CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6575 |
1.6290 |
-0.0285 |
-1.7% |
1.5925 |
| High |
1.6658 |
1.6426 |
-0.0232 |
-1.4% |
1.6199 |
| Low |
1.6235 |
1.6081 |
-0.0154 |
-0.9% |
1.5772 |
| Close |
1.6272 |
1.6188 |
-0.0084 |
-0.5% |
1.6132 |
| Range |
0.0423 |
0.0345 |
-0.0078 |
-18.4% |
0.0427 |
| ATR |
0.0220 |
0.0229 |
0.0009 |
4.0% |
0.0000 |
| Volume |
4,470 |
9,844 |
5,374 |
120.2% |
12,162 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7267 |
1.7072 |
1.6378 |
|
| R3 |
1.6922 |
1.6727 |
1.6283 |
|
| R2 |
1.6577 |
1.6577 |
1.6251 |
|
| R1 |
1.6382 |
1.6382 |
1.6220 |
1.6307 |
| PP |
1.6232 |
1.6232 |
1.6232 |
1.6194 |
| S1 |
1.6037 |
1.6037 |
1.6156 |
1.5962 |
| S2 |
1.5887 |
1.5887 |
1.6125 |
|
| S3 |
1.5542 |
1.5692 |
1.6093 |
|
| S4 |
1.5197 |
1.5347 |
1.5998 |
|
|
| 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 |
1.7892 |
|
2.618 |
1.7329 |
|
1.618 |
1.6984 |
|
1.000 |
1.6771 |
|
0.618 |
1.6639 |
|
HIGH |
1.6426 |
|
0.618 |
1.6294 |
|
0.500 |
1.6254 |
|
0.382 |
1.6213 |
|
LOW |
1.6081 |
|
0.618 |
1.5868 |
|
1.000 |
1.5736 |
|
1.618 |
1.5523 |
|
2.618 |
1.5178 |
|
4.250 |
1.4615 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6254 |
1.6370 |
| PP |
1.6232 |
1.6309 |
| S1 |
1.6210 |
1.6249 |
|