CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4695 |
1.3780 |
-0.0915 |
-6.2% |
1.4975 |
| High |
1.4695 |
1.3780 |
-0.0915 |
-6.2% |
1.4975 |
| Low |
1.3850 |
1.3725 |
-0.0125 |
-0.9% |
1.4450 |
| Close |
1.3899 |
1.3909 |
0.0010 |
0.1% |
1.4631 |
| Range |
0.0845 |
0.0055 |
-0.0790 |
-93.5% |
0.0525 |
| ATR |
0.0272 |
0.0265 |
-0.0007 |
-2.6% |
0.0000 |
| Volume |
93 |
70 |
-23 |
-24.7% |
1,759 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3970 |
1.3994 |
1.3939 |
|
| R3 |
1.3915 |
1.3939 |
1.3924 |
|
| R2 |
1.3860 |
1.3860 |
1.3919 |
|
| R1 |
1.3884 |
1.3884 |
1.3914 |
1.3872 |
| PP |
1.3805 |
1.3805 |
1.3805 |
1.3799 |
| S1 |
1.3829 |
1.3829 |
1.3904 |
1.3817 |
| S2 |
1.3750 |
1.3750 |
1.3899 |
|
| S3 |
1.3695 |
1.3774 |
1.3894 |
|
| S4 |
1.3640 |
1.3719 |
1.3879 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6260 |
1.5971 |
1.4920 |
|
| R3 |
1.5735 |
1.5446 |
1.4775 |
|
| R2 |
1.5210 |
1.5210 |
1.4727 |
|
| R1 |
1.4921 |
1.4921 |
1.4679 |
1.4803 |
| PP |
1.4685 |
1.4685 |
1.4685 |
1.4627 |
| S1 |
1.4396 |
1.4396 |
1.4583 |
1.4278 |
| S2 |
1.4160 |
1.4160 |
1.4535 |
|
| S3 |
1.3635 |
1.3871 |
1.4487 |
|
| S4 |
1.3110 |
1.3346 |
1.4342 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4014 |
|
2.618 |
1.3924 |
|
1.618 |
1.3869 |
|
1.000 |
1.3835 |
|
0.618 |
1.3814 |
|
HIGH |
1.3780 |
|
0.618 |
1.3759 |
|
0.500 |
1.3753 |
|
0.382 |
1.3746 |
|
LOW |
1.3725 |
|
0.618 |
1.3691 |
|
1.000 |
1.3670 |
|
1.618 |
1.3636 |
|
2.618 |
1.3581 |
|
4.250 |
1.3491 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3857 |
1.4210 |
| PP |
1.3805 |
1.4110 |
| S1 |
1.3753 |
1.4009 |
|