CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4021 |
1.4027 |
0.0006 |
0.0% |
1.4490 |
| High |
1.4156 |
1.4181 |
0.0025 |
0.2% |
1.4641 |
| Low |
1.3990 |
1.3990 |
0.0000 |
0.0% |
1.4125 |
| Close |
1.4077 |
1.4160 |
0.0083 |
0.6% |
1.4323 |
| Range |
0.0166 |
0.0191 |
0.0025 |
15.1% |
0.0516 |
| ATR |
0.0249 |
0.0245 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
2,084 |
5,880 |
3,796 |
182.1% |
8,911 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4683 |
1.4613 |
1.4265 |
|
| R3 |
1.4492 |
1.4422 |
1.4213 |
|
| R2 |
1.4301 |
1.4301 |
1.4195 |
|
| R1 |
1.4231 |
1.4231 |
1.4178 |
1.4266 |
| PP |
1.4110 |
1.4110 |
1.4110 |
1.4128 |
| S1 |
1.4040 |
1.4040 |
1.4142 |
1.4075 |
| S2 |
1.3919 |
1.3919 |
1.4125 |
|
| S3 |
1.3728 |
1.3849 |
1.4107 |
|
| S4 |
1.3537 |
1.3658 |
1.4055 |
|
|
| 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 |
1.4993 |
|
2.618 |
1.4681 |
|
1.618 |
1.4490 |
|
1.000 |
1.4372 |
|
0.618 |
1.4299 |
|
HIGH |
1.4181 |
|
0.618 |
1.4108 |
|
0.500 |
1.4086 |
|
0.382 |
1.4063 |
|
LOW |
1.3990 |
|
0.618 |
1.3872 |
|
1.000 |
1.3799 |
|
1.618 |
1.3681 |
|
2.618 |
1.3490 |
|
4.250 |
1.3178 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4135 |
1.4146 |
| PP |
1.4110 |
1.4132 |
| S1 |
1.4086 |
1.4118 |
|