CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5933 |
1.5956 |
0.0023 |
0.1% |
1.5179 |
| High |
1.6084 |
1.6016 |
-0.0068 |
-0.4% |
1.5943 |
| Low |
1.5925 |
1.5852 |
-0.0073 |
-0.5% |
1.5113 |
| Close |
1.6045 |
1.5951 |
-0.0094 |
-0.6% |
1.5917 |
| Range |
0.0159 |
0.0164 |
0.0005 |
3.1% |
0.0830 |
| ATR |
0.0228 |
0.0226 |
-0.0003 |
-1.1% |
0.0000 |
| Volume |
84,693 |
99,703 |
15,010 |
17.7% |
478,934 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6432 |
1.6355 |
1.6041 |
|
| R3 |
1.6268 |
1.6191 |
1.5996 |
|
| R2 |
1.6104 |
1.6104 |
1.5981 |
|
| R1 |
1.6027 |
1.6027 |
1.5966 |
1.5984 |
| PP |
1.5940 |
1.5940 |
1.5940 |
1.5918 |
| S1 |
1.5863 |
1.5863 |
1.5936 |
1.5820 |
| S2 |
1.5776 |
1.5776 |
1.5921 |
|
| S3 |
1.5612 |
1.5699 |
1.5906 |
|
| S4 |
1.5448 |
1.5535 |
1.5861 |
|
|
| 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 |
1.5512 |
0.0572 |
3.6% |
0.0216 |
1.4% |
77% |
False |
False |
97,886 |
| 10 |
1.6084 |
1.5058 |
0.1026 |
6.4% |
0.0224 |
1.4% |
87% |
False |
False |
91,171 |
| 20 |
1.6084 |
1.4701 |
0.1383 |
8.7% |
0.0222 |
1.4% |
90% |
False |
False |
82,818 |
| 40 |
1.6084 |
1.4275 |
0.1809 |
11.3% |
0.0222 |
1.4% |
93% |
False |
False |
75,769 |
| 60 |
1.6084 |
1.3662 |
0.2422 |
15.2% |
0.0229 |
1.4% |
95% |
False |
False |
65,450 |
| 80 |
1.6084 |
1.3662 |
0.2422 |
15.2% |
0.0228 |
1.4% |
95% |
False |
False |
49,245 |
| 100 |
1.6084 |
1.3618 |
0.2466 |
15.5% |
0.0228 |
1.4% |
95% |
False |
False |
39,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6713 |
|
2.618 |
1.6445 |
|
1.618 |
1.6281 |
|
1.000 |
1.6180 |
|
0.618 |
1.6117 |
|
HIGH |
1.6016 |
|
0.618 |
1.5953 |
|
0.500 |
1.5934 |
|
0.382 |
1.5915 |
|
LOW |
1.5852 |
|
0.618 |
1.5751 |
|
1.000 |
1.5688 |
|
1.618 |
1.5587 |
|
2.618 |
1.5423 |
|
4.250 |
1.5155 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5945 |
1.5944 |
| PP |
1.5940 |
1.5937 |
| S1 |
1.5934 |
1.5930 |
|