CME British Pound Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jun-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jun-2009 | 
                    03-Jun-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6380 | 
                        1.6231 | 
                        -0.0149 | 
                        -0.9% | 
                        1.5913 | 
                     
                    
                        | High | 
                        1.6380 | 
                        1.6277 | 
                        -0.0103 | 
                        -0.6% | 
                        1.6121 | 
                     
                    
                        | Low | 
                        1.6380 | 
                        1.6211 | 
                        -0.0169 | 
                        -1.0% | 
                        1.5913 | 
                     
                    
                        | Close | 
                        1.6566 | 
                        1.6267 | 
                        -0.0299 | 
                        -1.8% | 
                        1.6128 | 
                     
                    
                        | Range | 
                        0.0000 | 
                        0.0066 | 
                        0.0066 | 
                         | 
                        0.0208 | 
                     
                    
                        | ATR | 
                        0.0120 | 
                        0.0137 | 
                        0.0017 | 
                        14.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        8 | 
                        1 | 
                        -7 | 
                        -87.5% | 
                        135 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jun-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6450 | 
                1.6424 | 
                1.6303 | 
                 | 
             
            
                | R3 | 
                1.6384 | 
                1.6358 | 
                1.6285 | 
                 | 
             
            
                | R2 | 
                1.6318 | 
                1.6318 | 
                1.6279 | 
                 | 
             
            
                | R1 | 
                1.6292 | 
                1.6292 | 
                1.6273 | 
                1.6305 | 
             
            
                | PP | 
                1.6252 | 
                1.6252 | 
                1.6252 | 
                1.6258 | 
             
            
                | S1 | 
                1.6226 | 
                1.6226 | 
                1.6261 | 
                1.6239 | 
             
            
                | S2 | 
                1.6186 | 
                1.6186 | 
                1.6255 | 
                 | 
             
            
                | S3 | 
                1.6120 | 
                1.6160 | 
                1.6249 | 
                 | 
             
            
                | S4 | 
                1.6054 | 
                1.6094 | 
                1.6231 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.6558 | 
         
        
            | 
2.618             | 
            1.6450 | 
         
        
            | 
1.618             | 
            1.6384 | 
         
        
            | 
1.000             | 
            1.6343 | 
         
        
            | 
0.618             | 
            1.6318 | 
         
        
            | 
HIGH             | 
            1.6277 | 
         
        
            | 
0.618             | 
            1.6252 | 
         
        
            | 
0.500             | 
            1.6244 | 
         
        
            | 
0.382             | 
            1.6236 | 
         
        
            | 
LOW             | 
            1.6211 | 
         
        
            | 
0.618             | 
            1.6170 | 
         
        
            | 
1.000             | 
            1.6145 | 
         
        
            | 
1.618             | 
            1.6104 | 
         
        
            | 
2.618             | 
            1.6038 | 
         
        
            | 
4.250             | 
            1.5931 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jun-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6259 | 
                                1.6304 | 
                             
                            
                                | PP | 
                                1.6252 | 
                                1.6292 | 
                             
                            
                                | S1 | 
                                1.6244 | 
                                1.6279 | 
                             
             
         |