CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6310 |
1.6065 |
-0.0245 |
-1.5% |
1.6171 |
| High |
1.6310 |
1.6065 |
-0.0245 |
-1.5% |
1.6437 |
| Low |
1.6123 |
1.5980 |
-0.0143 |
-0.9% |
1.5980 |
| Close |
1.6183 |
1.5965 |
-0.0218 |
-1.3% |
1.5965 |
| Range |
0.0187 |
0.0085 |
-0.0102 |
-54.5% |
0.0457 |
| ATR |
0.0140 |
0.0145 |
0.0004 |
3.2% |
0.0000 |
| Volume |
11 |
4 |
-7 |
-63.6% |
26 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6258 |
1.6197 |
1.6012 |
|
| R3 |
1.6173 |
1.6112 |
1.5988 |
|
| R2 |
1.6088 |
1.6088 |
1.5981 |
|
| R1 |
1.6027 |
1.6027 |
1.5973 |
1.6015 |
| PP |
1.6003 |
1.6003 |
1.6003 |
1.5998 |
| S1 |
1.5942 |
1.5942 |
1.5957 |
1.5930 |
| S2 |
1.5918 |
1.5918 |
1.5949 |
|
| S3 |
1.5833 |
1.5857 |
1.5942 |
|
| S4 |
1.5748 |
1.5772 |
1.5918 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7498 |
1.7189 |
1.6216 |
|
| R3 |
1.7041 |
1.6732 |
1.6091 |
|
| R2 |
1.6584 |
1.6584 |
1.6049 |
|
| R1 |
1.6275 |
1.6275 |
1.6007 |
1.6201 |
| PP |
1.6127 |
1.6127 |
1.6127 |
1.6091 |
| S1 |
1.5818 |
1.5818 |
1.5923 |
1.5744 |
| S2 |
1.5670 |
1.5670 |
1.5881 |
|
| S3 |
1.5213 |
1.5361 |
1.5839 |
|
| S4 |
1.4756 |
1.4904 |
1.5714 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6426 |
|
2.618 |
1.6288 |
|
1.618 |
1.6203 |
|
1.000 |
1.6150 |
|
0.618 |
1.6118 |
|
HIGH |
1.6065 |
|
0.618 |
1.6033 |
|
0.500 |
1.6023 |
|
0.382 |
1.6012 |
|
LOW |
1.5980 |
|
0.618 |
1.5927 |
|
1.000 |
1.5895 |
|
1.618 |
1.5842 |
|
2.618 |
1.5757 |
|
4.250 |
1.5619 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6023 |
1.6145 |
| PP |
1.6003 |
1.6085 |
| S1 |
1.5984 |
1.6025 |
|