CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4668 |
1.4480 |
-0.0188 |
-1.3% |
1.4710 |
| High |
1.4668 |
1.4480 |
-0.0188 |
-1.3% |
1.5300 |
| Low |
1.4543 |
1.4466 |
-0.0077 |
-0.5% |
1.4568 |
| Close |
1.4550 |
1.4627 |
0.0077 |
0.5% |
1.5093 |
| Range |
0.0125 |
0.0014 |
-0.0111 |
-88.8% |
0.0732 |
| ATR |
|
|
|
|
|
| Volume |
34 |
1,629 |
1,595 |
4,691.2% |
561 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4566 |
1.4611 |
1.4635 |
|
| R3 |
1.4552 |
1.4597 |
1.4631 |
|
| R2 |
1.4538 |
1.4538 |
1.4630 |
|
| R1 |
1.4583 |
1.4583 |
1.4628 |
1.4561 |
| PP |
1.4524 |
1.4524 |
1.4524 |
1.4513 |
| S1 |
1.4569 |
1.4569 |
1.4626 |
1.4547 |
| S2 |
1.4510 |
1.4510 |
1.4624 |
|
| S3 |
1.4496 |
1.4555 |
1.4623 |
|
| S4 |
1.4482 |
1.4541 |
1.4619 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7183 |
1.6870 |
1.5496 |
|
| R3 |
1.6451 |
1.6138 |
1.5294 |
|
| R2 |
1.5719 |
1.5719 |
1.5227 |
|
| R1 |
1.5406 |
1.5406 |
1.5160 |
1.5563 |
| PP |
1.4987 |
1.4987 |
1.4987 |
1.5065 |
| S1 |
1.4674 |
1.4674 |
1.5026 |
1.4831 |
| S2 |
1.4255 |
1.4255 |
1.4959 |
|
| S3 |
1.3523 |
1.3942 |
1.4892 |
|
| S4 |
1.2791 |
1.3210 |
1.4690 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4540 |
|
2.618 |
1.4517 |
|
1.618 |
1.4503 |
|
1.000 |
1.4494 |
|
0.618 |
1.4489 |
|
HIGH |
1.4480 |
|
0.618 |
1.4475 |
|
0.500 |
1.4473 |
|
0.382 |
1.4471 |
|
LOW |
1.4466 |
|
0.618 |
1.4457 |
|
1.000 |
1.4452 |
|
1.618 |
1.4443 |
|
2.618 |
1.4429 |
|
4.250 |
1.4407 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4576 |
1.4610 |
| PP |
1.4524 |
1.4592 |
| S1 |
1.4473 |
1.4575 |
|