CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6343 |
1.6365 |
0.0022 |
0.1% |
1.5900 |
| High |
1.6424 |
1.6380 |
-0.0044 |
-0.3% |
1.6590 |
| Low |
1.6270 |
1.6280 |
0.0010 |
0.1% |
1.5800 |
| Close |
1.6421 |
1.6345 |
-0.0076 |
-0.5% |
1.6444 |
| Range |
0.0154 |
0.0100 |
-0.0054 |
-35.1% |
0.0790 |
| ATR |
0.0159 |
0.0158 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
81 |
52 |
-29 |
-35.8% |
27 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6635 |
1.6590 |
1.6400 |
|
| R3 |
1.6535 |
1.6490 |
1.6373 |
|
| R2 |
1.6435 |
1.6435 |
1.6363 |
|
| R1 |
1.6390 |
1.6390 |
1.6354 |
1.6363 |
| PP |
1.6335 |
1.6335 |
1.6335 |
1.6321 |
| S1 |
1.6290 |
1.6290 |
1.6336 |
1.6263 |
| S2 |
1.6235 |
1.6235 |
1.6327 |
|
| S3 |
1.6135 |
1.6190 |
1.6318 |
|
| S4 |
1.6035 |
1.6090 |
1.6290 |
|
|
| 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 |
1.6805 |
|
2.618 |
1.6642 |
|
1.618 |
1.6542 |
|
1.000 |
1.6480 |
|
0.618 |
1.6442 |
|
HIGH |
1.6380 |
|
0.618 |
1.6342 |
|
0.500 |
1.6330 |
|
0.382 |
1.6318 |
|
LOW |
1.6280 |
|
0.618 |
1.6218 |
|
1.000 |
1.6180 |
|
1.618 |
1.6118 |
|
2.618 |
1.6018 |
|
4.250 |
1.5855 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6340 |
1.6369 |
| PP |
1.6335 |
1.6361 |
| S1 |
1.6330 |
1.6353 |
|