CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6290 |
1.6110 |
-0.0180 |
-1.1% |
1.6184 |
| High |
1.6426 |
1.6238 |
-0.0188 |
-1.1% |
1.6658 |
| Low |
1.6081 |
1.5934 |
-0.0147 |
-0.9% |
1.5934 |
| Close |
1.6188 |
1.5970 |
-0.0218 |
-1.3% |
1.5970 |
| Range |
0.0345 |
0.0304 |
-0.0041 |
-11.9% |
0.0724 |
| ATR |
0.0229 |
0.0235 |
0.0005 |
2.3% |
0.0000 |
| Volume |
9,844 |
12,531 |
2,687 |
27.3% |
33,958 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6959 |
1.6769 |
1.6137 |
|
| R3 |
1.6655 |
1.6465 |
1.6054 |
|
| R2 |
1.6351 |
1.6351 |
1.6026 |
|
| R1 |
1.6161 |
1.6161 |
1.5998 |
1.6104 |
| PP |
1.6047 |
1.6047 |
1.6047 |
1.6019 |
| S1 |
1.5857 |
1.5857 |
1.5942 |
1.5800 |
| S2 |
1.5743 |
1.5743 |
1.5914 |
|
| S3 |
1.5439 |
1.5553 |
1.5886 |
|
| S4 |
1.5135 |
1.5249 |
1.5803 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8359 |
1.7889 |
1.6368 |
|
| R3 |
1.7635 |
1.7165 |
1.6169 |
|
| R2 |
1.6911 |
1.6911 |
1.6103 |
|
| R1 |
1.6441 |
1.6441 |
1.6036 |
1.6314 |
| PP |
1.6187 |
1.6187 |
1.6187 |
1.6124 |
| S1 |
1.5717 |
1.5717 |
1.5904 |
1.5590 |
| S2 |
1.5463 |
1.5463 |
1.5837 |
|
| S3 |
1.4739 |
1.4993 |
1.5771 |
|
| S4 |
1.4015 |
1.4269 |
1.5572 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7530 |
|
2.618 |
1.7034 |
|
1.618 |
1.6730 |
|
1.000 |
1.6542 |
|
0.618 |
1.6426 |
|
HIGH |
1.6238 |
|
0.618 |
1.6122 |
|
0.500 |
1.6086 |
|
0.382 |
1.6050 |
|
LOW |
1.5934 |
|
0.618 |
1.5746 |
|
1.000 |
1.5630 |
|
1.618 |
1.5442 |
|
2.618 |
1.5138 |
|
4.250 |
1.4642 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6086 |
1.6296 |
| PP |
1.6047 |
1.6187 |
| S1 |
1.6009 |
1.6079 |
|