CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4288 |
1.4188 |
-0.0100 |
-0.7% |
1.3800 |
| High |
1.4288 |
1.4442 |
0.0154 |
1.1% |
1.4528 |
| Low |
1.4075 |
1.4160 |
0.0085 |
0.6% |
1.3705 |
| Close |
1.4268 |
1.4417 |
0.0149 |
1.0% |
1.4445 |
| Range |
0.0213 |
0.0282 |
0.0069 |
32.4% |
0.0823 |
| ATR |
0.0271 |
0.0272 |
0.0001 |
0.3% |
0.0000 |
| Volume |
61 |
19 |
-42 |
-68.9% |
268 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5186 |
1.5083 |
1.4572 |
|
| R3 |
1.4904 |
1.4801 |
1.4495 |
|
| R2 |
1.4622 |
1.4622 |
1.4469 |
|
| R1 |
1.4519 |
1.4519 |
1.4443 |
1.4571 |
| PP |
1.4340 |
1.4340 |
1.4340 |
1.4365 |
| S1 |
1.4237 |
1.4237 |
1.4391 |
1.4289 |
| S2 |
1.4058 |
1.4058 |
1.4365 |
|
| S3 |
1.3776 |
1.3955 |
1.4339 |
|
| S4 |
1.3494 |
1.3673 |
1.4262 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6695 |
1.6393 |
1.4898 |
|
| R3 |
1.5872 |
1.5570 |
1.4671 |
|
| R2 |
1.5049 |
1.5049 |
1.4596 |
|
| R1 |
1.4747 |
1.4747 |
1.4520 |
1.4898 |
| PP |
1.4226 |
1.4226 |
1.4226 |
1.4302 |
| S1 |
1.3924 |
1.3924 |
1.4370 |
1.4075 |
| S2 |
1.3403 |
1.3403 |
1.4294 |
|
| S3 |
1.2580 |
1.3101 |
1.4219 |
|
| S4 |
1.1757 |
1.2278 |
1.3992 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5641 |
|
2.618 |
1.5180 |
|
1.618 |
1.4898 |
|
1.000 |
1.4724 |
|
0.618 |
1.4616 |
|
HIGH |
1.4442 |
|
0.618 |
1.4334 |
|
0.500 |
1.4301 |
|
0.382 |
1.4268 |
|
LOW |
1.4160 |
|
0.618 |
1.3986 |
|
1.000 |
1.3878 |
|
1.618 |
1.3704 |
|
2.618 |
1.3422 |
|
4.250 |
1.2962 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4378 |
1.4379 |
| PP |
1.4340 |
1.4340 |
| S1 |
1.4301 |
1.4302 |
|