CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6660 |
1.6420 |
-0.0240 |
-1.4% |
1.6452 |
| High |
1.6715 |
1.6503 |
-0.0212 |
-1.3% |
1.6589 |
| Low |
1.6429 |
1.6420 |
-0.0009 |
-0.1% |
1.6232 |
| Close |
1.6458 |
1.6469 |
0.0011 |
0.1% |
1.6523 |
| Range |
0.0286 |
0.0083 |
-0.0203 |
-71.0% |
0.0357 |
| ATR |
0.0172 |
0.0165 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
5 |
25 |
20 |
400.0% |
638 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6713 |
1.6674 |
1.6515 |
|
| R3 |
1.6630 |
1.6591 |
1.6492 |
|
| R2 |
1.6547 |
1.6547 |
1.6484 |
|
| R1 |
1.6508 |
1.6508 |
1.6477 |
1.6528 |
| PP |
1.6464 |
1.6464 |
1.6464 |
1.6474 |
| S1 |
1.6425 |
1.6425 |
1.6461 |
1.6445 |
| S2 |
1.6381 |
1.6381 |
1.6454 |
|
| S3 |
1.6298 |
1.6342 |
1.6446 |
|
| S4 |
1.6215 |
1.6259 |
1.6423 |
|
|
| 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 |
1.6856 |
|
2.618 |
1.6720 |
|
1.618 |
1.6637 |
|
1.000 |
1.6586 |
|
0.618 |
1.6554 |
|
HIGH |
1.6503 |
|
0.618 |
1.6471 |
|
0.500 |
1.6462 |
|
0.382 |
1.6452 |
|
LOW |
1.6420 |
|
0.618 |
1.6369 |
|
1.000 |
1.6337 |
|
1.618 |
1.6286 |
|
2.618 |
1.6203 |
|
4.250 |
1.6067 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6467 |
1.6568 |
| PP |
1.6464 |
1.6535 |
| S1 |
1.6462 |
1.6502 |
|