CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4524 |
1.4490 |
-0.0034 |
-0.2% |
1.4081 |
| High |
1.4593 |
1.4654 |
0.0061 |
0.4% |
1.4603 |
| Low |
1.4393 |
1.4452 |
0.0059 |
0.4% |
1.3850 |
| Close |
1.4440 |
1.4554 |
0.0114 |
0.8% |
1.4440 |
| Range |
0.0200 |
0.0202 |
0.0002 |
1.0% |
0.0753 |
| ATR |
0.0268 |
0.0264 |
-0.0004 |
-1.4% |
0.0000 |
| Volume |
79,186 |
61,651 |
-17,535 |
-22.1% |
268,999 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5159 |
1.5059 |
1.4665 |
|
| R3 |
1.4957 |
1.4857 |
1.4610 |
|
| R2 |
1.4755 |
1.4755 |
1.4591 |
|
| R1 |
1.4655 |
1.4655 |
1.4573 |
1.4705 |
| PP |
1.4553 |
1.4553 |
1.4553 |
1.4579 |
| S1 |
1.4453 |
1.4453 |
1.4535 |
1.4503 |
| S2 |
1.4351 |
1.4351 |
1.4517 |
|
| S3 |
1.4149 |
1.4251 |
1.4498 |
|
| S4 |
1.3947 |
1.4049 |
1.4443 |
|
|
| 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 |
1.5513 |
|
2.618 |
1.5183 |
|
1.618 |
1.4981 |
|
1.000 |
1.4856 |
|
0.618 |
1.4779 |
|
HIGH |
1.4654 |
|
0.618 |
1.4577 |
|
0.500 |
1.4553 |
|
0.382 |
1.4529 |
|
LOW |
1.4452 |
|
0.618 |
1.4327 |
|
1.000 |
1.4250 |
|
1.618 |
1.4125 |
|
2.618 |
1.3923 |
|
4.250 |
1.3594 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4554 |
1.4506 |
| PP |
1.4553 |
1.4458 |
| S1 |
1.4553 |
1.4410 |
|