CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4180 |
1.4490 |
0.0310 |
2.2% |
1.4225 |
| High |
1.4442 |
1.4641 |
0.0199 |
1.4% |
1.4443 |
| Low |
1.4180 |
1.4475 |
0.0295 |
2.1% |
1.4134 |
| Close |
1.4433 |
1.4477 |
0.0044 |
0.3% |
1.4433 |
| Range |
0.0262 |
0.0166 |
-0.0096 |
-36.6% |
0.0309 |
| ATR |
0.0241 |
0.0238 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
83 |
68 |
-15 |
-18.1% |
1,830 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5029 |
1.4919 |
1.4568 |
|
| R3 |
1.4863 |
1.4753 |
1.4523 |
|
| R2 |
1.4697 |
1.4697 |
1.4507 |
|
| R1 |
1.4587 |
1.4587 |
1.4492 |
1.4559 |
| PP |
1.4531 |
1.4531 |
1.4531 |
1.4517 |
| S1 |
1.4421 |
1.4421 |
1.4462 |
1.4393 |
| S2 |
1.4365 |
1.4365 |
1.4447 |
|
| S3 |
1.4199 |
1.4255 |
1.4431 |
|
| S4 |
1.4033 |
1.4089 |
1.4386 |
|
|
| 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 |
1.5347 |
|
2.618 |
1.5076 |
|
1.618 |
1.4910 |
|
1.000 |
1.4807 |
|
0.618 |
1.4744 |
|
HIGH |
1.4641 |
|
0.618 |
1.4578 |
|
0.500 |
1.4558 |
|
0.382 |
1.4538 |
|
LOW |
1.4475 |
|
0.618 |
1.4372 |
|
1.000 |
1.4309 |
|
1.618 |
1.4206 |
|
2.618 |
1.4040 |
|
4.250 |
1.3770 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4558 |
1.4455 |
| PP |
1.4531 |
1.4433 |
| S1 |
1.4504 |
1.4411 |
|