CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6343 |
1.6571 |
0.0228 |
1.4% |
1.5903 |
| High |
1.6620 |
1.6597 |
-0.0023 |
-0.1% |
1.6620 |
| Low |
1.6334 |
1.6322 |
-0.0012 |
-0.1% |
1.5795 |
| Close |
1.6585 |
1.6448 |
-0.0137 |
-0.8% |
1.6448 |
| Range |
0.0286 |
0.0275 |
-0.0011 |
-3.8% |
0.0825 |
| ATR |
0.0254 |
0.0255 |
0.0002 |
0.6% |
0.0000 |
| Volume |
52,117 |
82,243 |
30,126 |
57.8% |
193,522 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7281 |
1.7139 |
1.6599 |
|
| R3 |
1.7006 |
1.6864 |
1.6524 |
|
| R2 |
1.6731 |
1.6731 |
1.6498 |
|
| R1 |
1.6589 |
1.6589 |
1.6473 |
1.6523 |
| PP |
1.6456 |
1.6456 |
1.6456 |
1.6422 |
| S1 |
1.6314 |
1.6314 |
1.6423 |
1.6248 |
| S2 |
1.6181 |
1.6181 |
1.6398 |
|
| S3 |
1.5906 |
1.6039 |
1.6372 |
|
| S4 |
1.5631 |
1.5764 |
1.6297 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8763 |
1.8430 |
1.6902 |
|
| R3 |
1.7938 |
1.7605 |
1.6675 |
|
| R2 |
1.7113 |
1.7113 |
1.6599 |
|
| R1 |
1.6780 |
1.6780 |
1.6524 |
1.6947 |
| PP |
1.6288 |
1.6288 |
1.6288 |
1.6371 |
| S1 |
1.5955 |
1.5955 |
1.6372 |
1.6122 |
| S2 |
1.5463 |
1.5463 |
1.6297 |
|
| S3 |
1.4638 |
1.5130 |
1.6221 |
|
| S4 |
1.3813 |
1.4305 |
1.5994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6620 |
1.5795 |
0.0825 |
5.0% |
0.0296 |
1.8% |
79% |
False |
False |
38,704 |
| 10 |
1.6658 |
1.5795 |
0.0863 |
5.2% |
0.0316 |
1.9% |
76% |
False |
False |
22,748 |
| 20 |
1.6658 |
1.5157 |
0.1501 |
9.1% |
0.0260 |
1.6% |
86% |
False |
False |
12,376 |
| 40 |
1.6658 |
1.4446 |
0.2212 |
13.4% |
0.0192 |
1.2% |
91% |
False |
False |
6,241 |
| 60 |
1.6658 |
1.4180 |
0.2478 |
15.1% |
0.0156 |
1.0% |
92% |
False |
False |
4,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7766 |
|
2.618 |
1.7317 |
|
1.618 |
1.7042 |
|
1.000 |
1.6872 |
|
0.618 |
1.6767 |
|
HIGH |
1.6597 |
|
0.618 |
1.6492 |
|
0.500 |
1.6460 |
|
0.382 |
1.6427 |
|
LOW |
1.6322 |
|
0.618 |
1.6152 |
|
1.000 |
1.6047 |
|
1.618 |
1.5877 |
|
2.618 |
1.5602 |
|
4.250 |
1.5153 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6460 |
1.6441 |
| PP |
1.6456 |
1.6435 |
| S1 |
1.6452 |
1.6428 |
|