CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4304 |
1.4250 |
-0.0054 |
-0.4% |
1.4490 |
| High |
1.4367 |
1.4280 |
-0.0087 |
-0.6% |
1.4641 |
| Low |
1.4125 |
1.3956 |
-0.0169 |
-1.2% |
1.4125 |
| Close |
1.4323 |
1.4036 |
-0.0287 |
-2.0% |
1.4323 |
| Range |
0.0242 |
0.0324 |
0.0082 |
33.9% |
0.0516 |
| ATR |
0.0247 |
0.0256 |
0.0009 |
3.5% |
0.0000 |
| Volume |
1,763 |
935 |
-828 |
-47.0% |
8,911 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5063 |
1.4873 |
1.4214 |
|
| R3 |
1.4739 |
1.4549 |
1.4125 |
|
| R2 |
1.4415 |
1.4415 |
1.4095 |
|
| R1 |
1.4225 |
1.4225 |
1.4066 |
1.4158 |
| PP |
1.4091 |
1.4091 |
1.4091 |
1.4057 |
| S1 |
1.3901 |
1.3901 |
1.4006 |
1.3834 |
| S2 |
1.3767 |
1.3767 |
1.3977 |
|
| S3 |
1.3443 |
1.3577 |
1.3947 |
|
| S4 |
1.3119 |
1.3253 |
1.3858 |
|
|
| 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 |
1.5657 |
|
2.618 |
1.5128 |
|
1.618 |
1.4804 |
|
1.000 |
1.4604 |
|
0.618 |
1.4480 |
|
HIGH |
1.4280 |
|
0.618 |
1.4156 |
|
0.500 |
1.4118 |
|
0.382 |
1.4080 |
|
LOW |
1.3956 |
|
0.618 |
1.3756 |
|
1.000 |
1.3632 |
|
1.618 |
1.3432 |
|
2.618 |
1.3108 |
|
4.250 |
1.2579 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4118 |
1.4168 |
| PP |
1.4091 |
1.4124 |
| S1 |
1.4063 |
1.4080 |
|