CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5269 |
1.5142 |
-0.0127 |
-0.8% |
1.4916 |
| High |
1.5331 |
1.5248 |
-0.0083 |
-0.5% |
1.5248 |
| Low |
1.5084 |
1.5058 |
-0.0026 |
-0.2% |
1.4832 |
| Close |
1.5168 |
1.5230 |
0.0062 |
0.4% |
1.5215 |
| Range |
0.0247 |
0.0190 |
-0.0057 |
-23.1% |
0.0416 |
| ATR |
0.0227 |
0.0224 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
94,639 |
103,772 |
9,133 |
9.7% |
352,022 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5749 |
1.5679 |
1.5335 |
|
| R3 |
1.5559 |
1.5489 |
1.5282 |
|
| R2 |
1.5369 |
1.5369 |
1.5265 |
|
| R1 |
1.5299 |
1.5299 |
1.5247 |
1.5334 |
| PP |
1.5179 |
1.5179 |
1.5179 |
1.5196 |
| S1 |
1.5109 |
1.5109 |
1.5213 |
1.5144 |
| S2 |
1.4989 |
1.4989 |
1.5195 |
|
| S3 |
1.4799 |
1.4919 |
1.5178 |
|
| S4 |
1.4609 |
1.4729 |
1.5126 |
|
|
| 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 |
1.5352 |
1.4968 |
0.0384 |
2.5% |
0.0235 |
1.5% |
68% |
False |
False |
86,824 |
| 10 |
1.5352 |
1.4755 |
0.0597 |
3.9% |
0.0214 |
1.4% |
80% |
False |
False |
77,942 |
| 20 |
1.5352 |
1.4397 |
0.0955 |
6.3% |
0.0225 |
1.5% |
87% |
False |
False |
75,854 |
| 40 |
1.5352 |
1.4112 |
0.1240 |
8.1% |
0.0223 |
1.5% |
90% |
False |
False |
70,782 |
| 60 |
1.5352 |
1.3662 |
0.1690 |
11.1% |
0.0231 |
1.5% |
93% |
False |
False |
52,176 |
| 80 |
1.5352 |
1.3618 |
0.1734 |
11.4% |
0.0225 |
1.5% |
93% |
False |
False |
39,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6056 |
|
2.618 |
1.5745 |
|
1.618 |
1.5555 |
|
1.000 |
1.5438 |
|
0.618 |
1.5365 |
|
HIGH |
1.5248 |
|
0.618 |
1.5175 |
|
0.500 |
1.5153 |
|
0.382 |
1.5131 |
|
LOW |
1.5058 |
|
0.618 |
1.4941 |
|
1.000 |
1.4868 |
|
1.618 |
1.4751 |
|
2.618 |
1.4561 |
|
4.250 |
1.4251 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5204 |
1.5222 |
| PP |
1.5179 |
1.5213 |
| S1 |
1.5153 |
1.5205 |
|