CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3780 |
1.3745 |
-0.0035 |
-0.3% |
1.4250 |
| High |
1.3917 |
1.3895 |
-0.0022 |
-0.2% |
1.4306 |
| Low |
1.3699 |
1.3662 |
-0.0037 |
-0.3% |
1.3956 |
| Close |
1.3729 |
1.3855 |
0.0126 |
0.9% |
1.4092 |
| Range |
0.0218 |
0.0233 |
0.0015 |
6.9% |
0.0350 |
| ATR |
0.0253 |
0.0252 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
23,626 |
30,551 |
6,925 |
29.3% |
14,911 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4503 |
1.4412 |
1.3983 |
|
| R3 |
1.4270 |
1.4179 |
1.3919 |
|
| R2 |
1.4037 |
1.4037 |
1.3898 |
|
| R1 |
1.3946 |
1.3946 |
1.3876 |
1.3992 |
| PP |
1.3804 |
1.3804 |
1.3804 |
1.3827 |
| S1 |
1.3713 |
1.3713 |
1.3834 |
1.3759 |
| S2 |
1.3571 |
1.3571 |
1.3812 |
|
| S3 |
1.3338 |
1.3480 |
1.3791 |
|
| S4 |
1.3105 |
1.3247 |
1.3727 |
|
|
| 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 |
1.4885 |
|
2.618 |
1.4505 |
|
1.618 |
1.4272 |
|
1.000 |
1.4128 |
|
0.618 |
1.4039 |
|
HIGH |
1.3895 |
|
0.618 |
1.3806 |
|
0.500 |
1.3779 |
|
0.382 |
1.3751 |
|
LOW |
1.3662 |
|
0.618 |
1.3518 |
|
1.000 |
1.3429 |
|
1.618 |
1.3285 |
|
2.618 |
1.3052 |
|
4.250 |
1.2672 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3830 |
1.3920 |
| PP |
1.3804 |
1.3898 |
| S1 |
1.3779 |
1.3877 |
|