CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6471 |
1.6330 |
-0.0141 |
-0.9% |
1.6377 |
| High |
1.6589 |
1.6377 |
-0.0212 |
-1.3% |
1.6521 |
| Low |
1.6417 |
1.6232 |
-0.0185 |
-1.1% |
1.6236 |
| Close |
1.6407 |
1.6366 |
-0.0041 |
-0.2% |
1.6509 |
| Range |
0.0172 |
0.0145 |
-0.0027 |
-15.7% |
0.0285 |
| ATR |
0.0166 |
0.0167 |
0.0001 |
0.4% |
0.0000 |
| Volume |
126 |
259 |
133 |
105.6% |
270 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6760 |
1.6708 |
1.6446 |
|
| R3 |
1.6615 |
1.6563 |
1.6406 |
|
| R2 |
1.6470 |
1.6470 |
1.6393 |
|
| R1 |
1.6418 |
1.6418 |
1.6379 |
1.6444 |
| PP |
1.6325 |
1.6325 |
1.6325 |
1.6338 |
| S1 |
1.6273 |
1.6273 |
1.6353 |
1.6299 |
| S2 |
1.6180 |
1.6180 |
1.6339 |
|
| S3 |
1.6035 |
1.6128 |
1.6326 |
|
| S4 |
1.5890 |
1.5983 |
1.6286 |
|
|
| 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 |
1.6993 |
|
2.618 |
1.6757 |
|
1.618 |
1.6612 |
|
1.000 |
1.6522 |
|
0.618 |
1.6467 |
|
HIGH |
1.6377 |
|
0.618 |
1.6322 |
|
0.500 |
1.6305 |
|
0.382 |
1.6287 |
|
LOW |
1.6232 |
|
0.618 |
1.6142 |
|
1.000 |
1.6087 |
|
1.618 |
1.5997 |
|
2.618 |
1.5852 |
|
4.250 |
1.5616 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6346 |
1.6411 |
| PP |
1.6325 |
1.6396 |
| S1 |
1.6305 |
1.6381 |
|