CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6377 |
1.6386 |
0.0009 |
0.1% |
1.5900 |
| High |
1.6377 |
1.6467 |
0.0090 |
0.5% |
1.6590 |
| Low |
1.6236 |
1.6386 |
0.0150 |
0.9% |
1.5800 |
| Close |
1.6286 |
1.6429 |
0.0143 |
0.9% |
1.6444 |
| Range |
0.0141 |
0.0081 |
-0.0060 |
-42.6% |
0.0790 |
| ATR |
0.0157 |
0.0159 |
0.0002 |
1.1% |
0.0000 |
| Volume |
16 |
62 |
46 |
287.5% |
27 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6670 |
1.6631 |
1.6474 |
|
| R3 |
1.6589 |
1.6550 |
1.6451 |
|
| R2 |
1.6508 |
1.6508 |
1.6444 |
|
| R1 |
1.6469 |
1.6469 |
1.6436 |
1.6489 |
| PP |
1.6427 |
1.6427 |
1.6427 |
1.6437 |
| S1 |
1.6388 |
1.6388 |
1.6422 |
1.6408 |
| S2 |
1.6346 |
1.6346 |
1.6414 |
|
| S3 |
1.6265 |
1.6307 |
1.6407 |
|
| S4 |
1.6184 |
1.6226 |
1.6384 |
|
|
| 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 |
1.6811 |
|
2.618 |
1.6679 |
|
1.618 |
1.6598 |
|
1.000 |
1.6548 |
|
0.618 |
1.6517 |
|
HIGH |
1.6467 |
|
0.618 |
1.6436 |
|
0.500 |
1.6427 |
|
0.382 |
1.6417 |
|
LOW |
1.6386 |
|
0.618 |
1.6336 |
|
1.000 |
1.6305 |
|
1.618 |
1.6255 |
|
2.618 |
1.6174 |
|
4.250 |
1.6042 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6428 |
1.6413 |
| PP |
1.6427 |
1.6398 |
| S1 |
1.6427 |
1.6382 |
|