CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6582 |
1.6299 |
-0.0283 |
-1.7% |
1.5923 |
| High |
1.6665 |
1.6435 |
-0.0230 |
-1.4% |
1.6202 |
| Low |
1.6240 |
1.6085 |
-0.0155 |
-1.0% |
1.5776 |
| Close |
1.6277 |
1.6193 |
-0.0084 |
-0.5% |
1.6138 |
| Range |
0.0425 |
0.0350 |
-0.0075 |
-17.6% |
0.0426 |
| ATR |
0.0255 |
0.0261 |
0.0007 |
2.7% |
0.0000 |
| Volume |
114,237 |
133,721 |
19,484 |
17.1% |
350,864 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7288 |
1.7090 |
1.6386 |
|
| R3 |
1.6938 |
1.6740 |
1.6289 |
|
| R2 |
1.6588 |
1.6588 |
1.6257 |
|
| R1 |
1.6390 |
1.6390 |
1.6225 |
1.6314 |
| PP |
1.6238 |
1.6238 |
1.6238 |
1.6200 |
| S1 |
1.6040 |
1.6040 |
1.6161 |
1.5964 |
| S2 |
1.5888 |
1.5888 |
1.6129 |
|
| S3 |
1.5538 |
1.5690 |
1.6097 |
|
| S4 |
1.5188 |
1.5340 |
1.6001 |
|
|
| 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 |
1.6665 |
1.5920 |
0.0745 |
4.6% |
0.0333 |
2.1% |
37% |
False |
False |
109,199 |
| 10 |
1.6665 |
1.5512 |
0.1153 |
7.1% |
0.0275 |
1.7% |
59% |
False |
False |
103,542 |
| 20 |
1.6665 |
1.4940 |
0.1725 |
10.7% |
0.0257 |
1.6% |
73% |
False |
False |
93,127 |
| 40 |
1.6665 |
1.4397 |
0.2268 |
14.0% |
0.0234 |
1.4% |
79% |
False |
False |
80,601 |
| 60 |
1.6665 |
1.3662 |
0.3003 |
18.5% |
0.0237 |
1.5% |
84% |
False |
False |
74,213 |
| 80 |
1.6665 |
1.3662 |
0.3003 |
18.5% |
0.0235 |
1.4% |
84% |
False |
False |
56,067 |
| 100 |
1.6665 |
1.3618 |
0.3047 |
18.8% |
0.0233 |
1.4% |
85% |
False |
False |
44,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7923 |
|
2.618 |
1.7351 |
|
1.618 |
1.7001 |
|
1.000 |
1.6785 |
|
0.618 |
1.6651 |
|
HIGH |
1.6435 |
|
0.618 |
1.6301 |
|
0.500 |
1.6260 |
|
0.382 |
1.6219 |
|
LOW |
1.6085 |
|
0.618 |
1.5869 |
|
1.000 |
1.5735 |
|
1.618 |
1.5519 |
|
2.618 |
1.5169 |
|
4.250 |
1.4598 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6260 |
1.6375 |
| PP |
1.6238 |
1.6314 |
| S1 |
1.6215 |
1.6254 |
|