CME British Pound Future September 2009
Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
1.5120 |
1.5170 |
0.0050 |
0.3% |
1.4850 |
High |
1.5217 |
1.5300 |
0.0083 |
0.5% |
1.5220 |
Low |
1.5081 |
1.5170 |
0.0089 |
0.6% |
1.4850 |
Close |
1.5130 |
1.5268 |
0.0138 |
0.9% |
1.5213 |
Range |
0.0136 |
0.0130 |
-0.0006 |
-4.4% |
0.0370 |
ATR |
0.0151 |
0.0152 |
0.0001 |
0.9% |
0.0000 |
Volume |
514 |
90 |
-424 |
-82.5% |
518 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5636 |
1.5582 |
1.5340 |
|
R3 |
1.5506 |
1.5452 |
1.5304 |
|
R2 |
1.5376 |
1.5376 |
1.5292 |
|
R1 |
1.5322 |
1.5322 |
1.5280 |
1.5349 |
PP |
1.5246 |
1.5246 |
1.5246 |
1.5260 |
S1 |
1.5192 |
1.5192 |
1.5256 |
1.5219 |
S2 |
1.5116 |
1.5116 |
1.5244 |
|
S3 |
1.4986 |
1.5062 |
1.5232 |
|
S4 |
1.4856 |
1.4932 |
1.5197 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6204 |
1.6079 |
1.5417 |
|
R3 |
1.5834 |
1.5709 |
1.5315 |
|
R2 |
1.5464 |
1.5464 |
1.5281 |
|
R1 |
1.5339 |
1.5339 |
1.5247 |
1.5402 |
PP |
1.5094 |
1.5094 |
1.5094 |
1.5126 |
S1 |
1.4969 |
1.4969 |
1.5179 |
1.5032 |
S2 |
1.4724 |
1.4724 |
1.5145 |
|
S3 |
1.4354 |
1.4599 |
1.5111 |
|
S4 |
1.3984 |
1.4229 |
1.5010 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5853 |
2.618 |
1.5640 |
1.618 |
1.5510 |
1.000 |
1.5430 |
0.618 |
1.5380 |
HIGH |
1.5300 |
0.618 |
1.5250 |
0.500 |
1.5235 |
0.382 |
1.5220 |
LOW |
1.5170 |
0.618 |
1.5090 |
1.000 |
1.5040 |
1.618 |
1.4960 |
2.618 |
1.4830 |
4.250 |
1.4618 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1.5257 |
1.5239 |
PP |
1.5246 |
1.5210 |
S1 |
1.5235 |
1.5181 |
|