CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4081 |
1.4045 |
-0.0036 |
-0.3% |
1.4124 |
| High |
1.4145 |
1.4306 |
0.0161 |
1.1% |
1.4177 |
| Low |
1.3969 |
1.3850 |
-0.0119 |
-0.9% |
1.3662 |
| Close |
1.4034 |
1.4227 |
0.0193 |
1.4% |
1.3975 |
| Range |
0.0176 |
0.0456 |
0.0280 |
159.1% |
0.0515 |
| ATR |
0.0246 |
0.0261 |
0.0015 |
6.1% |
0.0000 |
| Volume |
67,443 |
47,923 |
-19,520 |
-28.9% |
158,439 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5496 |
1.5317 |
1.4478 |
|
| R3 |
1.5040 |
1.4861 |
1.4352 |
|
| R2 |
1.4584 |
1.4584 |
1.4311 |
|
| R1 |
1.4405 |
1.4405 |
1.4269 |
1.4495 |
| PP |
1.4128 |
1.4128 |
1.4128 |
1.4172 |
| S1 |
1.3949 |
1.3949 |
1.4185 |
1.4039 |
| S2 |
1.3672 |
1.3672 |
1.4143 |
|
| S3 |
1.3216 |
1.3493 |
1.4102 |
|
| S4 |
1.2760 |
1.3037 |
1.3976 |
|
|
| 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 |
1.6244 |
|
2.618 |
1.5500 |
|
1.618 |
1.5044 |
|
1.000 |
1.4762 |
|
0.618 |
1.4588 |
|
HIGH |
1.4306 |
|
0.618 |
1.4132 |
|
0.500 |
1.4078 |
|
0.382 |
1.4024 |
|
LOW |
1.3850 |
|
0.618 |
1.3568 |
|
1.000 |
1.3394 |
|
1.618 |
1.3112 |
|
2.618 |
1.2656 |
|
4.250 |
1.1912 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4177 |
1.4177 |
| PP |
1.4128 |
1.4128 |
| S1 |
1.4078 |
1.4078 |
|