CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4225 |
1.4263 |
0.0038 |
0.3% |
1.4818 |
| High |
1.4270 |
1.4263 |
-0.0007 |
0.0% |
1.4950 |
| Low |
1.4134 |
1.4170 |
0.0036 |
0.3% |
1.4155 |
| Close |
1.4262 |
1.4213 |
-0.0049 |
-0.3% |
1.4382 |
| Range |
0.0136 |
0.0093 |
-0.0043 |
-31.6% |
0.0795 |
| ATR |
0.0251 |
0.0240 |
-0.0011 |
-4.5% |
0.0000 |
| Volume |
64 |
38 |
-26 |
-40.6% |
706 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4494 |
1.4447 |
1.4264 |
|
| R3 |
1.4401 |
1.4354 |
1.4239 |
|
| R2 |
1.4308 |
1.4308 |
1.4230 |
|
| R1 |
1.4261 |
1.4261 |
1.4222 |
1.4238 |
| PP |
1.4215 |
1.4215 |
1.4215 |
1.4204 |
| S1 |
1.4168 |
1.4168 |
1.4204 |
1.4145 |
| S2 |
1.4122 |
1.4122 |
1.4196 |
|
| S3 |
1.4029 |
1.4075 |
1.4187 |
|
| S4 |
1.3936 |
1.3982 |
1.4162 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6881 |
1.6426 |
1.4819 |
|
| R3 |
1.6086 |
1.5631 |
1.4601 |
|
| R2 |
1.5291 |
1.5291 |
1.4528 |
|
| R1 |
1.4836 |
1.4836 |
1.4455 |
1.4666 |
| PP |
1.4496 |
1.4496 |
1.4496 |
1.4411 |
| S1 |
1.4041 |
1.4041 |
1.4309 |
1.3871 |
| S2 |
1.3701 |
1.3701 |
1.4236 |
|
| S3 |
1.2906 |
1.3246 |
1.4163 |
|
| S4 |
1.2111 |
1.2451 |
1.3945 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4658 |
|
2.618 |
1.4506 |
|
1.618 |
1.4413 |
|
1.000 |
1.4356 |
|
0.618 |
1.4320 |
|
HIGH |
1.4263 |
|
0.618 |
1.4227 |
|
0.500 |
1.4217 |
|
0.382 |
1.4206 |
|
LOW |
1.4170 |
|
0.618 |
1.4113 |
|
1.000 |
1.4077 |
|
1.618 |
1.4020 |
|
2.618 |
1.3927 |
|
4.250 |
1.3775 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4217 |
1.4209 |
| PP |
1.4215 |
1.4206 |
| S1 |
1.4214 |
1.4202 |
|