CME British Pound Future September 2009
Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1.6032 |
1.6317 |
0.0285 |
1.8% |
1.6184 |
High |
1.6356 |
1.6474 |
0.0118 |
0.7% |
1.6658 |
Low |
1.5979 |
1.6236 |
0.0257 |
1.6% |
1.5934 |
Close |
1.6330 |
1.6303 |
-0.0027 |
-0.2% |
1.5970 |
Range |
0.0377 |
0.0238 |
-0.0139 |
-36.9% |
0.0724 |
ATR |
0.0250 |
0.0249 |
-0.0001 |
-0.3% |
0.0000 |
Volume |
20,937 |
26,496 |
5,559 |
26.6% |
33,958 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7052 |
1.6915 |
1.6434 |
|
R3 |
1.6814 |
1.6677 |
1.6368 |
|
R2 |
1.6576 |
1.6576 |
1.6347 |
|
R1 |
1.6439 |
1.6439 |
1.6325 |
1.6389 |
PP |
1.6338 |
1.6338 |
1.6338 |
1.6312 |
S1 |
1.6201 |
1.6201 |
1.6281 |
1.6151 |
S2 |
1.6100 |
1.6100 |
1.6259 |
|
S3 |
1.5862 |
1.5963 |
1.6238 |
|
S4 |
1.5624 |
1.5725 |
1.6172 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6474 |
1.5795 |
0.0679 |
4.2% |
0.0314 |
1.9% |
75% |
True |
False |
16,307 |
10 |
1.6658 |
1.5795 |
0.0863 |
5.3% |
0.0299 |
1.8% |
59% |
False |
False |
9,608 |
20 |
1.6658 |
1.5074 |
0.1584 |
9.7% |
0.0250 |
1.5% |
78% |
False |
False |
5,693 |
40 |
1.6658 |
1.4446 |
0.2212 |
13.6% |
0.0185 |
1.1% |
84% |
False |
False |
2,884 |
60 |
1.6658 |
1.3900 |
0.2758 |
16.9% |
0.0154 |
0.9% |
87% |
False |
False |
1,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7486 |
2.618 |
1.7097 |
1.618 |
1.6859 |
1.000 |
1.6712 |
0.618 |
1.6621 |
HIGH |
1.6474 |
0.618 |
1.6383 |
0.500 |
1.6355 |
0.382 |
1.6327 |
LOW |
1.6236 |
0.618 |
1.6089 |
1.000 |
1.5998 |
1.618 |
1.5851 |
2.618 |
1.5613 |
4.250 |
1.5225 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6355 |
1.6247 |
PP |
1.6338 |
1.6191 |
S1 |
1.6320 |
1.6135 |
|