CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6071 |
1.6171 |
0.0100 |
0.6% |
1.5913 |
| High |
1.6121 |
1.6437 |
0.0316 |
2.0% |
1.6121 |
| Low |
1.6071 |
1.6171 |
0.0100 |
0.6% |
1.5913 |
| Close |
1.6128 |
1.6436 |
0.0308 |
1.9% |
1.6128 |
| Range |
0.0050 |
0.0266 |
0.0216 |
432.0% |
0.0208 |
| ATR |
0.0110 |
0.0125 |
0.0014 |
12.8% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
135 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7146 |
1.7057 |
1.6582 |
|
| R3 |
1.6880 |
1.6791 |
1.6509 |
|
| R2 |
1.6614 |
1.6614 |
1.6485 |
|
| R1 |
1.6525 |
1.6525 |
1.6460 |
1.6570 |
| PP |
1.6348 |
1.6348 |
1.6348 |
1.6370 |
| S1 |
1.6259 |
1.6259 |
1.6412 |
1.6304 |
| S2 |
1.6082 |
1.6082 |
1.6387 |
|
| S3 |
1.5816 |
1.5993 |
1.6363 |
|
| S4 |
1.5550 |
1.5727 |
1.6290 |
|
|
| 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 |
1.7568 |
|
2.618 |
1.7133 |
|
1.618 |
1.6867 |
|
1.000 |
1.6703 |
|
0.618 |
1.6601 |
|
HIGH |
1.6437 |
|
0.618 |
1.6335 |
|
0.500 |
1.6304 |
|
0.382 |
1.6273 |
|
LOW |
1.6171 |
|
0.618 |
1.6007 |
|
1.000 |
1.5905 |
|
1.618 |
1.5741 |
|
2.618 |
1.5475 |
|
4.250 |
1.5041 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6392 |
1.6354 |
| PP |
1.6348 |
1.6271 |
| S1 |
1.6304 |
1.6189 |
|