CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5948 |
1.6184 |
0.0236 |
1.5% |
1.5925 |
| High |
1.6199 |
1.6489 |
0.0290 |
1.8% |
1.6199 |
| Low |
1.5948 |
1.6157 |
0.0209 |
1.3% |
1.5772 |
| Close |
1.6132 |
1.6440 |
0.0308 |
1.9% |
1.6132 |
| Range |
0.0251 |
0.0332 |
0.0081 |
32.3% |
0.0427 |
| ATR |
0.0188 |
0.0200 |
0.0012 |
6.4% |
0.0000 |
| Volume |
2,075 |
4,857 |
2,782 |
134.1% |
12,162 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7358 |
1.7231 |
1.6623 |
|
| R3 |
1.7026 |
1.6899 |
1.6531 |
|
| R2 |
1.6694 |
1.6694 |
1.6501 |
|
| R1 |
1.6567 |
1.6567 |
1.6470 |
1.6631 |
| PP |
1.6362 |
1.6362 |
1.6362 |
1.6394 |
| S1 |
1.6235 |
1.6235 |
1.6410 |
1.6299 |
| S2 |
1.6030 |
1.6030 |
1.6379 |
|
| S3 |
1.5698 |
1.5903 |
1.6349 |
|
| S4 |
1.5366 |
1.5571 |
1.6257 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7315 |
1.7151 |
1.6367 |
|
| R3 |
1.6888 |
1.6724 |
1.6249 |
|
| R2 |
1.6461 |
1.6461 |
1.6210 |
|
| R1 |
1.6297 |
1.6297 |
1.6171 |
1.6379 |
| PP |
1.6034 |
1.6034 |
1.6034 |
1.6076 |
| S1 |
1.5870 |
1.5870 |
1.6093 |
1.5952 |
| S2 |
1.5607 |
1.5607 |
1.6054 |
|
| S3 |
1.5180 |
1.5443 |
1.6015 |
|
| S4 |
1.4753 |
1.5016 |
1.5897 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7900 |
|
2.618 |
1.7358 |
|
1.618 |
1.7026 |
|
1.000 |
1.6821 |
|
0.618 |
1.6694 |
|
HIGH |
1.6489 |
|
0.618 |
1.6362 |
|
0.500 |
1.6323 |
|
0.382 |
1.6284 |
|
LOW |
1.6157 |
|
0.618 |
1.5952 |
|
1.000 |
1.5825 |
|
1.618 |
1.5620 |
|
2.618 |
1.5288 |
|
4.250 |
1.4746 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6401 |
1.6350 |
| PP |
1.6362 |
1.6261 |
| S1 |
1.6323 |
1.6171 |
|