CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6365 |
1.6325 |
-0.0040 |
-0.2% |
1.6377 |
| High |
1.6380 |
1.6521 |
0.0141 |
0.9% |
1.6521 |
| Low |
1.6280 |
1.6314 |
0.0034 |
0.2% |
1.6236 |
| Close |
1.6345 |
1.6509 |
0.0164 |
1.0% |
1.6509 |
| Range |
0.0100 |
0.0207 |
0.0107 |
107.0% |
0.0285 |
| ATR |
0.0158 |
0.0161 |
0.0004 |
2.2% |
0.0000 |
| Volume |
52 |
59 |
7 |
13.5% |
270 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7069 |
1.6996 |
1.6623 |
|
| R3 |
1.6862 |
1.6789 |
1.6566 |
|
| R2 |
1.6655 |
1.6655 |
1.6547 |
|
| R1 |
1.6582 |
1.6582 |
1.6528 |
1.6619 |
| PP |
1.6448 |
1.6448 |
1.6448 |
1.6466 |
| S1 |
1.6375 |
1.6375 |
1.6490 |
1.6412 |
| S2 |
1.6241 |
1.6241 |
1.6471 |
|
| S3 |
1.6034 |
1.6168 |
1.6452 |
|
| S4 |
1.5827 |
1.5961 |
1.6395 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7277 |
1.7178 |
1.6666 |
|
| R3 |
1.6992 |
1.6893 |
1.6587 |
|
| R2 |
1.6707 |
1.6707 |
1.6561 |
|
| R1 |
1.6608 |
1.6608 |
1.6535 |
1.6658 |
| PP |
1.6422 |
1.6422 |
1.6422 |
1.6447 |
| S1 |
1.6323 |
1.6323 |
1.6483 |
1.6373 |
| S2 |
1.6137 |
1.6137 |
1.6457 |
|
| S3 |
1.5852 |
1.6038 |
1.6431 |
|
| S4 |
1.5567 |
1.5753 |
1.6352 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7401 |
|
2.618 |
1.7063 |
|
1.618 |
1.6856 |
|
1.000 |
1.6728 |
|
0.618 |
1.6649 |
|
HIGH |
1.6521 |
|
0.618 |
1.6442 |
|
0.500 |
1.6418 |
|
0.382 |
1.6393 |
|
LOW |
1.6314 |
|
0.618 |
1.6186 |
|
1.000 |
1.6107 |
|
1.618 |
1.5979 |
|
2.618 |
1.5772 |
|
4.250 |
1.5434 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6479 |
1.6471 |
| PP |
1.6448 |
1.6433 |
| S1 |
1.6418 |
1.6396 |
|