CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6386 |
1.6343 |
-0.0043 |
-0.3% |
1.5900 |
| High |
1.6467 |
1.6424 |
-0.0043 |
-0.3% |
1.6590 |
| Low |
1.6386 |
1.6270 |
-0.0116 |
-0.7% |
1.5800 |
| Close |
1.6429 |
1.6421 |
-0.0008 |
0.0% |
1.6444 |
| Range |
0.0081 |
0.0154 |
0.0073 |
90.1% |
0.0790 |
| ATR |
0.0159 |
0.0159 |
0.0000 |
0.0% |
0.0000 |
| Volume |
62 |
81 |
19 |
30.6% |
27 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6834 |
1.6781 |
1.6506 |
|
| R3 |
1.6680 |
1.6627 |
1.6463 |
|
| R2 |
1.6526 |
1.6526 |
1.6449 |
|
| R1 |
1.6473 |
1.6473 |
1.6435 |
1.6500 |
| PP |
1.6372 |
1.6372 |
1.6372 |
1.6385 |
| S1 |
1.6319 |
1.6319 |
1.6407 |
1.6346 |
| S2 |
1.6218 |
1.6218 |
1.6393 |
|
| S3 |
1.6064 |
1.6165 |
1.6379 |
|
| S4 |
1.5910 |
1.6011 |
1.6336 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8648 |
1.8336 |
1.6879 |
|
| R3 |
1.7858 |
1.7546 |
1.6661 |
|
| R2 |
1.7068 |
1.7068 |
1.6589 |
|
| R1 |
1.6756 |
1.6756 |
1.6516 |
1.6912 |
| PP |
1.6278 |
1.6278 |
1.6278 |
1.6356 |
| S1 |
1.5966 |
1.5966 |
1.6372 |
1.6122 |
| S2 |
1.5488 |
1.5488 |
1.6299 |
|
| S3 |
1.4698 |
1.5176 |
1.6227 |
|
| S4 |
1.3908 |
1.4386 |
1.6010 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7079 |
|
2.618 |
1.6827 |
|
1.618 |
1.6673 |
|
1.000 |
1.6578 |
|
0.618 |
1.6519 |
|
HIGH |
1.6424 |
|
0.618 |
1.6365 |
|
0.500 |
1.6347 |
|
0.382 |
1.6329 |
|
LOW |
1.6270 |
|
0.618 |
1.6175 |
|
1.000 |
1.6116 |
|
1.618 |
1.6021 |
|
2.618 |
1.5867 |
|
4.250 |
1.5616 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6396 |
1.6398 |
| PP |
1.6372 |
1.6375 |
| S1 |
1.6347 |
1.6352 |
|