CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4188 |
1.4425 |
0.0237 |
1.7% |
1.3800 |
| High |
1.4442 |
1.4500 |
0.0058 |
0.4% |
1.4528 |
| Low |
1.4160 |
1.4425 |
0.0265 |
1.9% |
1.3705 |
| Close |
1.4417 |
1.4450 |
0.0033 |
0.2% |
1.4445 |
| Range |
0.0282 |
0.0075 |
-0.0207 |
-73.4% |
0.0823 |
| ATR |
0.0272 |
0.0258 |
-0.0013 |
-5.0% |
0.0000 |
| Volume |
19 |
44 |
25 |
131.6% |
268 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4683 |
1.4642 |
1.4491 |
|
| R3 |
1.4608 |
1.4567 |
1.4471 |
|
| R2 |
1.4533 |
1.4533 |
1.4464 |
|
| R1 |
1.4492 |
1.4492 |
1.4457 |
1.4513 |
| PP |
1.4458 |
1.4458 |
1.4458 |
1.4469 |
| S1 |
1.4417 |
1.4417 |
1.4443 |
1.4438 |
| S2 |
1.4383 |
1.4383 |
1.4436 |
|
| S3 |
1.4308 |
1.4342 |
1.4429 |
|
| S4 |
1.4233 |
1.4267 |
1.4409 |
|
|
| 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 |
1.4819 |
|
2.618 |
1.4696 |
|
1.618 |
1.4621 |
|
1.000 |
1.4575 |
|
0.618 |
1.4546 |
|
HIGH |
1.4500 |
|
0.618 |
1.4471 |
|
0.500 |
1.4463 |
|
0.382 |
1.4454 |
|
LOW |
1.4425 |
|
0.618 |
1.4379 |
|
1.000 |
1.4350 |
|
1.618 |
1.4304 |
|
2.618 |
1.4229 |
|
4.250 |
1.4106 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4463 |
1.4396 |
| PP |
1.4458 |
1.4342 |
| S1 |
1.4454 |
1.4288 |
|