CME British Pound Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jun-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jun-2009 | 
                    12-Jun-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.6553 | 
                        1.6528 | 
                        -0.0025 | 
                        -0.2% | 
                        1.5900 | 
                     
                    
                        | High | 
                        1.6590 | 
                        1.6528 | 
                        -0.0062 | 
                        -0.4% | 
                        1.6590 | 
                     
                    
                        | Low | 
                        1.6553 | 
                        1.6528 | 
                        -0.0025 | 
                        -0.2% | 
                        1.5800 | 
                     
                    
                        | Close | 
                        1.6581 | 
                        1.6444 | 
                        -0.0137 | 
                        -0.8% | 
                        1.6444 | 
                     
                    
                        | Range | 
                        0.0037 | 
                        0.0000 | 
                        -0.0037 | 
                        -100.0% | 
                        0.0790 | 
                     
                    
                        | ATR | 
                        0.0161 | 
                        0.0153 | 
                        -0.0008 | 
                        -4.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        5 | 
                        3 | 
                        -2 | 
                        -40.0% | 
                        27 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jun-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6500 | 
                1.6472 | 
                1.6444 | 
                 | 
             
            
                | R3 | 
                1.6500 | 
                1.6472 | 
                1.6444 | 
                 | 
             
            
                | R2 | 
                1.6500 | 
                1.6500 | 
                1.6444 | 
                 | 
             
            
                | R1 | 
                1.6472 | 
                1.6472 | 
                1.6444 | 
                1.6486 | 
             
            
                | PP | 
                1.6500 | 
                1.6500 | 
                1.6500 | 
                1.6507 | 
             
            
                | S1 | 
                1.6472 | 
                1.6472 | 
                1.6444 | 
                1.6486 | 
             
            
                | S2 | 
                1.6500 | 
                1.6500 | 
                1.6444 | 
                 | 
             
            
                | S3 | 
                1.6500 | 
                1.6472 | 
                1.6444 | 
                 | 
             
            
                | S4 | 
                1.6500 | 
                1.6472 | 
                1.6444 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Jun-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.8648 | 
                1.8336 | 
                1.6879 | 
                 | 
             
            
                | R3 | 
                1.7858 | 
                1.7546 | 
                1.6661 | 
                 | 
             
            
                | R2 | 
                1.7068 | 
                1.7068 | 
                1.6589 | 
                 | 
             
            
                | R1 | 
                1.6756 | 
                1.6756 | 
                1.6516 | 
                1.6912 | 
             
            
                | PP | 
                1.6278 | 
                1.6278 | 
                1.6278 | 
                1.6356 | 
             
            
                | S1 | 
                1.5966 | 
                1.5966 | 
                1.6372 | 
                1.6122 | 
             
            
                | S2 | 
                1.5488 | 
                1.5488 | 
                1.6299 | 
                 | 
             
            
                | S3 | 
                1.4698 | 
                1.5176 | 
                1.6227 | 
                 | 
             
            
                | S4 | 
                1.3908 | 
                1.4386 | 
                1.6010 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6528 | 
         
        
            | 
2.618             | 
            1.6528 | 
         
        
            | 
1.618             | 
            1.6528 | 
         
        
            | 
1.000             | 
            1.6528 | 
         
        
            | 
0.618             | 
            1.6528 | 
         
        
            | 
HIGH             | 
            1.6528 | 
         
        
            | 
0.618             | 
            1.6528 | 
         
        
            | 
0.500             | 
            1.6528 | 
         
        
            | 
0.382             | 
            1.6528 | 
         
        
            | 
LOW             | 
            1.6528 | 
         
        
            | 
0.618             | 
            1.6528 | 
         
        
            | 
1.000             | 
            1.6528 | 
         
        
            | 
1.618             | 
            1.6528 | 
         
        
            | 
2.618             | 
            1.6528 | 
         
        
            | 
4.250             | 
            1.6528 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jun-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.6528 | 
                                1.6439 | 
                             
                            
                                | PP | 
                                1.6500 | 
                                1.6435 | 
                             
                            
                                | S1 | 
                                1.6472 | 
                                1.6430 | 
                             
             
         |