900 |
1.6019 |
1.6274 |
|
| S4 |
1.5711 |
1.5830 |
1.6222 |
|
|
| 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 |
1.7152 |
|
2.618 |
1.6844 |
|
1.618 |
1.6655 |
|
1.000 |
1.6538 |
|
0.618 |
1.6466 |
|
HIGH |
1.6349 |
|
0.618 |
1.6277 |
|
0.500 |
1.6255 |
|
0.382 |
1.6232 |
|
LOW |
1.6160 |
|
0.618 |
1.6043 |
|
1.000 |
1.5971 |
|
1.618 |
1.5854 |
|
2.618 |
1.5665 |
|
4.250 |
1.5357 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6302 |
1.6242 |
| PP |
1.6278 |
1.6158 |
| S1 |
1.6255 |
1.6075 |
|