CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6314 |
1.6471 |
0.0157 |
1.0% |
1.6377 |
| High |
1.6457 |
1.6589 |
0.0132 |
0.8% |
1.6521 |
| Low |
1.6254 |
1.6417 |
0.0163 |
1.0% |
1.6236 |
| Close |
1.6448 |
1.6407 |
-0.0041 |
-0.2% |
1.6509 |
| Range |
0.0203 |
0.0172 |
-0.0031 |
-15.3% |
0.0285 |
| ATR |
0.0166 |
0.0166 |
0.0000 |
0.3% |
0.0000 |
| Volume |
109 |
126 |
17 |
15.6% |
270 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6987 |
1.6869 |
1.6502 |
|
| R3 |
1.6815 |
1.6697 |
1.6454 |
|
| R2 |
1.6643 |
1.6643 |
1.6439 |
|
| R1 |
1.6525 |
1.6525 |
1.6423 |
1.6498 |
| PP |
1.6471 |
1.6471 |
1.6471 |
1.6458 |
| S1 |
1.6353 |
1.6353 |
1.6391 |
1.6326 |
| S2 |
1.6299 |
1.6299 |
1.6375 |
|
| S3 |
1.6127 |
1.6181 |
1.6360 |
|
| S4 |
1.5955 |
1.6009 |
1.6312 |
|
|
| 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 |
1.7039 |
|
1.618 |
1.6867 |
|
1.000 |
1.6761 |
|
0.618 |
1.6695 |
|
HIGH |
1.6589 |
|
0.618 |
1.6523 |
|
0.500 |
1.6503 |
|
0.382 |
1.6483 |
|
LOW |
1.6417 |
|
0.618 |
1.6311 |
|
1.000 |
1.6245 |
|
1.618 |
1.6139 |
|
2.618 |
1.5967 |
|
4.250 |
1.5686 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6503 |
1.6422 |
| PP |
1.6471 |
1.6417 |
| S1 |
1.6439 |
1.6412 |
|