CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6452 |
1.6314 |
-0.0138 |
-0.8% |
1.6377 |
| High |
1.6487 |
1.6457 |
-0.0030 |
-0.2% |
1.6521 |
| Low |
1.6320 |
1.6254 |
-0.0066 |
-0.4% |
1.6236 |
| Close |
1.6338 |
1.6448 |
0.0110 |
0.7% |
1.6509 |
| Range |
0.0167 |
0.0203 |
0.0036 |
21.6% |
0.0285 |
| ATR |
0.0163 |
0.0166 |
0.0003 |
1.7% |
0.0000 |
| Volume |
55 |
109 |
54 |
98.2% |
270 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6995 |
1.6925 |
1.6560 |
|
| R3 |
1.6792 |
1.6722 |
1.6504 |
|
| R2 |
1.6589 |
1.6589 |
1.6485 |
|
| R1 |
1.6519 |
1.6519 |
1.6467 |
1.6554 |
| PP |
1.6386 |
1.6386 |
1.6386 |
1.6404 |
| S1 |
1.6316 |
1.6316 |
1.6429 |
1.6351 |
| S2 |
1.6183 |
1.6183 |
1.6411 |
|
| S3 |
1.5980 |
1.6113 |
1.6392 |
|
| S4 |
1.5777 |
1.5910 |
1.6336 |
|
|
| 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 |
1.7320 |
|
2.618 |
1.6988 |
|
1.618 |
1.6785 |
|
1.000 |
1.6660 |
|
0.618 |
1.6582 |
|
HIGH |
1.6457 |
|
0.618 |
1.6379 |
|
0.500 |
1.6356 |
|
0.382 |
1.6332 |
|
LOW |
1.6254 |
|
0.618 |
1.6129 |
|
1.000 |
1.6051 |
|
1.618 |
1.5926 |
|
2.618 |
1.5723 |
|
4.250 |
1.5391 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6417 |
1.6428 |
| PP |
1.6386 |
1.6408 |
| S1 |
1.6356 |
1.6388 |
|