CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4250 |
1.4304 |
0.0054 |
0.4% |
1.4490 |
| High |
1.4380 |
1.4367 |
-0.0013 |
-0.1% |
1.4641 |
| Low |
1.4181 |
1.4125 |
-0.0056 |
-0.4% |
1.4125 |
| Close |
1.4310 |
1.4323 |
0.0013 |
0.1% |
1.4323 |
| Range |
0.0199 |
0.0242 |
0.0043 |
21.6% |
0.0516 |
| ATR |
0.0247 |
0.0247 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,978 |
1,763 |
-215 |
-10.9% |
8,911 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4998 |
1.4902 |
1.4456 |
|
| R3 |
1.4756 |
1.4660 |
1.4390 |
|
| R2 |
1.4514 |
1.4514 |
1.4367 |
|
| R1 |
1.4418 |
1.4418 |
1.4345 |
1.4466 |
| PP |
1.4272 |
1.4272 |
1.4272 |
1.4296 |
| S1 |
1.4176 |
1.4176 |
1.4301 |
1.4224 |
| S2 |
1.4030 |
1.4030 |
1.4279 |
|
| S3 |
1.3788 |
1.3934 |
1.4256 |
|
| S4 |
1.3546 |
1.3692 |
1.4190 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5911 |
1.5633 |
1.4607 |
|
| R3 |
1.5395 |
1.5117 |
1.4465 |
|
| R2 |
1.4879 |
1.4879 |
1.4418 |
|
| R1 |
1.4601 |
1.4601 |
1.4370 |
1.4482 |
| PP |
1.4363 |
1.4363 |
1.4363 |
1.4304 |
| S1 |
1.4085 |
1.4085 |
1.4276 |
1.3966 |
| S2 |
1.3847 |
1.3847 |
1.4228 |
|
| S3 |
1.3331 |
1.3569 |
1.4181 |
|
| S4 |
1.2815 |
1.3053 |
1.4039 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5396 |
|
2.618 |
1.5001 |
|
1.618 |
1.4759 |
|
1.000 |
1.4609 |
|
0.618 |
1.4517 |
|
HIGH |
1.4367 |
|
0.618 |
1.4275 |
|
0.500 |
1.4246 |
|
0.382 |
1.4217 |
|
LOW |
1.4125 |
|
0.618 |
1.3975 |
|
1.000 |
1.3883 |
|
1.618 |
1.3733 |
|
2.618 |
1.3491 |
|
4.250 |
1.3097 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4297 |
1.4380 |
| PP |
1.4272 |
1.4361 |
| S1 |
1.4246 |
1.4342 |
|