CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5025 |
1.5130 |
0.0105 |
0.7% |
1.4550 |
| High |
1.5132 |
1.5130 |
-0.0002 |
0.0% |
1.4950 |
| Low |
1.5010 |
1.4968 |
-0.0042 |
-0.3% |
1.4550 |
| Close |
1.5131 |
1.4992 |
-0.0139 |
-0.9% |
1.4924 |
| Range |
0.0122 |
0.0162 |
0.0040 |
32.8% |
0.0400 |
| ATR |
0.0145 |
0.0146 |
0.0001 |
0.9% |
0.0000 |
| Volume |
41 |
408 |
367 |
895.1% |
92 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5516 |
1.5416 |
1.5081 |
|
| R3 |
1.5354 |
1.5254 |
1.5037 |
|
| R2 |
1.5192 |
1.5192 |
1.5022 |
|
| R1 |
1.5092 |
1.5092 |
1.5007 |
1.5061 |
| PP |
1.5030 |
1.5030 |
1.5030 |
1.5015 |
| S1 |
1.4930 |
1.4930 |
1.4977 |
1.4899 |
| S2 |
1.4868 |
1.4868 |
1.4962 |
|
| S3 |
1.4706 |
1.4768 |
1.4947 |
|
| S4 |
1.4544 |
1.4606 |
1.4903 |
|
|
| 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 |
1.5819 |
|
2.618 |
1.5554 |
|
1.618 |
1.5392 |
|
1.000 |
1.5292 |
|
0.618 |
1.5230 |
|
HIGH |
1.5130 |
|
0.618 |
1.5068 |
|
0.500 |
1.5049 |
|
0.382 |
1.5030 |
|
LOW |
1.4968 |
|
0.618 |
1.4868 |
|
1.000 |
1.4806 |
|
1.618 |
1.4706 |
|
2.618 |
1.4544 |
|
4.250 |
1.4280 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5049 |
1.5059 |
| PP |
1.5030 |
1.5036 |
| S1 |
1.5011 |
1.5014 |
|