CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4486 |
1.4546 |
0.0060 |
0.4% |
1.4225 |
| High |
1.4571 |
1.4635 |
0.0064 |
0.4% |
1.4443 |
| Low |
1.4378 |
1.4174 |
-0.0204 |
-1.4% |
1.4134 |
| Close |
1.4487 |
1.4194 |
-0.0293 |
-2.0% |
1.4433 |
| Range |
0.0193 |
0.0461 |
0.0268 |
138.9% |
0.0309 |
| ATR |
0.0235 |
0.0251 |
0.0016 |
6.9% |
0.0000 |
| Volume |
2,374 |
2,728 |
354 |
14.9% |
1,830 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5717 |
1.5417 |
1.4448 |
|
| R3 |
1.5256 |
1.4956 |
1.4321 |
|
| R2 |
1.4795 |
1.4795 |
1.4279 |
|
| R1 |
1.4495 |
1.4495 |
1.4236 |
1.4415 |
| PP |
1.4334 |
1.4334 |
1.4334 |
1.4294 |
| S1 |
1.4034 |
1.4034 |
1.4152 |
1.3954 |
| S2 |
1.3873 |
1.3873 |
1.4109 |
|
| S3 |
1.3412 |
1.3573 |
1.4067 |
|
| S4 |
1.2951 |
1.3112 |
1.3940 |
|
|
| 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 |
1.6594 |
|
2.618 |
1.5842 |
|
1.618 |
1.5381 |
|
1.000 |
1.5096 |
|
0.618 |
1.4920 |
|
HIGH |
1.4635 |
|
0.618 |
1.4459 |
|
0.500 |
1.4405 |
|
0.382 |
1.4350 |
|
LOW |
1.4174 |
|
0.618 |
1.3889 |
|
1.000 |
1.3713 |
|
1.618 |
1.3428 |
|
2.618 |
1.2967 |
|
4.250 |
1.2215 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4405 |
1.4408 |
| PP |
1.4334 |
1.4336 |
| S1 |
1.4264 |
1.4265 |
|