CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6451 |
1.6660 |
0.0209 |
1.3% |
1.6452 |
| High |
1.6557 |
1.6715 |
0.0158 |
1.0% |
1.6589 |
| Low |
1.6451 |
1.6429 |
-0.0022 |
-0.1% |
1.6232 |
| Close |
1.6568 |
1.6458 |
-0.0110 |
-0.7% |
1.6523 |
| Range |
0.0106 |
0.0286 |
0.0180 |
169.8% |
0.0357 |
| ATR |
0.0163 |
0.0172 |
0.0009 |
5.4% |
0.0000 |
| Volume |
19 |
5 |
-14 |
-73.7% |
638 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7392 |
1.7211 |
1.6615 |
|
| R3 |
1.7106 |
1.6925 |
1.6537 |
|
| R2 |
1.6820 |
1.6820 |
1.6510 |
|
| R1 |
1.6639 |
1.6639 |
1.6484 |
1.6587 |
| PP |
1.6534 |
1.6534 |
1.6534 |
1.6508 |
| S1 |
1.6353 |
1.6353 |
1.6432 |
1.6301 |
| S2 |
1.6248 |
1.6248 |
1.6406 |
|
| S3 |
1.5962 |
1.6067 |
1.6379 |
|
| S4 |
1.5676 |
1.5781 |
1.6301 |
|
|
| 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 |
1.7931 |
|
2.618 |
1.7464 |
|
1.618 |
1.7178 |
|
1.000 |
1.7001 |
|
0.618 |
1.6892 |
|
HIGH |
1.6715 |
|
0.618 |
1.6606 |
|
0.500 |
1.6572 |
|
0.382 |
1.6538 |
|
LOW |
1.6429 |
|
0.618 |
1.6252 |
|
1.000 |
1.6143 |
|
1.618 |
1.5966 |
|
2.618 |
1.5680 |
|
4.250 |
1.5214 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6572 |
1.6539 |
| PP |
1.6534 |
1.6512 |
| S1 |
1.6496 |
1.6485 |
|