CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5970 |
1.5952 |
-0.0018 |
-0.1% |
1.5217 |
| High |
1.6075 |
1.6001 |
-0.0074 |
-0.5% |
1.5933 |
| Low |
1.5925 |
1.5853 |
-0.0072 |
-0.5% |
1.5217 |
| Close |
1.6040 |
1.5945 |
-0.0095 |
-0.6% |
1.5912 |
| Range |
0.0150 |
0.0148 |
-0.0002 |
-1.3% |
0.0716 |
| ATR |
0.0182 |
0.0183 |
0.0000 |
0.2% |
0.0000 |
| Volume |
5,110 |
888 |
-4,222 |
-82.6% |
7,830 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6377 |
1.6309 |
1.6026 |
|
| R3 |
1.6229 |
1.6161 |
1.5986 |
|
| R2 |
1.6081 |
1.6081 |
1.5972 |
|
| R1 |
1.6013 |
1.6013 |
1.5959 |
1.5973 |
| PP |
1.5933 |
1.5933 |
1.5933 |
1.5913 |
| S1 |
1.5865 |
1.5865 |
1.5931 |
1.5825 |
| S2 |
1.5785 |
1.5785 |
1.5918 |
|
| S3 |
1.5637 |
1.5717 |
1.5904 |
|
| S4 |
1.5489 |
1.5569 |
1.5864 |
|
|
| 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 |
1.6630 |
|
2.618 |
1.6388 |
|
1.618 |
1.6240 |
|
1.000 |
1.6149 |
|
0.618 |
1.6092 |
|
HIGH |
1.6001 |
|
0.618 |
1.5944 |
|
0.500 |
1.5927 |
|
0.382 |
1.5910 |
|
LOW |
1.5853 |
|
0.618 |
1.5762 |
|
1.000 |
1.5705 |
|
1.618 |
1.5614 |
|
2.618 |
1.5466 |
|
4.250 |
1.5224 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5939 |
1.5938 |
| PP |
1.5933 |
1.5931 |
| S1 |
1.5927 |
1.5924 |
|