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 |
|