CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6415 |
1.6302 |
-0.0113 |
-0.7% |
1.5903 |
| High |
1.6442 |
1.6508 |
0.0066 |
0.4% |
1.6620 |
| Low |
1.6237 |
1.6210 |
-0.0027 |
-0.2% |
1.5795 |
| Close |
1.6290 |
1.6433 |
0.0143 |
0.9% |
1.6448 |
| Range |
0.0205 |
0.0298 |
0.0093 |
45.4% |
0.0825 |
| ATR |
0.0252 |
0.0255 |
0.0003 |
1.3% |
0.0000 |
| Volume |
83,523 |
93,127 |
9,604 |
11.5% |
193,522 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7278 |
1.7153 |
1.6597 |
|
| R3 |
1.6980 |
1.6855 |
1.6515 |
|
| R2 |
1.6682 |
1.6682 |
1.6488 |
|
| R1 |
1.6557 |
1.6557 |
1.6460 |
1.6620 |
| PP |
1.6384 |
1.6384 |
1.6384 |
1.6415 |
| S1 |
1.6259 |
1.6259 |
1.6406 |
1.6322 |
| S2 |
1.6086 |
1.6086 |
1.6378 |
|
| S3 |
1.5788 |
1.5961 |
1.6351 |
|
| S4 |
1.5490 |
1.5663 |
1.6269 |
|
|
| 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 |
1.6210 |
0.0410 |
2.5% |
0.0260 |
1.6% |
54% |
False |
True |
67,501 |
| 10 |
1.6658 |
1.5795 |
0.0863 |
5.3% |
0.0306 |
1.9% |
74% |
False |
False |
39,701 |
| 20 |
1.6658 |
1.5320 |
0.1338 |
8.1% |
0.0273 |
1.7% |
83% |
False |
False |
21,201 |
| 40 |
1.6658 |
1.4446 |
0.2212 |
13.5% |
0.0201 |
1.2% |
90% |
False |
False |
10,655 |
| 60 |
1.6658 |
1.4180 |
0.2478 |
15.1% |
0.0165 |
1.0% |
91% |
False |
False |
7,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7775 |
|
2.618 |
1.7288 |
|
1.618 |
1.6990 |
|
1.000 |
1.6806 |
|
0.618 |
1.6692 |
|
HIGH |
1.6508 |
|
0.618 |
1.6394 |
|
0.500 |
1.6359 |
|
0.382 |
1.6324 |
|
LOW |
1.6210 |
|
0.618 |
1.6026 |
|
1.000 |
1.5912 |
|
1.618 |
1.5728 |
|
2.618 |
1.5430 |
|
4.250 |
1.4944 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6408 |
1.6423 |
| PP |
1.6384 |
1.6413 |
| S1 |
1.6359 |
1.6404 |
|