CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6042 |
1.6315 |
0.0273 |
1.7% |
1.6184 |
| High |
1.6361 |
1.6476 |
0.0115 |
0.7% |
1.6665 |
| Low |
1.5983 |
1.6240 |
0.0257 |
1.6% |
1.5935 |
| Close |
1.6334 |
1.6308 |
-0.0026 |
-0.2% |
1.5975 |
| Range |
0.0378 |
0.0236 |
-0.0142 |
-37.6% |
0.0730 |
| ATR |
0.0276 |
0.0273 |
-0.0003 |
-1.0% |
0.0000 |
| Volume |
107,740 |
108,742 |
1,002 |
0.9% |
597,372 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7049 |
1.6915 |
1.6438 |
|
| R3 |
1.6813 |
1.6679 |
1.6373 |
|
| R2 |
1.6577 |
1.6577 |
1.6351 |
|
| R1 |
1.6443 |
1.6443 |
1.6330 |
1.6392 |
| PP |
1.6341 |
1.6341 |
1.6341 |
1.6316 |
| S1 |
1.6207 |
1.6207 |
1.6286 |
1.6156 |
| S2 |
1.6105 |
1.6105 |
1.6265 |
|
| S3 |
1.5869 |
1.5971 |
1.6243 |
|
| S4 |
1.5633 |
1.5735 |
1.6178 |
|
|
| 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 |
1.6476 |
1.5802 |
0.0674 |
4.1% |
0.0316 |
1.9% |
75% |
True |
False |
125,215 |
| 10 |
1.6665 |
1.5802 |
0.0863 |
5.3% |
0.0306 |
1.9% |
59% |
False |
False |
113,805 |
| 20 |
1.6665 |
1.5058 |
0.1607 |
9.9% |
0.0269 |
1.6% |
78% |
False |
False |
102,235 |
| 40 |
1.6665 |
1.4397 |
0.2268 |
13.9% |
0.0247 |
1.5% |
84% |
False |
False |
87,627 |
| 60 |
1.6665 |
1.3850 |
0.2815 |
17.3% |
0.0241 |
1.5% |
87% |
False |
False |
79,882 |
| 80 |
1.6665 |
1.3662 |
0.3003 |
18.4% |
0.0237 |
1.5% |
88% |
False |
False |
62,213 |
| 100 |
1.6665 |
1.3618 |
0.3047 |
18.7% |
0.0240 |
1.5% |
88% |
False |
False |
49,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7479 |
|
2.618 |
1.7094 |
|
1.618 |
1.6858 |
|
1.000 |
1.6712 |
|
0.618 |
1.6622 |
|
HIGH |
1.6476 |
|
0.618 |
1.6386 |
|
0.500 |
1.6358 |
|
0.382 |
1.6330 |
|
LOW |
1.6240 |
|
0.618 |
1.6094 |
|
1.000 |
1.6004 |
|
1.618 |
1.5858 |
|
2.618 |
1.5622 |
|
4.250 |
1.5237 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6358 |
1.6252 |
| PP |
1.6341 |
1.6195 |
| S1 |
1.6325 |
1.6139 |
|