CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3700 |
1.3800 |
0.0100 |
0.7% |
1.4695 |
| High |
1.3770 |
1.3970 |
0.0200 |
1.5% |
1.4695 |
| Low |
1.3618 |
1.3705 |
0.0087 |
0.6% |
1.3618 |
| Close |
1.3755 |
1.3931 |
0.0176 |
1.3% |
1.3755 |
| Range |
0.0152 |
0.0265 |
0.0113 |
74.3% |
0.1077 |
| ATR |
0.0260 |
0.0260 |
0.0000 |
0.1% |
0.0000 |
| Volume |
238 |
17 |
-221 |
-92.9% |
709 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4664 |
1.4562 |
1.4077 |
|
| R3 |
1.4399 |
1.4297 |
1.4004 |
|
| R2 |
1.4134 |
1.4134 |
1.3980 |
|
| R1 |
1.4032 |
1.4032 |
1.3955 |
1.4083 |
| PP |
1.3869 |
1.3869 |
1.3869 |
1.3894 |
| S1 |
1.3767 |
1.3767 |
1.3907 |
1.3818 |
| S2 |
1.3604 |
1.3604 |
1.3882 |
|
| S3 |
1.3339 |
1.3502 |
1.3858 |
|
| S4 |
1.3074 |
1.3237 |
1.3785 |
|
|
| 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 |
1.5096 |
|
2.618 |
1.4664 |
|
1.618 |
1.4399 |
|
1.000 |
1.4235 |
|
0.618 |
1.4134 |
|
HIGH |
1.3970 |
|
0.618 |
1.3869 |
|
0.500 |
1.3838 |
|
0.382 |
1.3806 |
|
LOW |
1.3705 |
|
0.618 |
1.3541 |
|
1.000 |
1.3440 |
|
1.618 |
1.3276 |
|
2.618 |
1.3011 |
|
4.250 |
1.2579 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3900 |
1.3885 |
| PP |
1.3869 |
1.3840 |
| S1 |
1.3838 |
1.3794 |
|