CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5121 |
1.5034 |
-0.0087 |
-0.6% |
1.4916 |
| High |
1.5197 |
1.5248 |
0.0051 |
0.3% |
1.5248 |
| Low |
1.4940 |
1.4968 |
0.0028 |
0.2% |
1.4832 |
| Close |
1.4993 |
1.5215 |
0.0222 |
1.5% |
1.5215 |
| Range |
0.0257 |
0.0280 |
0.0023 |
8.9% |
0.0416 |
| ATR |
0.0220 |
0.0224 |
0.0004 |
2.0% |
0.0000 |
| Volume |
74,489 |
102,518 |
28,029 |
37.6% |
352,022 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5984 |
1.5879 |
1.5369 |
|
| R3 |
1.5704 |
1.5599 |
1.5292 |
|
| R2 |
1.5424 |
1.5424 |
1.5266 |
|
| R1 |
1.5319 |
1.5319 |
1.5241 |
1.5372 |
| PP |
1.5144 |
1.5144 |
1.5144 |
1.5170 |
| S1 |
1.5039 |
1.5039 |
1.5189 |
1.5092 |
| S2 |
1.4864 |
1.4864 |
1.5164 |
|
| S3 |
1.4584 |
1.4759 |
1.5138 |
|
| S4 |
1.4304 |
1.4479 |
1.5061 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6346 |
1.6197 |
1.5444 |
|
| R3 |
1.5930 |
1.5781 |
1.5329 |
|
| R2 |
1.5514 |
1.5514 |
1.5291 |
|
| R1 |
1.5365 |
1.5365 |
1.5253 |
1.5440 |
| PP |
1.5098 |
1.5098 |
1.5098 |
1.5136 |
| S1 |
1.4949 |
1.4949 |
1.5177 |
1.5024 |
| S2 |
1.4682 |
1.4682 |
1.5139 |
|
| S3 |
1.4266 |
1.4533 |
1.5101 |
|
| S4 |
1.3850 |
1.4117 |
1.4986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5248 |
1.4832 |
0.0416 |
2.7% |
0.0214 |
1.4% |
92% |
True |
False |
70,404 |
| 10 |
1.5248 |
1.4513 |
0.0735 |
4.8% |
0.0206 |
1.4% |
96% |
True |
False |
73,158 |
| 20 |
1.5248 |
1.4397 |
0.0851 |
5.6% |
0.0222 |
1.5% |
96% |
True |
False |
71,106 |
| 40 |
1.5248 |
1.3707 |
0.1541 |
10.1% |
0.0228 |
1.5% |
98% |
True |
False |
67,827 |
| 60 |
1.5248 |
1.3662 |
0.1586 |
10.4% |
0.0226 |
1.5% |
98% |
True |
False |
46,657 |
| 80 |
1.5248 |
1.3618 |
0.1630 |
10.7% |
0.0229 |
1.5% |
98% |
True |
False |
35,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6438 |
|
2.618 |
1.5981 |
|
1.618 |
1.5701 |
|
1.000 |
1.5528 |
|
0.618 |
1.5421 |
|
HIGH |
1.5248 |
|
0.618 |
1.5141 |
|
0.500 |
1.5108 |
|
0.382 |
1.5075 |
|
LOW |
1.4968 |
|
0.618 |
1.4795 |
|
1.000 |
1.4688 |
|
1.618 |
1.4515 |
|
2.618 |
1.4235 |
|
4.250 |
1.3778 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5179 |
1.5175 |
| PP |
1.5144 |
1.5134 |
| S1 |
1.5108 |
1.5094 |
|