CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6401 |
1.6305 |
-0.0096 |
-0.6% |
1.6451 |
| High |
1.6414 |
1.6305 |
-0.0109 |
-0.7% |
1.6715 |
| Low |
1.6332 |
1.6117 |
-0.0215 |
-1.3% |
1.6332 |
| Close |
1.6415 |
1.6246 |
-0.0169 |
-1.0% |
1.6415 |
| Range |
0.0082 |
0.0188 |
0.0106 |
129.3% |
0.0383 |
| ATR |
0.0158 |
0.0168 |
0.0010 |
6.4% |
0.0000 |
| Volume |
28 |
28 |
0 |
0.0% |
99 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6787 |
1.6704 |
1.6349 |
|
| R3 |
1.6599 |
1.6516 |
1.6298 |
|
| R2 |
1.6411 |
1.6411 |
1.6280 |
|
| R1 |
1.6328 |
1.6328 |
1.6263 |
1.6276 |
| PP |
1.6223 |
1.6223 |
1.6223 |
1.6196 |
| S1 |
1.6140 |
1.6140 |
1.6229 |
1.6088 |
| S2 |
1.6035 |
1.6035 |
1.6212 |
|
| S3 |
1.5847 |
1.5952 |
1.6194 |
|
| S4 |
1.5659 |
1.5764 |
1.6143 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7636 |
1.7409 |
1.6626 |
|
| R3 |
1.7253 |
1.7026 |
1.6520 |
|
| R2 |
1.6870 |
1.6870 |
1.6485 |
|
| R1 |
1.6643 |
1.6643 |
1.6450 |
1.6565 |
| PP |
1.6487 |
1.6487 |
1.6487 |
1.6449 |
| S1 |
1.6260 |
1.6260 |
1.6380 |
1.6182 |
| S2 |
1.6104 |
1.6104 |
1.6345 |
|
| S3 |
1.5721 |
1.5877 |
1.6310 |
|
| S4 |
1.5338 |
1.5494 |
1.6204 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7104 |
|
2.618 |
1.6797 |
|
1.618 |
1.6609 |
|
1.000 |
1.6493 |
|
0.618 |
1.6421 |
|
HIGH |
1.6305 |
|
0.618 |
1.6233 |
|
0.500 |
1.6211 |
|
0.382 |
1.6189 |
|
LOW |
1.6117 |
|
0.618 |
1.6001 |
|
1.000 |
1.5929 |
|
1.618 |
1.5813 |
|
2.618 |
1.5625 |
|
4.250 |
1.5318 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6234 |
1.6266 |
| PP |
1.6223 |
1.6259 |
| S1 |
1.6211 |
1.6253 |
|