CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3770 |
1.3700 |
-0.0070 |
-0.5% |
1.4695 |
| High |
1.3816 |
1.3770 |
-0.0046 |
-0.3% |
1.4695 |
| Low |
1.3706 |
1.3618 |
-0.0088 |
-0.6% |
1.3618 |
| Close |
1.3865 |
1.3755 |
-0.0110 |
-0.8% |
1.3755 |
| Range |
0.0110 |
0.0152 |
0.0042 |
38.2% |
0.1077 |
| ATR |
0.0261 |
0.0260 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
239 |
238 |
-1 |
-0.4% |
709 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4170 |
1.4115 |
1.3839 |
|
| R3 |
1.4018 |
1.3963 |
1.3797 |
|
| R2 |
1.3866 |
1.3866 |
1.3783 |
|
| R1 |
1.3811 |
1.3811 |
1.3769 |
1.3839 |
| PP |
1.3714 |
1.3714 |
1.3714 |
1.3728 |
| S1 |
1.3659 |
1.3659 |
1.3741 |
1.3687 |
| S2 |
1.3562 |
1.3562 |
1.3727 |
|
| S3 |
1.3410 |
1.3507 |
1.3713 |
|
| S4 |
1.3258 |
1.3355 |
1.3671 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7254 |
1.6581 |
1.4347 |
|
| R3 |
1.6177 |
1.5504 |
1.4051 |
|
| R2 |
1.5100 |
1.5100 |
1.3952 |
|
| R1 |
1.4427 |
1.4427 |
1.3854 |
1.4225 |
| PP |
1.4023 |
1.4023 |
1.4023 |
1.3922 |
| S1 |
1.3350 |
1.3350 |
1.3656 |
1.3148 |
| S2 |
1.2946 |
1.2946 |
1.3558 |
|
| S3 |
1.1869 |
1.2273 |
1.3459 |
|
| S4 |
1.0792 |
1.1196 |
1.3163 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4416 |
|
2.618 |
1.4168 |
|
1.618 |
1.4016 |
|
1.000 |
1.3922 |
|
0.618 |
1.3864 |
|
HIGH |
1.3770 |
|
0.618 |
1.3712 |
|
0.500 |
1.3694 |
|
0.382 |
1.3676 |
|
LOW |
1.3618 |
|
0.618 |
1.3524 |
|
1.000 |
1.3466 |
|
1.618 |
1.3372 |
|
2.618 |
1.3220 |
|
4.250 |
1.2972 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3735 |
1.3742 |
| PP |
1.3714 |
1.3730 |
| S1 |
1.3694 |
1.3717 |
|