CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6528 |
1.6377 |
-0.0151 |
-0.9% |
1.5900 |
| High |
1.6528 |
1.6377 |
-0.0151 |
-0.9% |
1.6590 |
| Low |
1.6528 |
1.6236 |
-0.0292 |
-1.8% |
1.5800 |
| Close |
1.6444 |
1.6286 |
-0.0158 |
-1.0% |
1.6444 |
| Range |
0.0000 |
0.0141 |
0.0141 |
|
0.0790 |
| ATR |
0.0153 |
0.0157 |
0.0004 |
2.5% |
0.0000 |
| Volume |
3 |
16 |
13 |
433.3% |
27 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6723 |
1.6645 |
1.6364 |
|
| R3 |
1.6582 |
1.6504 |
1.6325 |
|
| R2 |
1.6441 |
1.6441 |
1.6312 |
|
| R1 |
1.6363 |
1.6363 |
1.6299 |
1.6332 |
| PP |
1.6300 |
1.6300 |
1.6300 |
1.6284 |
| S1 |
1.6222 |
1.6222 |
1.6273 |
1.6191 |
| S2 |
1.6159 |
1.6159 |
1.6260 |
|
| S3 |
1.6018 |
1.6081 |
1.6247 |
|
| S4 |
1.5877 |
1.5940 |
1.6208 |
|
|
| 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 |
1.6976 |
|
2.618 |
1.6746 |
|
1.618 |
1.6605 |
|
1.000 |
1.6518 |
|
0.618 |
1.6464 |
|
HIGH |
1.6377 |
|
0.618 |
1.6323 |
|
0.500 |
1.6307 |
|
0.382 |
1.6290 |
|
LOW |
1.6236 |
|
0.618 |
1.6149 |
|
1.000 |
1.6095 |
|
1.618 |
1.6008 |
|
2.618 |
1.5867 |
|
4.250 |
1.5637 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6307 |
1.6413 |
| PP |
1.6300 |
1.6371 |
| S1 |
1.6293 |
1.6328 |
|