CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5847 |
1.5923 |
0.0076 |
0.5% |
1.5179 |
| High |
1.5943 |
1.5969 |
0.0026 |
0.2% |
1.5943 |
| Low |
1.5755 |
1.5776 |
0.0021 |
0.1% |
1.5113 |
| Close |
1.5917 |
1.5925 |
0.0008 |
0.1% |
1.5917 |
| Range |
0.0188 |
0.0193 |
0.0005 |
2.7% |
0.0830 |
| ATR |
0.0237 |
0.0234 |
-0.0003 |
-1.3% |
0.0000 |
| Volume |
133,248 |
69,942 |
-63,306 |
-47.5% |
478,934 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6469 |
1.6390 |
1.6031 |
|
| R3 |
1.6276 |
1.6197 |
1.5978 |
|
| R2 |
1.6083 |
1.6083 |
1.5960 |
|
| R1 |
1.6004 |
1.6004 |
1.5943 |
1.6044 |
| PP |
1.5890 |
1.5890 |
1.5890 |
1.5910 |
| S1 |
1.5811 |
1.5811 |
1.5907 |
1.5851 |
| S2 |
1.5697 |
1.5697 |
1.5890 |
|
| S3 |
1.5504 |
1.5618 |
1.5872 |
|
| S4 |
1.5311 |
1.5425 |
1.5819 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8148 |
1.7862 |
1.6374 |
|
| R3 |
1.7318 |
1.7032 |
1.6145 |
|
| R2 |
1.6488 |
1.6488 |
1.6069 |
|
| R1 |
1.6202 |
1.6202 |
1.5993 |
1.6345 |
| PP |
1.5658 |
1.5658 |
1.5658 |
1.5729 |
| S1 |
1.5372 |
1.5372 |
1.5841 |
1.5515 |
| S2 |
1.4828 |
1.4828 |
1.5765 |
|
| S3 |
1.3998 |
1.4542 |
1.5689 |
|
| S4 |
1.3168 |
1.3712 |
1.5461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5969 |
1.5294 |
0.0675 |
4.2% |
0.0267 |
1.7% |
93% |
True |
False |
92,566 |
| 10 |
1.5969 |
1.5058 |
0.0911 |
5.7% |
0.0244 |
1.5% |
95% |
True |
False |
88,460 |
| 20 |
1.5969 |
1.4516 |
0.1453 |
9.1% |
0.0225 |
1.4% |
97% |
True |
False |
79,950 |
| 40 |
1.5969 |
1.4112 |
0.1857 |
11.7% |
0.0222 |
1.4% |
98% |
True |
False |
74,057 |
| 60 |
1.5969 |
1.3662 |
0.2307 |
14.5% |
0.0233 |
1.5% |
98% |
True |
False |
62,421 |
| 80 |
1.5969 |
1.3662 |
0.2307 |
14.5% |
0.0231 |
1.4% |
98% |
True |
False |
46,942 |
| 100 |
1.5969 |
1.3618 |
0.2351 |
14.8% |
0.0226 |
1.4% |
98% |
True |
False |
37,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6789 |
|
2.618 |
1.6474 |
|
1.618 |
1.6281 |
|
1.000 |
1.6162 |
|
0.618 |
1.6088 |
|
HIGH |
1.5969 |
|
0.618 |
1.5895 |
|
0.500 |
1.5873 |
|
0.382 |
1.5850 |
|
LOW |
1.5776 |
|
0.618 |
1.5657 |
|
1.000 |
1.5583 |
|
1.618 |
1.5464 |
|
2.618 |
1.5271 |
|
4.250 |
1.4956 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5908 |
1.5864 |
| PP |
1.5890 |
1.5802 |
| S1 |
1.5873 |
1.5741 |
|