CME British Pound Future June 2009
Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.4124 |
1.3780 |
-0.0344 |
-2.4% |
1.4250 |
High |
1.4177 |
1.3917 |
-0.0260 |
-1.8% |
1.4306 |
Low |
1.3747 |
1.3699 |
-0.0048 |
-0.3% |
1.3956 |
Close |
1.3805 |
1.3729 |
-0.0076 |
-0.6% |
1.4092 |
Range |
0.0430 |
0.0218 |
-0.0212 |
-49.3% |
0.0350 |
ATR |
0.0256 |
0.0253 |
-0.0003 |
-1.1% |
0.0000 |
Volume |
6,221 |
23,626 |
17,405 |
279.8% |
14,911 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4436 |
1.4300 |
1.3849 |
|
R3 |
1.4218 |
1.4082 |
1.3789 |
|
R2 |
1.4000 |
1.4000 |
1.3769 |
|
R1 |
1.3864 |
1.3864 |
1.3749 |
1.3823 |
PP |
1.3782 |
1.3782 |
1.3782 |
1.3761 |
S1 |
1.3646 |
1.3646 |
1.3709 |
1.3605 |
S2 |
1.3564 |
1.3564 |
1.3689 |
|
S3 |
1.3346 |
1.3428 |
1.3669 |
|
S4 |
1.3128 |
1.3210 |
1.3609 |
|
|
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 |
1.4844 |
2.618 |
1.4488 |
1.618 |
1.4270 |
1.000 |
1.4135 |
0.618 |
1.4052 |
HIGH |
1.3917 |
0.618 |
1.3834 |
0.500 |
1.3808 |
0.382 |
1.3782 |
LOW |
1.3699 |
0.618 |
1.3564 |
1.000 |
1.3481 |
1.618 |
1.3346 |
2.618 |
1.3128 |
4.250 |
1.2773 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3808 |
1.4003 |
PP |
1.3782 |
1.3911 |
S1 |
1.3755 |
1.3820 |
|