CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5170 |
1.5313 |
0.0143 |
0.9% |
1.4850 |
| High |
1.5300 |
1.5313 |
0.0013 |
0.1% |
1.5220 |
| Low |
1.5170 |
1.5106 |
-0.0064 |
-0.4% |
1.4850 |
| Close |
1.5268 |
1.5165 |
-0.0103 |
-0.7% |
1.5213 |
| Range |
0.0130 |
0.0207 |
0.0077 |
59.2% |
0.0370 |
| ATR |
0.0152 |
0.0156 |
0.0004 |
2.6% |
0.0000 |
| Volume |
90 |
175 |
85 |
94.4% |
518 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5816 |
1.5697 |
1.5279 |
|
| R3 |
1.5609 |
1.5490 |
1.5222 |
|
| R2 |
1.5402 |
1.5402 |
1.5203 |
|
| R1 |
1.5283 |
1.5283 |
1.5184 |
1.5239 |
| PP |
1.5195 |
1.5195 |
1.5195 |
1.5173 |
| S1 |
1.5076 |
1.5076 |
1.5146 |
1.5032 |
| S2 |
1.4988 |
1.4988 |
1.5127 |
|
| S3 |
1.4781 |
1.4869 |
1.5108 |
|
| S4 |
1.4574 |
1.4662 |
1.5051 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6204 |
1.6079 |
1.5417 |
|
| R3 |
1.5834 |
1.5709 |
1.5315 |
|
| R2 |
1.5464 |
1.5464 |
1.5281 |
|
| R1 |
1.5339 |
1.5339 |
1.5247 |
1.5402 |
| PP |
1.5094 |
1.5094 |
1.5094 |
1.5126 |
| S1 |
1.4969 |
1.4969 |
1.5179 |
1.5032 |
| S2 |
1.4724 |
1.4724 |
1.5145 |
|
| S3 |
1.4354 |
1.4599 |
1.5111 |
|
| S4 |
1.3984 |
1.4229 |
1.5010 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6193 |
|
2.618 |
1.5855 |
|
1.618 |
1.5648 |
|
1.000 |
1.5520 |
|
0.618 |
1.5441 |
|
HIGH |
1.5313 |
|
0.618 |
1.5234 |
|
0.500 |
1.5210 |
|
0.382 |
1.5185 |
|
LOW |
1.5106 |
|
0.618 |
1.4978 |
|
1.000 |
1.4899 |
|
1.618 |
1.4771 |
|
2.618 |
1.4564 |
|
4.250 |
1.4226 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5210 |
1.5197 |
| PP |
1.5195 |
1.5186 |
| S1 |
1.5180 |
1.5176 |
|