CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4425 |
1.4370 |
-0.0055 |
-0.4% |
1.3800 |
| High |
1.4500 |
1.4680 |
0.0180 |
1.2% |
1.4528 |
| Low |
1.4425 |
1.4370 |
-0.0055 |
-0.4% |
1.3705 |
| Close |
1.4450 |
1.4624 |
0.0174 |
1.2% |
1.4445 |
| Range |
0.0075 |
0.0310 |
0.0235 |
313.3% |
0.0823 |
| ATR |
0.0258 |
0.0262 |
0.0004 |
1.4% |
0.0000 |
| Volume |
44 |
104 |
60 |
136.4% |
268 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5488 |
1.5366 |
1.4795 |
|
| R3 |
1.5178 |
1.5056 |
1.4709 |
|
| R2 |
1.4868 |
1.4868 |
1.4681 |
|
| R1 |
1.4746 |
1.4746 |
1.4652 |
1.4807 |
| PP |
1.4558 |
1.4558 |
1.4558 |
1.4589 |
| S1 |
1.4436 |
1.4436 |
1.4596 |
1.4497 |
| S2 |
1.4248 |
1.4248 |
1.4567 |
|
| S3 |
1.3938 |
1.4126 |
1.4539 |
|
| S4 |
1.3628 |
1.3816 |
1.4454 |
|
|
| 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 |
1.5998 |
|
2.618 |
1.5492 |
|
1.618 |
1.5182 |
|
1.000 |
1.4990 |
|
0.618 |
1.4872 |
|
HIGH |
1.4680 |
|
0.618 |
1.4562 |
|
0.500 |
1.4525 |
|
0.382 |
1.4488 |
|
LOW |
1.4370 |
|
0.618 |
1.4178 |
|
1.000 |
1.4060 |
|
1.618 |
1.3868 |
|
2.618 |
1.3558 |
|
4.250 |
1.3053 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4591 |
1.4556 |
| PP |
1.4558 |
1.4488 |
| S1 |
1.4525 |
1.4420 |
|