CME British Pound Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-May-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-May-2009 | 
                    28-May-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5978 | 
                        1.5941 | 
                        -0.0037 | 
                        -0.2% | 
                        1.5300 | 
                     
                    
                        | High | 
                        1.5978 | 
                        1.5941 | 
                        -0.0037 | 
                        -0.2% | 
                        1.5909 | 
                     
                    
                        | Low | 
                        1.5978 | 
                        1.5941 | 
                        -0.0037 | 
                        -0.2% | 
                        1.5300 | 
                     
                    
                        | Close | 
                        1.6035 | 
                        1.5941 | 
                        -0.0094 | 
                        -0.6% | 
                        1.5904 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        10 | 
                        114 | 
                        104 | 
                        1,040.0% | 
                        93 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
                 | 
             
            
                | R3 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
                 | 
             
            
                | R2 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
                 | 
             
            
                | R1 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
             
            
                | PP | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
             
            
                | S1 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
             
            
                | S2 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
                 | 
             
            
                | S3 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
                 | 
             
            
                | S4 | 
                1.5941 | 
                1.5941 | 
                1.5941 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-May-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.7531 | 
                1.7327 | 
                1.6239 | 
                 | 
             
            
                | R3 | 
                1.6922 | 
                1.6718 | 
                1.6071 | 
                 | 
             
            
                | R2 | 
                1.6313 | 
                1.6313 | 
                1.6016 | 
                 | 
             
            
                | R1 | 
                1.6109 | 
                1.6109 | 
                1.5960 | 
                1.6211 | 
             
            
                | PP | 
                1.5704 | 
                1.5704 | 
                1.5704 | 
                1.5756 | 
             
            
                | S1 | 
                1.5500 | 
                1.5500 | 
                1.5848 | 
                1.5602 | 
             
            
                | S2 | 
                1.5095 | 
                1.5095 | 
                1.5792 | 
                 | 
             
            
                | S3 | 
                1.4486 | 
                1.4891 | 
                1.5737 | 
                 | 
             
            
                | S4 | 
                1.3877 | 
                1.4282 | 
                1.5569 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.5941 | 
         
        
            | 
2.618             | 
            1.5941 | 
         
        
            | 
1.618             | 
            1.5941 | 
         
        
            | 
1.000             | 
            1.5941 | 
         
        
            | 
0.618             | 
            1.5941 | 
         
        
            | 
HIGH             | 
            1.5941 | 
         
        
            | 
0.618             | 
            1.5941 | 
         
        
            | 
0.500             | 
            1.5941 | 
         
        
            | 
0.382             | 
            1.5941 | 
         
        
            | 
LOW             | 
            1.5941 | 
         
        
            | 
0.618             | 
            1.5941 | 
         
        
            | 
1.000             | 
            1.5941 | 
         
        
            | 
1.618             | 
            1.5941 | 
         
        
            | 
2.618             | 
            1.5941 | 
         
        
            | 
4.250             | 
            1.5941 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-May-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5941 | 
                                1.5946 | 
                             
                            
                                | PP | 
                                1.5941 | 
                                1.5944 | 
                             
                            
                                | S1 | 
                                1.5941 | 
                                1.5943 | 
                             
             
         |