CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4270 |
1.4180 |
-0.0090 |
-0.6% |
1.4225 |
| High |
1.4443 |
1.4442 |
-0.0001 |
0.0% |
1.4443 |
| Low |
1.4270 |
1.4180 |
-0.0090 |
-0.6% |
1.4134 |
| Close |
1.4294 |
1.4433 |
0.0139 |
1.0% |
1.4433 |
| Range |
0.0173 |
0.0262 |
0.0089 |
51.4% |
0.0309 |
| ATR |
0.0239 |
0.0241 |
0.0002 |
0.7% |
0.0000 |
| Volume |
1,536 |
83 |
-1,453 |
-94.6% |
1,830 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5138 |
1.5047 |
1.4577 |
|
| R3 |
1.4876 |
1.4785 |
1.4505 |
|
| R2 |
1.4614 |
1.4614 |
1.4481 |
|
| R1 |
1.4523 |
1.4523 |
1.4457 |
1.4569 |
| PP |
1.4352 |
1.4352 |
1.4352 |
1.4374 |
| S1 |
1.4261 |
1.4261 |
1.4409 |
1.4307 |
| S2 |
1.4090 |
1.4090 |
1.4385 |
|
| S3 |
1.3828 |
1.3999 |
1.4361 |
|
| S4 |
1.3566 |
1.3737 |
1.4289 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5264 |
1.5157 |
1.4603 |
|
| R3 |
1.4955 |
1.4848 |
1.4518 |
|
| R2 |
1.4646 |
1.4646 |
1.4490 |
|
| R1 |
1.4539 |
1.4539 |
1.4461 |
1.4593 |
| PP |
1.4337 |
1.4337 |
1.4337 |
1.4363 |
| S1 |
1.4230 |
1.4230 |
1.4405 |
1.4284 |
| S2 |
1.4028 |
1.4028 |
1.4376 |
|
| S3 |
1.3719 |
1.3921 |
1.4348 |
|
| S4 |
1.3410 |
1.3612 |
1.4263 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5556 |
|
2.618 |
1.5128 |
|
1.618 |
1.4866 |
|
1.000 |
1.4704 |
|
0.618 |
1.4604 |
|
HIGH |
1.4442 |
|
0.618 |
1.4342 |
|
0.500 |
1.4311 |
|
0.382 |
1.4280 |
|
LOW |
1.4180 |
|
0.618 |
1.4018 |
|
1.000 |
1.3918 |
|
1.618 |
1.3756 |
|
2.618 |
1.3494 |
|
4.250 |
1.3067 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4392 |
1.4391 |
| PP |
1.4352 |
1.4349 |
| S1 |
1.4311 |
1.4307 |
|