CME British Pound Future June 2009
Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.4301 |
1.4524 |
0.0223 |
1.6% |
1.4081 |
High |
1.4603 |
1.4593 |
-0.0010 |
-0.1% |
1.4603 |
Low |
1.4166 |
1.4393 |
0.0227 |
1.6% |
1.3850 |
Close |
1.4515 |
1.4440 |
-0.0075 |
-0.5% |
1.4440 |
Range |
0.0437 |
0.0200 |
-0.0237 |
-54.2% |
0.0753 |
ATR |
0.0273 |
0.0268 |
-0.0005 |
-1.9% |
0.0000 |
Volume |
74,447 |
79,186 |
4,739 |
6.4% |
268,999 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5075 |
1.4958 |
1.4550 |
|
R3 |
1.4875 |
1.4758 |
1.4495 |
|
R2 |
1.4675 |
1.4675 |
1.4477 |
|
R1 |
1.4558 |
1.4558 |
1.4458 |
1.4517 |
PP |
1.4475 |
1.4475 |
1.4475 |
1.4455 |
S1 |
1.4358 |
1.4358 |
1.4422 |
1.4317 |
S2 |
1.4275 |
1.4275 |
1.4403 |
|
S3 |
1.4075 |
1.4158 |
1.4385 |
|
S4 |
1.3875 |
1.3958 |
1.4330 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6557 |
1.6251 |
1.4854 |
|
R3 |
1.5804 |
1.5498 |
1.4647 |
|
R2 |
1.5051 |
1.5051 |
1.4578 |
|
R1 |
1.4745 |
1.4745 |
1.4509 |
1.4898 |
PP |
1.4298 |
1.4298 |
1.4298 |
1.4374 |
S1 |
1.3992 |
1.3992 |
1.4371 |
1.4145 |
S2 |
1.3545 |
1.3545 |
1.4302 |
|
S3 |
1.2792 |
1.3239 |
1.4233 |
|
S4 |
1.2039 |
1.2486 |
1.4026 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5443 |
2.618 |
1.5117 |
1.618 |
1.4917 |
1.000 |
1.4793 |
0.618 |
1.4717 |
HIGH |
1.4593 |
0.618 |
1.4517 |
0.500 |
1.4493 |
0.382 |
1.4469 |
LOW |
1.4393 |
0.618 |
1.4269 |
1.000 |
1.4193 |
1.618 |
1.4069 |
2.618 |
1.3869 |
4.250 |
1.3543 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4493 |
1.4369 |
PP |
1.4475 |
1.4298 |
S1 |
1.4458 |
1.4227 |
|