CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5923 |
1.5933 |
0.0010 |
0.1% |
1.5179 |
| High |
1.5969 |
1.6084 |
0.0115 |
0.7% |
1.5943 |
| Low |
1.5776 |
1.5925 |
0.0149 |
0.9% |
1.5113 |
| Close |
1.5925 |
1.6045 |
0.0120 |
0.8% |
1.5917 |
| Range |
0.0193 |
0.0159 |
-0.0034 |
-17.6% |
0.0830 |
| ATR |
0.0234 |
0.0228 |
-0.0005 |
-2.3% |
0.0000 |
| Volume |
69,942 |
84,693 |
14,751 |
21.1% |
478,934 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6495 |
1.6429 |
1.6132 |
|
| R3 |
1.6336 |
1.6270 |
1.6089 |
|
| R2 |
1.6177 |
1.6177 |
1.6074 |
|
| R1 |
1.6111 |
1.6111 |
1.6060 |
1.6144 |
| PP |
1.6018 |
1.6018 |
1.6018 |
1.6035 |
| S1 |
1.5952 |
1.5952 |
1.6030 |
1.5985 |
| S2 |
1.5859 |
1.5859 |
1.6016 |
|
| S3 |
1.5700 |
1.5793 |
1.6001 |
|
| S4 |
1.5541 |
1.5634 |
1.5958 |
|
|
| 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 |
1.6084 |
1.5447 |
0.0637 |
4.0% |
0.0253 |
1.6% |
94% |
True |
False |
96,137 |
| 10 |
1.6084 |
1.5058 |
0.1026 |
6.4% |
0.0232 |
1.4% |
96% |
True |
False |
90,664 |
| 20 |
1.6084 |
1.4617 |
0.1467 |
9.1% |
0.0224 |
1.4% |
97% |
True |
False |
81,163 |
| 40 |
1.6084 |
1.4244 |
0.1840 |
11.5% |
0.0221 |
1.4% |
98% |
True |
False |
74,635 |
| 60 |
1.6084 |
1.3662 |
0.2422 |
15.1% |
0.0232 |
1.4% |
98% |
True |
False |
63,804 |
| 80 |
1.6084 |
1.3662 |
0.2422 |
15.1% |
0.0229 |
1.4% |
98% |
True |
False |
48,000 |
| 100 |
1.6084 |
1.3618 |
0.2466 |
15.4% |
0.0226 |
1.4% |
98% |
True |
False |
38,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6760 |
|
2.618 |
1.6500 |
|
1.618 |
1.6341 |
|
1.000 |
1.6243 |
|
0.618 |
1.6182 |
|
HIGH |
1.6084 |
|
0.618 |
1.6023 |
|
0.500 |
1.6005 |
|
0.382 |
1.5986 |
|
LOW |
1.5925 |
|
0.618 |
1.5827 |
|
1.000 |
1.5766 |
|
1.618 |
1.5668 |
|
2.618 |
1.5509 |
|
4.250 |
1.5249 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6032 |
1.6003 |
| PP |
1.6018 |
1.5961 |
| S1 |
1.6005 |
1.5920 |
|