CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3780 |
1.3770 |
-0.0010 |
-0.1% |
1.4975 |
| High |
1.3780 |
1.3816 |
0.0036 |
0.3% |
1.4975 |
| Low |
1.3725 |
1.3706 |
-0.0019 |
-0.1% |
1.4450 |
| Close |
1.3909 |
1.3865 |
-0.0044 |
-0.3% |
1.4631 |
| Range |
0.0055 |
0.0110 |
0.0055 |
100.0% |
0.0525 |
| ATR |
0.0265 |
0.0261 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
70 |
239 |
169 |
241.4% |
1,759 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4126 |
1.4105 |
1.3926 |
|
| R3 |
1.4016 |
1.3995 |
1.3895 |
|
| R2 |
1.3906 |
1.3906 |
1.3885 |
|
| R1 |
1.3885 |
1.3885 |
1.3875 |
1.3896 |
| PP |
1.3796 |
1.3796 |
1.3796 |
1.3801 |
| S1 |
1.3775 |
1.3775 |
1.3855 |
1.3786 |
| S2 |
1.3686 |
1.3686 |
1.3845 |
|
| S3 |
1.3576 |
1.3665 |
1.3835 |
|
| S4 |
1.3466 |
1.3555 |
1.3805 |
|
|
| 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 |
1.4284 |
|
2.618 |
1.4104 |
|
1.618 |
1.3994 |
|
1.000 |
1.3926 |
|
0.618 |
1.3884 |
|
HIGH |
1.3816 |
|
0.618 |
1.3774 |
|
0.500 |
1.3761 |
|
0.382 |
1.3748 |
|
LOW |
1.3706 |
|
0.618 |
1.3638 |
|
1.000 |
1.3596 |
|
1.618 |
1.3528 |
|
2.618 |
1.3418 |
|
4.250 |
1.3239 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3830 |
1.4201 |
| PP |
1.3796 |
1.4089 |
| S1 |
1.3761 |
1.3977 |
|