CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5837 |
1.5925 |
0.0088 |
0.6% |
1.5217 |
| High |
1.5933 |
1.5960 |
0.0027 |
0.2% |
1.5933 |
| Low |
1.5766 |
1.5772 |
0.0006 |
0.0% |
1.5217 |
| Close |
1.5912 |
1.5920 |
0.0008 |
0.1% |
1.5912 |
| Range |
0.0167 |
0.0188 |
0.0021 |
12.6% |
0.0716 |
| ATR |
0.0184 |
0.0184 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,474 |
4,089 |
2,615 |
177.4% |
7,830 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6448 |
1.6372 |
1.6023 |
|
| R3 |
1.6260 |
1.6184 |
1.5972 |
|
| R2 |
1.6072 |
1.6072 |
1.5954 |
|
| R1 |
1.5996 |
1.5996 |
1.5937 |
1.5940 |
| PP |
1.5884 |
1.5884 |
1.5884 |
1.5856 |
| S1 |
1.5808 |
1.5808 |
1.5903 |
1.5752 |
| S2 |
1.5696 |
1.5696 |
1.5886 |
|
| S3 |
1.5508 |
1.5620 |
1.5868 |
|
| S4 |
1.5320 |
1.5432 |
1.5817 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7835 |
1.7590 |
1.6306 |
|
| R3 |
1.7119 |
1.6874 |
1.6109 |
|
| R2 |
1.6403 |
1.6403 |
1.6043 |
|
| R1 |
1.6158 |
1.6158 |
1.5978 |
1.6281 |
| PP |
1.5687 |
1.5687 |
1.5687 |
1.5749 |
| S1 |
1.5442 |
1.5442 |
1.5846 |
1.5565 |
| S2 |
1.4971 |
1.4971 |
1.5781 |
|
| S3 |
1.4255 |
1.4726 |
1.5715 |
|
| S4 |
1.3539 |
1.4010 |
1.5518 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6759 |
|
2.618 |
1.6452 |
|
1.618 |
1.6264 |
|
1.000 |
1.6148 |
|
0.618 |
1.6076 |
|
HIGH |
1.5960 |
|
0.618 |
1.5888 |
|
0.500 |
1.5866 |
|
0.382 |
1.5844 |
|
LOW |
1.5772 |
|
0.618 |
1.5656 |
|
1.000 |
1.5584 |
|
1.618 |
1.5468 |
|
2.618 |
1.5280 |
|
4.250 |
1.4973 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5902 |
1.5858 |
| PP |
1.5884 |
1.5796 |
| S1 |
1.5866 |
1.5734 |
|