CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6445 |
1.6575 |
0.0130 |
0.8% |
1.5925 |
| High |
1.6591 |
1.6658 |
0.0067 |
0.4% |
1.6199 |
| Low |
1.6321 |
1.6235 |
-0.0086 |
-0.5% |
1.5772 |
| Close |
1.6570 |
1.6272 |
-0.0298 |
-1.8% |
1.6132 |
| Range |
0.0270 |
0.0423 |
0.0153 |
56.7% |
0.0427 |
| ATR |
0.0205 |
0.0220 |
0.0016 |
7.6% |
0.0000 |
| Volume |
2,256 |
4,470 |
2,214 |
98.1% |
12,162 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7657 |
1.7388 |
1.6505 |
|
| R3 |
1.7234 |
1.6965 |
1.6388 |
|
| R2 |
1.6811 |
1.6811 |
1.6350 |
|
| R1 |
1.6542 |
1.6542 |
1.6311 |
1.6465 |
| PP |
1.6388 |
1.6388 |
1.6388 |
1.6350 |
| S1 |
1.6119 |
1.6119 |
1.6233 |
1.6042 |
| S2 |
1.5965 |
1.5965 |
1.6194 |
|
| S3 |
1.5542 |
1.5696 |
1.6156 |
|
| S4 |
1.5119 |
1.5273 |
1.6039 |
|
|
| 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 |
1.8456 |
|
2.618 |
1.7765 |
|
1.618 |
1.7342 |
|
1.000 |
1.7081 |
|
0.618 |
1.6919 |
|
HIGH |
1.6658 |
|
0.618 |
1.6496 |
|
0.500 |
1.6447 |
|
0.382 |
1.6397 |
|
LOW |
1.6235 |
|
0.618 |
1.5974 |
|
1.000 |
1.5812 |
|
1.618 |
1.5551 |
|
2.618 |
1.5128 |
|
4.250 |
1.4437 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6447 |
1.6408 |
| PP |
1.6388 |
1.6362 |
| S1 |
1.6330 |
1.6317 |
|