CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6420 |
1.6410 |
-0.0010 |
-0.1% |
1.6452 |
| High |
1.6503 |
1.6414 |
-0.0089 |
-0.5% |
1.6589 |
| Low |
1.6420 |
1.6334 |
-0.0086 |
-0.5% |
1.6232 |
| Close |
1.6469 |
1.6415 |
-0.0054 |
-0.3% |
1.6523 |
| Range |
0.0083 |
0.0080 |
-0.0003 |
-3.6% |
0.0357 |
| ATR |
0.0165 |
0.0163 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
25 |
22 |
-3 |
-12.0% |
638 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6628 |
1.6601 |
1.6459 |
|
| R3 |
1.6548 |
1.6521 |
1.6437 |
|
| R2 |
1.6468 |
1.6468 |
1.6430 |
|
| R1 |
1.6441 |
1.6441 |
1.6422 |
1.6455 |
| PP |
1.6388 |
1.6388 |
1.6388 |
1.6394 |
| S1 |
1.6361 |
1.6361 |
1.6408 |
1.6375 |
| S2 |
1.6308 |
1.6308 |
1.6400 |
|
| S3 |
1.6228 |
1.6281 |
1.6393 |
|
| S4 |
1.6148 |
1.6201 |
1.6371 |
|
|
| 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 |
1.6754 |
|
2.618 |
1.6623 |
|
1.618 |
1.6543 |
|
1.000 |
1.6494 |
|
0.618 |
1.6463 |
|
HIGH |
1.6414 |
|
0.618 |
1.6383 |
|
0.500 |
1.6374 |
|
0.382 |
1.6365 |
|
LOW |
1.6334 |
|
0.618 |
1.6285 |
|
1.000 |
1.6254 |
|
1.618 |
1.6205 |
|
2.618 |
1.6125 |
|
4.250 |
1.5994 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6401 |
1.6525 |
| PP |
1.6388 |
1.6488 |
| S1 |
1.6374 |
1.6452 |
|