CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5470 |
1.5737 |
0.0267 |
1.7% |
1.5225 |
| High |
1.5792 |
1.5890 |
0.0098 |
0.6% |
1.5352 |
| Low |
1.5447 |
1.5512 |
0.0065 |
0.4% |
1.5058 |
| Close |
1.5776 |
1.5837 |
0.0061 |
0.4% |
1.5159 |
| Range |
0.0345 |
0.0378 |
0.0033 |
9.6% |
0.0294 |
| ATR |
0.0230 |
0.0240 |
0.0011 |
4.6% |
0.0000 |
| Volume |
90,957 |
101,847 |
10,890 |
12.0% |
406,273 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6880 |
1.6737 |
1.6045 |
|
| R3 |
1.6502 |
1.6359 |
1.5941 |
|
| R2 |
1.6124 |
1.6124 |
1.5906 |
|
| R1 |
1.5981 |
1.5981 |
1.5872 |
1.6053 |
| PP |
1.5746 |
1.5746 |
1.5746 |
1.5782 |
| S1 |
1.5603 |
1.5603 |
1.5802 |
1.5675 |
| S2 |
1.5368 |
1.5368 |
1.5768 |
|
| S3 |
1.4990 |
1.5225 |
1.5733 |
|
| S4 |
1.4612 |
1.4847 |
1.5629 |
|
|
| 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 |
1.5890 |
1.5113 |
0.0777 |
4.9% |
0.0269 |
1.7% |
93% |
True |
False |
84,070 |
| 10 |
1.5890 |
1.4968 |
0.0922 |
5.8% |
0.0252 |
1.6% |
94% |
True |
False |
85,447 |
| 20 |
1.5890 |
1.4513 |
0.1377 |
8.7% |
0.0225 |
1.4% |
96% |
True |
False |
77,902 |
| 40 |
1.5890 |
1.4112 |
0.1778 |
11.2% |
0.0224 |
1.4% |
97% |
True |
False |
72,496 |
| 60 |
1.5890 |
1.3662 |
0.2228 |
14.1% |
0.0238 |
1.5% |
98% |
True |
False |
59,113 |
| 80 |
1.5890 |
1.3662 |
0.2228 |
14.1% |
0.0231 |
1.5% |
98% |
True |
False |
44,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7497 |
|
2.618 |
1.6880 |
|
1.618 |
1.6502 |
|
1.000 |
1.6268 |
|
0.618 |
1.6124 |
|
HIGH |
1.5890 |
|
0.618 |
1.5746 |
|
0.500 |
1.5701 |
|
0.382 |
1.5656 |
|
LOW |
1.5512 |
|
0.618 |
1.5278 |
|
1.000 |
1.5134 |
|
1.618 |
1.4900 |
|
2.618 |
1.4522 |
|
4.250 |
1.3906 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5792 |
1.5755 |
| PP |
1.5746 |
1.5674 |
| S1 |
1.5701 |
1.5592 |
|