CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5334 |
1.5470 |
0.0136 |
0.9% |
1.5225 |
| High |
1.5523 |
1.5792 |
0.0269 |
1.7% |
1.5352 |
| Low |
1.5294 |
1.5447 |
0.0153 |
1.0% |
1.5058 |
| Close |
1.5511 |
1.5776 |
0.0265 |
1.7% |
1.5159 |
| Range |
0.0229 |
0.0345 |
0.0116 |
50.7% |
0.0294 |
| ATR |
0.0221 |
0.0230 |
0.0009 |
4.0% |
0.0000 |
| Volume |
66,836 |
90,957 |
24,121 |
36.1% |
406,273 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6707 |
1.6586 |
1.5966 |
|
| R3 |
1.6362 |
1.6241 |
1.5871 |
|
| R2 |
1.6017 |
1.6017 |
1.5839 |
|
| R1 |
1.5896 |
1.5896 |
1.5808 |
1.5957 |
| PP |
1.5672 |
1.5672 |
1.5672 |
1.5702 |
| S1 |
1.5551 |
1.5551 |
1.5744 |
1.5612 |
| S2 |
1.5327 |
1.5327 |
1.5713 |
|
| S3 |
1.4982 |
1.5206 |
1.5681 |
|
| S4 |
1.4637 |
1.4861 |
1.5586 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6072 |
1.5909 |
1.5321 |
|
| R3 |
1.5778 |
1.5615 |
1.5240 |
|
| R2 |
1.5484 |
1.5484 |
1.5213 |
|
| R1 |
1.5321 |
1.5321 |
1.5186 |
1.5256 |
| PP |
1.5190 |
1.5190 |
1.5190 |
1.5157 |
| S1 |
1.5027 |
1.5027 |
1.5132 |
1.4962 |
| S2 |
1.4896 |
1.4896 |
1.5105 |
|
| S3 |
1.4602 |
1.4733 |
1.5078 |
|
| S4 |
1.4308 |
1.4439 |
1.4997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5792 |
1.5058 |
0.0734 |
4.7% |
0.0231 |
1.5% |
98% |
True |
False |
84,455 |
| 10 |
1.5792 |
1.4940 |
0.0852 |
5.4% |
0.0240 |
1.5% |
98% |
True |
False |
82,711 |
| 20 |
1.5792 |
1.4443 |
0.1349 |
8.6% |
0.0221 |
1.4% |
99% |
True |
False |
78,254 |
| 40 |
1.5792 |
1.4112 |
0.1680 |
10.6% |
0.0220 |
1.4% |
99% |
True |
False |
71,807 |
| 60 |
1.5792 |
1.3662 |
0.2130 |
13.5% |
0.0235 |
1.5% |
99% |
True |
False |
57,456 |
| 80 |
1.5792 |
1.3662 |
0.2130 |
13.5% |
0.0230 |
1.5% |
99% |
True |
False |
43,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7258 |
|
2.618 |
1.6695 |
|
1.618 |
1.6350 |
|
1.000 |
1.6137 |
|
0.618 |
1.6005 |
|
HIGH |
1.5792 |
|
0.618 |
1.5660 |
|
0.500 |
1.5620 |
|
0.382 |
1.5579 |
|
LOW |
1.5447 |
|
0.618 |
1.5234 |
|
1.000 |
1.5102 |
|
1.618 |
1.4889 |
|
2.618 |
1.4544 |
|
4.250 |
1.3981 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5724 |
1.5668 |
| PP |
1.5672 |
1.5560 |
| S1 |
1.5620 |
1.5453 |
|