CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5933 |
1.6184 |
0.0251 |
1.6% |
1.5923 |
| High |
1.6202 |
1.6498 |
0.0296 |
1.8% |
1.6202 |
| Low |
1.5920 |
1.6162 |
0.0242 |
1.5% |
1.5776 |
| Close |
1.6138 |
1.6445 |
0.0307 |
1.9% |
1.6138 |
| Range |
0.0282 |
0.0336 |
0.0054 |
19.1% |
0.0426 |
| ATR |
0.0230 |
0.0239 |
0.0009 |
4.0% |
0.0000 |
| Volume |
96,526 |
104,006 |
7,480 |
7.7% |
350,864 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7376 |
1.7247 |
1.6630 |
|
| R3 |
1.7040 |
1.6911 |
1.6537 |
|
| R2 |
1.6704 |
1.6704 |
1.6507 |
|
| R1 |
1.6575 |
1.6575 |
1.6476 |
1.6640 |
| PP |
1.6368 |
1.6368 |
1.6368 |
1.6401 |
| S1 |
1.6239 |
1.6239 |
1.6414 |
1.6304 |
| S2 |
1.6032 |
1.6032 |
1.6383 |
|
| S3 |
1.5696 |
1.5903 |
1.6353 |
|
| S4 |
1.5360 |
1.5567 |
1.6260 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7317 |
1.7153 |
1.6372 |
|
| R3 |
1.6891 |
1.6727 |
1.6255 |
|
| R2 |
1.6465 |
1.6465 |
1.6216 |
|
| R1 |
1.6301 |
1.6301 |
1.6177 |
1.6383 |
| PP |
1.6039 |
1.6039 |
1.6039 |
1.6080 |
| S1 |
1.5875 |
1.5875 |
1.6099 |
1.5957 |
| S2 |
1.5613 |
1.5613 |
1.6060 |
|
| S3 |
1.5187 |
1.5449 |
1.6021 |
|
| S4 |
1.4761 |
1.5023 |
1.5904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6498 |
1.5776 |
0.0722 |
4.4% |
0.0227 |
1.4% |
93% |
True |
False |
90,974 |
| 10 |
1.6498 |
1.5113 |
0.1385 |
8.4% |
0.0251 |
1.5% |
96% |
True |
False |
93,380 |
| 20 |
1.6498 |
1.4832 |
0.1666 |
10.1% |
0.0232 |
1.4% |
97% |
True |
False |
84,604 |
| 40 |
1.6498 |
1.4397 |
0.2101 |
12.8% |
0.0225 |
1.4% |
97% |
True |
False |
77,761 |
| 60 |
1.6498 |
1.3662 |
0.2836 |
17.2% |
0.0234 |
1.4% |
98% |
True |
False |
68,659 |
| 80 |
1.6498 |
1.3662 |
0.2836 |
17.2% |
0.0231 |
1.4% |
98% |
True |
False |
51,751 |
| 100 |
1.6498 |
1.3618 |
0.2880 |
17.5% |
0.0229 |
1.4% |
98% |
True |
False |
41,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7926 |
|
2.618 |
1.7378 |
|
1.618 |
1.7042 |
|
1.000 |
1.6834 |
|
0.618 |
1.6706 |
|
HIGH |
1.6498 |
|
0.618 |
1.6370 |
|
0.500 |
1.6330 |
|
0.382 |
1.6290 |
|
LOW |
1.6162 |
|
0.618 |
1.5954 |
|
1.000 |
1.5826 |
|
1.618 |
1.5618 |
|
2.618 |
1.5282 |
|
4.250 |
1.4734 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6407 |
1.6355 |
| PP |
1.6368 |
1.6265 |
| S1 |
1.6330 |
1.6175 |
|