CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4850 |
1.4990 |
0.0140 |
0.9% |
1.4550 |
| High |
1.5000 |
1.5149 |
0.0149 |
1.0% |
1.4950 |
| Low |
1.4850 |
1.4990 |
0.0140 |
0.9% |
1.4550 |
| Close |
1.4962 |
1.5070 |
0.0108 |
0.7% |
1.4924 |
| Range |
0.0150 |
0.0159 |
0.0009 |
6.0% |
0.0400 |
| ATR |
0.0143 |
0.0146 |
0.0003 |
2.2% |
0.0000 |
| Volume |
14 |
32 |
18 |
128.6% |
92 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5547 |
1.5467 |
1.5157 |
|
| R3 |
1.5388 |
1.5308 |
1.5114 |
|
| R2 |
1.5229 |
1.5229 |
1.5099 |
|
| R1 |
1.5149 |
1.5149 |
1.5085 |
1.5189 |
| PP |
1.5070 |
1.5070 |
1.5070 |
1.5090 |
| S1 |
1.4990 |
1.4990 |
1.5055 |
1.5030 |
| S2 |
1.4911 |
1.4911 |
1.5041 |
|
| S3 |
1.4752 |
1.4831 |
1.5026 |
|
| S4 |
1.4593 |
1.4672 |
1.4983 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6008 |
1.5866 |
1.5144 |
|
| R3 |
1.5608 |
1.5466 |
1.5034 |
|
| R2 |
1.5208 |
1.5208 |
1.4997 |
|
| R1 |
1.5066 |
1.5066 |
1.4961 |
1.5137 |
| PP |
1.4808 |
1.4808 |
1.4808 |
1.4844 |
| S1 |
1.4666 |
1.4666 |
1.4887 |
1.4737 |
| S2 |
1.4408 |
1.4408 |
1.4851 |
|
| S3 |
1.4008 |
1.4266 |
1.4814 |
|
| S4 |
1.3608 |
1.3866 |
1.4704 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5825 |
|
2.618 |
1.5565 |
|
1.618 |
1.5406 |
|
1.000 |
1.5308 |
|
0.618 |
1.5247 |
|
HIGH |
1.5149 |
|
0.618 |
1.5088 |
|
0.500 |
1.5070 |
|
0.382 |
1.5051 |
|
LOW |
1.4990 |
|
0.618 |
1.4892 |
|
1.000 |
1.4831 |
|
1.618 |
1.4733 |
|
2.618 |
1.4574 |
|
4.250 |
1.4314 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5070 |
1.5047 |
| PP |
1.5070 |
1.5023 |
| S1 |
1.5070 |
1.5000 |
|