CME British Pound Future June 2009
Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.3945 |
1.4081 |
0.0136 |
1.0% |
1.4124 |
High |
1.4077 |
1.4145 |
0.0068 |
0.5% |
1.4177 |
Low |
1.3870 |
1.3969 |
0.0099 |
0.7% |
1.3662 |
Close |
1.3975 |
1.4034 |
0.0059 |
0.4% |
1.3975 |
Range |
0.0207 |
0.0176 |
-0.0031 |
-15.0% |
0.0515 |
ATR |
0.0251 |
0.0246 |
-0.0005 |
-2.1% |
0.0000 |
Volume |
69,150 |
67,443 |
-1,707 |
-2.5% |
158,439 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4577 |
1.4482 |
1.4131 |
|
R3 |
1.4401 |
1.4306 |
1.4082 |
|
R2 |
1.4225 |
1.4225 |
1.4066 |
|
R1 |
1.4130 |
1.4130 |
1.4050 |
1.4090 |
PP |
1.4049 |
1.4049 |
1.4049 |
1.4029 |
S1 |
1.3954 |
1.3954 |
1.4018 |
1.3914 |
S2 |
1.3873 |
1.3873 |
1.4002 |
|
S3 |
1.3697 |
1.3778 |
1.3986 |
|
S4 |
1.3521 |
1.3602 |
1.3937 |
|
|
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 |
1.4893 |
2.618 |
1.4606 |
1.618 |
1.4430 |
1.000 |
1.4321 |
0.618 |
1.4254 |
HIGH |
1.4145 |
0.618 |
1.4078 |
0.500 |
1.4057 |
0.382 |
1.4036 |
LOW |
1.3969 |
0.618 |
1.3860 |
1.000 |
1.3793 |
1.618 |
1.3684 |
2.618 |
1.3508 |
4.250 |
1.3221 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4057 |
1.3998 |
PP |
1.4049 |
1.3962 |
S1 |
1.4042 |
1.3926 |
|