CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6325 |
1.6452 |
0.0127 |
0.8% |
1.6377 |
| High |
1.6521 |
1.6487 |
-0.0034 |
-0.2% |
1.6521 |
| Low |
1.6314 |
1.6320 |
0.0006 |
0.0% |
1.6236 |
| Close |
1.6509 |
1.6338 |
-0.0171 |
-1.0% |
1.6509 |
| Range |
0.0207 |
0.0167 |
-0.0040 |
-19.3% |
0.0285 |
| ATR |
0.0161 |
0.0163 |
0.0002 |
1.2% |
0.0000 |
| Volume |
59 |
55 |
-4 |
-6.8% |
270 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6883 |
1.6777 |
1.6430 |
|
| R3 |
1.6716 |
1.6610 |
1.6384 |
|
| R2 |
1.6549 |
1.6549 |
1.6369 |
|
| R1 |
1.6443 |
1.6443 |
1.6353 |
1.6413 |
| PP |
1.6382 |
1.6382 |
1.6382 |
1.6366 |
| S1 |
1.6276 |
1.6276 |
1.6323 |
1.6246 |
| S2 |
1.6215 |
1.6215 |
1.6307 |
|
| S3 |
1.6048 |
1.6109 |
1.6292 |
|
| S4 |
1.5881 |
1.5942 |
1.6246 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7277 |
1.7178 |
1.6666 |
|
| R3 |
1.6992 |
1.6893 |
1.6587 |
|
| R2 |
1.6707 |
1.6707 |
1.6561 |
|
| R1 |
1.6608 |
1.6608 |
1.6535 |
1.6658 |
| PP |
1.6422 |
1.6422 |
1.6422 |
1.6447 |
| S1 |
1.6323 |
1.6323 |
1.6483 |
1.6373 |
| S2 |
1.6137 |
1.6137 |
1.6457 |
|
| S3 |
1.5852 |
1.6038 |
1.6431 |
|
| S4 |
1.5567 |
1.5753 |
1.6352 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7197 |
|
2.618 |
1.6924 |
|
1.618 |
1.6757 |
|
1.000 |
1.6654 |
|
0.618 |
1.6590 |
|
HIGH |
1.6487 |
|
0.618 |
1.6423 |
|
0.500 |
1.6404 |
|
0.382 |
1.6384 |
|
LOW |
1.6320 |
|
0.618 |
1.6217 |
|
1.000 |
1.6153 |
|
1.618 |
1.6050 |
|
2.618 |
1.5883 |
|
4.250 |
1.5610 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6404 |
1.6401 |
| PP |
1.6382 |
1.6380 |
| S1 |
1.6360 |
1.6359 |
|