CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5074 |
1.5206 |
0.0132 |
0.9% |
1.5120 |
| High |
1.5225 |
1.5291 |
0.0066 |
0.4% |
1.5313 |
| Low |
1.5074 |
1.5157 |
0.0083 |
0.6% |
1.5074 |
| Close |
1.5226 |
1.5156 |
-0.0070 |
-0.5% |
1.5156 |
| Range |
0.0151 |
0.0134 |
-0.0017 |
-11.3% |
0.0239 |
| ATR |
0.0156 |
0.0154 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
528 |
51 |
-477 |
-90.3% |
1,358 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5603 |
1.5514 |
1.5230 |
|
| R3 |
1.5469 |
1.5380 |
1.5193 |
|
| R2 |
1.5335 |
1.5335 |
1.5181 |
|
| R1 |
1.5246 |
1.5246 |
1.5168 |
1.5224 |
| PP |
1.5201 |
1.5201 |
1.5201 |
1.5190 |
| S1 |
1.5112 |
1.5112 |
1.5144 |
1.5090 |
| S2 |
1.5067 |
1.5067 |
1.5131 |
|
| S3 |
1.4933 |
1.4978 |
1.5119 |
|
| S4 |
1.4799 |
1.4844 |
1.5082 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5898 |
1.5766 |
1.5287 |
|
| R3 |
1.5659 |
1.5527 |
1.5222 |
|
| R2 |
1.5420 |
1.5420 |
1.5200 |
|
| R1 |
1.5288 |
1.5288 |
1.5178 |
1.5354 |
| PP |
1.5181 |
1.5181 |
1.5181 |
1.5214 |
| S1 |
1.5049 |
1.5049 |
1.5134 |
1.5115 |
| S2 |
1.4942 |
1.4942 |
1.5112 |
|
| S3 |
1.4703 |
1.4810 |
1.5090 |
|
| S4 |
1.4464 |
1.4571 |
1.5025 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5861 |
|
2.618 |
1.5642 |
|
1.618 |
1.5508 |
|
1.000 |
1.5425 |
|
0.618 |
1.5374 |
|
HIGH |
1.5291 |
|
0.618 |
1.5240 |
|
0.500 |
1.5224 |
|
0.382 |
1.5208 |
|
LOW |
1.5157 |
|
0.618 |
1.5074 |
|
1.000 |
1.5023 |
|
1.618 |
1.4940 |
|
2.618 |
1.4806 |
|
4.250 |
1.4588 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5224 |
1.5194 |
| PP |
1.5201 |
1.5181 |
| S1 |
1.5179 |
1.5169 |
|