CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5941 |
1.6071 |
0.0130 |
0.8% |
1.5913 |
| High |
1.5941 |
1.6121 |
0.0180 |
1.1% |
1.6121 |
| Low |
1.5941 |
1.6071 |
0.0130 |
0.8% |
1.5913 |
| Close |
1.5941 |
1.6128 |
0.0187 |
1.2% |
1.6128 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0208 |
| ATR |
0.0000 |
0.0110 |
0.0110 |
|
0.0000 |
| Volume |
114 |
0 |
-114 |
-100.0% |
135 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6257 |
1.6242 |
1.6156 |
|
| R3 |
1.6207 |
1.6192 |
1.6142 |
|
| R2 |
1.6157 |
1.6157 |
1.6137 |
|
| R1 |
1.6142 |
1.6142 |
1.6133 |
1.6150 |
| PP |
1.6107 |
1.6107 |
1.6107 |
1.6110 |
| S1 |
1.6092 |
1.6092 |
1.6123 |
1.6100 |
| S2 |
1.6057 |
1.6057 |
1.6119 |
|
| S3 |
1.6007 |
1.6042 |
1.6114 |
|
| S4 |
1.5957 |
1.5992 |
1.6101 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6678 |
1.6611 |
1.6242 |
|
| R3 |
1.6470 |
1.6403 |
1.6185 |
|
| R2 |
1.6262 |
1.6262 |
1.6166 |
|
| R1 |
1.6195 |
1.6195 |
1.6147 |
1.6229 |
| PP |
1.6054 |
1.6054 |
1.6054 |
1.6071 |
| S1 |
1.5987 |
1.5987 |
1.6109 |
1.6021 |
| S2 |
1.5846 |
1.5846 |
1.6090 |
|
| S3 |
1.5638 |
1.5779 |
1.6071 |
|
| S4 |
1.5430 |
1.5571 |
1.6014 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6334 |
|
2.618 |
1.6252 |
|
1.618 |
1.6202 |
|
1.000 |
1.6171 |
|
0.618 |
1.6152 |
|
HIGH |
1.6121 |
|
0.618 |
1.6102 |
|
0.500 |
1.6096 |
|
0.382 |
1.6090 |
|
LOW |
1.6071 |
|
0.618 |
1.6040 |
|
1.000 |
1.6021 |
|
1.618 |
1.5990 |
|
2.618 |
1.5940 |
|
4.250 |
1.5859 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6117 |
1.6096 |
| PP |
1.6107 |
1.6063 |
| S1 |
1.6096 |
1.6031 |
|