CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6363 |
1.6451 |
0.0088 |
0.5% |
1.6452 |
| High |
1.6535 |
1.6557 |
0.0022 |
0.1% |
1.6589 |
| Low |
1.6363 |
1.6451 |
0.0088 |
0.5% |
1.6232 |
| Close |
1.6523 |
1.6568 |
0.0045 |
0.3% |
1.6523 |
| Range |
0.0172 |
0.0106 |
-0.0066 |
-38.4% |
0.0357 |
| ATR |
0.0167 |
0.0163 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
89 |
19 |
-70 |
-78.7% |
638 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6843 |
1.6812 |
1.6626 |
|
| R3 |
1.6737 |
1.6706 |
1.6597 |
|
| R2 |
1.6631 |
1.6631 |
1.6587 |
|
| R1 |
1.6600 |
1.6600 |
1.6578 |
1.6616 |
| PP |
1.6525 |
1.6525 |
1.6525 |
1.6533 |
| S1 |
1.6494 |
1.6494 |
1.6558 |
1.6510 |
| S2 |
1.6419 |
1.6419 |
1.6549 |
|
| S3 |
1.6313 |
1.6388 |
1.6539 |
|
| S4 |
1.6207 |
1.6282 |
1.6510 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7519 |
1.7378 |
1.6719 |
|
| R3 |
1.7162 |
1.7021 |
1.6621 |
|
| R2 |
1.6805 |
1.6805 |
1.6588 |
|
| R1 |
1.6664 |
1.6664 |
1.6556 |
1.6735 |
| PP |
1.6448 |
1.6448 |
1.6448 |
1.6483 |
| S1 |
1.6307 |
1.6307 |
1.6490 |
1.6378 |
| S2 |
1.6091 |
1.6091 |
1.6458 |
|
| S3 |
1.5734 |
1.5950 |
1.6425 |
|
| S4 |
1.5377 |
1.5593 |
1.6327 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7008 |
|
2.618 |
1.6835 |
|
1.618 |
1.6729 |
|
1.000 |
1.6663 |
|
0.618 |
1.6623 |
|
HIGH |
1.6557 |
|
0.618 |
1.6517 |
|
0.500 |
1.6504 |
|
0.382 |
1.6491 |
|
LOW |
1.6451 |
|
0.618 |
1.6385 |
|
1.000 |
1.6345 |
|
1.618 |
1.6279 |
|
2.618 |
1.6173 |
|
4.250 |
1.6001 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6547 |
1.6510 |
| PP |
1.6525 |
1.6452 |
| S1 |
1.6504 |
1.6395 |
|