CME British Pound Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jun-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jun-2009 | 
                    10-Jun-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6160 | 
                        1.6283 | 
                        0.0123 | 
                        0.8% | 
                        1.6171 | 
                     
                    
                        | High | 
                        1.6349 | 
                        1.6335 | 
                        -0.0014 | 
                        -0.1% | 
                        1.6437 | 
                     
                    
                        | Low | 
                        1.6160 | 
                        1.6270 | 
                        0.0110 | 
                        0.7% | 
                        1.5980 | 
                     
                    
                        | Close | 
                        1.6326 | 
                        1.6301 | 
                        -0.0025 | 
                        -0.2% | 
                        1.5965 | 
                     
                    
                        | Range | 
                        0.0189 | 
                        0.0065 | 
                        -0.0124 | 
                        -65.6% | 
                        0.0457 | 
                     
                    
                        | ATR | 
                        0.0158 | 
                        0.0151 | 
                        -0.0007 | 
                        -4.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        6 | 
                        4 | 
                        -2 | 
                        -33.3% | 
                        26 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jun-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6497 | 
                1.6464 | 
                1.6337 | 
                 | 
             
            
                | R3 | 
                1.6432 | 
                1.6399 | 
                1.6319 | 
                 | 
             
            
                | R2 | 
                1.6367 | 
                1.6367 | 
                1.6313 | 
                 | 
             
            
                | R1 | 
                1.6334 | 
                1.6334 | 
                1.6307 | 
                1.6351 | 
             
            
                | PP | 
                1.6302 | 
                1.6302 | 
                1.6302 | 
                1.6310 | 
             
            
                | S1 | 
                1.6269 | 
                1.6269 | 
                1.6295 | 
                1.6286 | 
             
            
                | S2 | 
                1.6237 | 
                1.6237 | 
                1.6289 | 
                 | 
             
            
                | S3 | 
                1.6172 | 
                1.6204 | 
                1.6283 | 
                 | 
             
            
                | S4 | 
                1.6107 | 
                1.6139 | 
                1.6265 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.6611 | 
         
        
            | 
2.618             | 
            1.6505 | 
         
        
            | 
1.618             | 
            1.6440 | 
         
        
            | 
1.000             | 
            1.6400 | 
         
        
            | 
0.618             | 
            1.6375 | 
         
        
            | 
HIGH             | 
            1.6335 | 
         
        
            | 
0.618             | 
            1.6310 | 
         
        
            | 
0.500             | 
            1.6303 | 
         
        
            | 
0.382             | 
            1.6295 | 
         
        
            | 
LOW             | 
            1.6270 | 
         
        
            | 
0.618             | 
            1.6230 | 
         
        
            | 
1.000             | 
            1.6205 | 
         
        
            | 
1.618             | 
            1.6165 | 
         
        
            | 
2.618             | 
            1.6100 | 
         
        
            | 
4.250             | 
            1.5994 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jun-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6303 | 
                                1.6226 | 
                             
                            
                                | PP | 
                                1.6302 | 
                                1.6150 | 
                             
                            
                                | S1 | 
                                1.6302 | 
                                1.6075 | 
                             
             
         |