CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5313 |
1.5074 |
-0.0239 |
-1.6% |
1.4850 |
| High |
1.5313 |
1.5225 |
-0.0088 |
-0.6% |
1.5220 |
| Low |
1.5106 |
1.5074 |
-0.0032 |
-0.2% |
1.4850 |
| Close |
1.5165 |
1.5226 |
0.0061 |
0.4% |
1.5213 |
| Range |
0.0207 |
0.0151 |
-0.0056 |
-27.1% |
0.0370 |
| ATR |
0.0156 |
0.0156 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
175 |
528 |
353 |
201.7% |
518 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5628 |
1.5578 |
1.5309 |
|
| R3 |
1.5477 |
1.5427 |
1.5268 |
|
| R2 |
1.5326 |
1.5326 |
1.5254 |
|
| R1 |
1.5276 |
1.5276 |
1.5240 |
1.5301 |
| PP |
1.5175 |
1.5175 |
1.5175 |
1.5188 |
| S1 |
1.5125 |
1.5125 |
1.5212 |
1.5150 |
| S2 |
1.5024 |
1.5024 |
1.5198 |
|
| S3 |
1.4873 |
1.4974 |
1.5184 |
|
| S4 |
1.4722 |
1.4823 |
1.5143 |
|
|
| 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 |
1.5867 |
|
2.618 |
1.5620 |
|
1.618 |
1.5469 |
|
1.000 |
1.5376 |
|
0.618 |
1.5318 |
|
HIGH |
1.5225 |
|
0.618 |
1.5167 |
|
0.500 |
1.5150 |
|
0.382 |
1.5132 |
|
LOW |
1.5074 |
|
0.618 |
1.4981 |
|
1.000 |
1.4923 |
|
1.618 |
1.4830 |
|
2.618 |
1.4679 |
|
4.250 |
1.4432 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5201 |
1.5215 |
| PP |
1.5175 |
1.5204 |
| S1 |
1.5150 |
1.5194 |
|