CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5910 |
1.6042 |
0.0132 |
0.8% |
1.6184 |
| High |
1.6107 |
1.6361 |
0.0254 |
1.6% |
1.6665 |
| Low |
1.5802 |
1.5983 |
0.0181 |
1.1% |
1.5935 |
| Close |
1.6046 |
1.6334 |
0.0288 |
1.8% |
1.5975 |
| Range |
0.0305 |
0.0378 |
0.0073 |
23.9% |
0.0730 |
| ATR |
0.0268 |
0.0276 |
0.0008 |
2.9% |
0.0000 |
| Volume |
127,973 |
107,740 |
-20,233 |
-15.8% |
597,372 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7360 |
1.7225 |
1.6542 |
|
| R3 |
1.6982 |
1.6847 |
1.6438 |
|
| R2 |
1.6604 |
1.6604 |
1.6403 |
|
| R1 |
1.6469 |
1.6469 |
1.6369 |
1.6537 |
| PP |
1.6226 |
1.6226 |
1.6226 |
1.6260 |
| S1 |
1.6091 |
1.6091 |
1.6299 |
1.6159 |
| S2 |
1.5848 |
1.5848 |
1.6265 |
|
| S3 |
1.5470 |
1.5713 |
1.6230 |
|
| S4 |
1.5092 |
1.5335 |
1.6126 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8382 |
1.7908 |
1.6377 |
|
| R3 |
1.7652 |
1.7178 |
1.6176 |
|
| R2 |
1.6922 |
1.6922 |
1.6109 |
|
| R1 |
1.6448 |
1.6448 |
1.6042 |
1.6320 |
| PP |
1.6192 |
1.6192 |
1.6192 |
1.6128 |
| S1 |
1.5718 |
1.5718 |
1.5908 |
1.5590 |
| S2 |
1.5462 |
1.5462 |
1.5841 |
|
| S3 |
1.4732 |
1.4988 |
1.5774 |
|
| S4 |
1.4002 |
1.4258 |
1.5574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6665 |
1.5802 |
0.0863 |
5.3% |
0.0353 |
2.2% |
62% |
False |
False |
126,314 |
| 10 |
1.6665 |
1.5802 |
0.0863 |
5.3% |
0.0298 |
1.8% |
62% |
False |
False |
111,400 |
| 20 |
1.6665 |
1.5058 |
0.1607 |
9.8% |
0.0271 |
1.7% |
79% |
False |
False |
99,930 |
| 40 |
1.6665 |
1.4397 |
0.2268 |
13.9% |
0.0244 |
1.5% |
85% |
False |
False |
85,655 |
| 60 |
1.6665 |
1.3850 |
0.2815 |
17.2% |
0.0241 |
1.5% |
88% |
False |
False |
79,222 |
| 80 |
1.6665 |
1.3662 |
0.3003 |
18.4% |
0.0237 |
1.5% |
89% |
False |
False |
60,855 |
| 100 |
1.6665 |
1.3618 |
0.3047 |
18.7% |
0.0239 |
1.5% |
89% |
False |
False |
48,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7968 |
|
2.618 |
1.7351 |
|
1.618 |
1.6973 |
|
1.000 |
1.6739 |
|
0.618 |
1.6595 |
|
HIGH |
1.6361 |
|
0.618 |
1.6217 |
|
0.500 |
1.6172 |
|
0.382 |
1.6127 |
|
LOW |
1.5983 |
|
0.618 |
1.5749 |
|
1.000 |
1.5605 |
|
1.618 |
1.5371 |
|
2.618 |
1.4993 |
|
4.250 |
1.4377 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6280 |
1.6250 |
| PP |
1.6226 |
1.6166 |
| S1 |
1.6172 |
1.6082 |
|