CME British Pound Future June 2009
Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.3877 |
1.3945 |
0.0068 |
0.5% |
1.4124 |
High |
1.3993 |
1.4077 |
0.0084 |
0.6% |
1.4177 |
Low |
1.3707 |
1.3870 |
0.0163 |
1.2% |
1.3662 |
Close |
1.3916 |
1.3975 |
0.0059 |
0.4% |
1.3975 |
Range |
0.0286 |
0.0207 |
-0.0079 |
-27.6% |
0.0515 |
ATR |
0.0254 |
0.0251 |
-0.0003 |
-1.3% |
0.0000 |
Volume |
28,891 |
69,150 |
40,259 |
139.3% |
158,439 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4595 |
1.4492 |
1.4089 |
|
R3 |
1.4388 |
1.4285 |
1.4032 |
|
R2 |
1.4181 |
1.4181 |
1.4013 |
|
R1 |
1.4078 |
1.4078 |
1.3994 |
1.4130 |
PP |
1.3974 |
1.3974 |
1.3974 |
1.4000 |
S1 |
1.3871 |
1.3871 |
1.3956 |
1.3923 |
S2 |
1.3767 |
1.3767 |
1.3937 |
|
S3 |
1.3560 |
1.3664 |
1.3918 |
|
S4 |
1.3353 |
1.3457 |
1.3861 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5483 |
1.5244 |
1.4258 |
|
R3 |
1.4968 |
1.4729 |
1.4117 |
|
R2 |
1.4453 |
1.4453 |
1.4069 |
|
R1 |
1.4214 |
1.4214 |
1.4022 |
1.4076 |
PP |
1.3938 |
1.3938 |
1.3938 |
1.3869 |
S1 |
1.3699 |
1.3699 |
1.3928 |
1.3561 |
S2 |
1.3423 |
1.3423 |
1.3881 |
|
S3 |
1.2908 |
1.3184 |
1.3833 |
|
S4 |
1.2393 |
1.2669 |
1.3692 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4957 |
2.618 |
1.4619 |
1.618 |
1.4412 |
1.000 |
1.4284 |
0.618 |
1.4205 |
HIGH |
1.4077 |
0.618 |
1.3998 |
0.500 |
1.3974 |
0.382 |
1.3949 |
LOW |
1.3870 |
0.618 |
1.3742 |
1.000 |
1.3663 |
1.618 |
1.3535 |
2.618 |
1.3328 |
4.250 |
1.2990 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3975 |
1.3940 |
PP |
1.3974 |
1.3905 |
S1 |
1.3974 |
1.3870 |
|