CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4183 |
1.4116 |
-0.0067 |
-0.5% |
1.4250 |
| High |
1.4235 |
1.4306 |
0.0071 |
0.5% |
1.4306 |
| Low |
1.4047 |
1.4042 |
-0.0005 |
0.0% |
1.3956 |
| Close |
1.4111 |
1.4092 |
-0.0019 |
-0.1% |
1.4092 |
| Range |
0.0188 |
0.0264 |
0.0076 |
40.4% |
0.0350 |
| ATR |
0.0241 |
0.0243 |
0.0002 |
0.7% |
0.0000 |
| Volume |
2,613 |
3,399 |
786 |
30.1% |
14,911 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4939 |
1.4779 |
1.4237 |
|
| R3 |
1.4675 |
1.4515 |
1.4165 |
|
| R2 |
1.4411 |
1.4411 |
1.4140 |
|
| R1 |
1.4251 |
1.4251 |
1.4116 |
1.4199 |
| PP |
1.4147 |
1.4147 |
1.4147 |
1.4121 |
| S1 |
1.3987 |
1.3987 |
1.4068 |
1.3935 |
| S2 |
1.3883 |
1.3883 |
1.4044 |
|
| S3 |
1.3619 |
1.3723 |
1.4019 |
|
| S4 |
1.3355 |
1.3459 |
1.3947 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5168 |
1.4980 |
1.4285 |
|
| R3 |
1.4818 |
1.4630 |
1.4188 |
|
| R2 |
1.4468 |
1.4468 |
1.4156 |
|
| R1 |
1.4280 |
1.4280 |
1.4124 |
1.4199 |
| PP |
1.4118 |
1.4118 |
1.4118 |
1.4078 |
| S1 |
1.3930 |
1.3930 |
1.4060 |
1.3849 |
| S2 |
1.3768 |
1.3768 |
1.4028 |
|
| S3 |
1.3418 |
1.3580 |
1.3996 |
|
| S4 |
1.3068 |
1.3230 |
1.3900 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5428 |
|
2.618 |
1.4997 |
|
1.618 |
1.4733 |
|
1.000 |
1.4570 |
|
0.618 |
1.4469 |
|
HIGH |
1.4306 |
|
0.618 |
1.4205 |
|
0.500 |
1.4174 |
|
0.382 |
1.4143 |
|
LOW |
1.4042 |
|
0.618 |
1.3879 |
|
1.000 |
1.3778 |
|
1.618 |
1.3615 |
|
2.618 |
1.3351 |
|
4.250 |
1.2920 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4174 |
1.4148 |
| PP |
1.4147 |
1.4129 |
| S1 |
1.4119 |
1.4111 |
|