CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5068 |
1.5121 |
0.0053 |
0.4% |
1.4660 |
| High |
1.5150 |
1.5197 |
0.0047 |
0.3% |
1.4953 |
| Low |
1.4990 |
1.4940 |
-0.0050 |
-0.3% |
1.4513 |
| Close |
1.5131 |
1.4993 |
-0.0138 |
-0.9% |
1.4922 |
| Range |
0.0160 |
0.0257 |
0.0097 |
60.6% |
0.0440 |
| ATR |
0.0217 |
0.0220 |
0.0003 |
1.3% |
0.0000 |
| Volume |
73,495 |
74,489 |
994 |
1.4% |
379,565 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5814 |
1.5661 |
1.5134 |
|
| R3 |
1.5557 |
1.5404 |
1.5064 |
|
| R2 |
1.5300 |
1.5300 |
1.5040 |
|
| R1 |
1.5147 |
1.5147 |
1.5017 |
1.5095 |
| PP |
1.5043 |
1.5043 |
1.5043 |
1.5018 |
| S1 |
1.4890 |
1.4890 |
1.4969 |
1.4838 |
| S2 |
1.4786 |
1.4786 |
1.4946 |
|
| S3 |
1.4529 |
1.4633 |
1.4922 |
|
| S4 |
1.4272 |
1.4376 |
1.4852 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6116 |
1.5959 |
1.5164 |
|
| R3 |
1.5676 |
1.5519 |
1.5043 |
|
| R2 |
1.5236 |
1.5236 |
1.5003 |
|
| R1 |
1.5079 |
1.5079 |
1.4962 |
1.5158 |
| PP |
1.4796 |
1.4796 |
1.4796 |
1.4835 |
| S1 |
1.4639 |
1.4639 |
1.4882 |
1.4718 |
| S2 |
1.4356 |
1.4356 |
1.4841 |
|
| S3 |
1.3916 |
1.4199 |
1.4801 |
|
| S4 |
1.3476 |
1.3759 |
1.4680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5197 |
1.4755 |
0.0442 |
2.9% |
0.0194 |
1.3% |
54% |
True |
False |
69,060 |
| 10 |
1.5197 |
1.4513 |
0.0684 |
4.6% |
0.0198 |
1.3% |
70% |
True |
False |
70,356 |
| 20 |
1.5197 |
1.4397 |
0.0800 |
5.3% |
0.0218 |
1.5% |
75% |
True |
False |
68,422 |
| 40 |
1.5197 |
1.3662 |
0.1535 |
10.2% |
0.0227 |
1.5% |
87% |
True |
False |
66,028 |
| 60 |
1.5197 |
1.3662 |
0.1535 |
10.2% |
0.0224 |
1.5% |
87% |
True |
False |
44,950 |
| 80 |
1.5197 |
1.3618 |
0.1579 |
10.5% |
0.0227 |
1.5% |
87% |
True |
False |
33,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6289 |
|
2.618 |
1.5870 |
|
1.618 |
1.5613 |
|
1.000 |
1.5454 |
|
0.618 |
1.5356 |
|
HIGH |
1.5197 |
|
0.618 |
1.5099 |
|
0.500 |
1.5069 |
|
0.382 |
1.5038 |
|
LOW |
1.4940 |
|
0.618 |
1.4781 |
|
1.000 |
1.4683 |
|
1.618 |
1.4524 |
|
2.618 |
1.4267 |
|
4.250 |
1.3848 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5069 |
1.5069 |
| PP |
1.5043 |
1.5043 |
| S1 |
1.5018 |
1.5018 |
|