CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6283 |
1.6553 |
0.0270 |
1.7% |
1.6171 |
| High |
1.6335 |
1.6590 |
0.0255 |
1.6% |
1.6437 |
| Low |
1.6270 |
1.6553 |
0.0283 |
1.7% |
1.5980 |
| Close |
1.6301 |
1.6581 |
0.0280 |
1.7% |
1.5965 |
| Range |
0.0065 |
0.0037 |
-0.0028 |
-43.1% |
0.0457 |
| ATR |
0.0151 |
0.0161 |
0.0010 |
6.5% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
26 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6686 |
1.6670 |
1.6601 |
|
| R3 |
1.6649 |
1.6633 |
1.6591 |
|
| R2 |
1.6612 |
1.6612 |
1.6588 |
|
| R1 |
1.6596 |
1.6596 |
1.6584 |
1.6604 |
| PP |
1.6575 |
1.6575 |
1.6575 |
1.6579 |
| S1 |
1.6559 |
1.6559 |
1.6578 |
1.6567 |
| S2 |
1.6538 |
1.6538 |
1.6574 |
|
| S3 |
1.6501 |
1.6522 |
1.6571 |
|
| S4 |
1.6464 |
1.6485 |
1.6561 |
|
|
| 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 |
1.6747 |
|
2.618 |
1.6687 |
|
1.618 |
1.6650 |
|
1.000 |
1.6627 |
|
0.618 |
1.6613 |
|
HIGH |
1.6590 |
|
0.618 |
1.6576 |
|
0.500 |
1.6572 |
|
0.382 |
1.6567 |
|
LOW |
1.6553 |
|
0.618 |
1.6530 |
|
1.000 |
1.6516 |
|
1.618 |
1.6493 |
|
2.618 |
1.6456 |
|
4.250 |
1.6396 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6578 |
1.6512 |
| PP |
1.6575 |
1.6444 |
| S1 |
1.6572 |
1.6375 |
|