CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6330 |
1.6363 |
0.0033 |
0.2% |
1.6452 |
| High |
1.6377 |
1.6535 |
0.0158 |
1.0% |
1.6589 |
| Low |
1.6232 |
1.6363 |
0.0131 |
0.8% |
1.6232 |
| Close |
1.6366 |
1.6523 |
0.0157 |
1.0% |
1.6523 |
| Range |
0.0145 |
0.0172 |
0.0027 |
18.6% |
0.0357 |
| ATR |
0.0167 |
0.0167 |
0.0000 |
0.2% |
0.0000 |
| Volume |
259 |
89 |
-170 |
-65.6% |
638 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6990 |
1.6928 |
1.6618 |
|
| R3 |
1.6818 |
1.6756 |
1.6570 |
|
| R2 |
1.6646 |
1.6646 |
1.6555 |
|
| R1 |
1.6584 |
1.6584 |
1.6539 |
1.6615 |
| PP |
1.6474 |
1.6474 |
1.6474 |
1.6489 |
| S1 |
1.6412 |
1.6412 |
1.6507 |
1.6443 |
| S2 |
1.6302 |
1.6302 |
1.6491 |
|
| S3 |
1.6130 |
1.6240 |
1.6476 |
|
| S4 |
1.5958 |
1.6068 |
1.6428 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7519 |
1.7378 |
1.6719 |
|
| R3 |
1.7162 |
1.7021 |
1.6621 |
|
| R2 |
1.6805 |
1.6805 |
1.6588 |
|
| R1 |
1.6664 |
1.6664 |
1.6556 |
1.6735 |
| PP |
1.6448 |
1.6448 |
1.6448 |
1.6483 |
| S1 |
1.6307 |
1.6307 |
1.6490 |
1.6378 |
| S2 |
1.6091 |
1.6091 |
1.6458 |
|
| S3 |
1.5734 |
1.5950 |
1.6425 |
|
| S4 |
1.5377 |
1.5593 |
1.6327 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7266 |
|
2.618 |
1.6985 |
|
1.618 |
1.6813 |
|
1.000 |
1.6707 |
|
0.618 |
1.6641 |
|
HIGH |
1.6535 |
|
0.618 |
1.6469 |
|
0.500 |
1.6449 |
|
0.382 |
1.6429 |
|
LOW |
1.6363 |
|
0.618 |
1.6257 |
|
1.000 |
1.6191 |
|
1.618 |
1.6085 |
|
2.618 |
1.5913 |
|
4.250 |
1.5632 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6498 |
1.6486 |
| PP |
1.6474 |
1.6448 |
| S1 |
1.6449 |
1.6411 |
|