CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4490 |
1.4565 |
0.0075 |
0.5% |
1.4081 |
| High |
1.4654 |
1.4782 |
0.0128 |
0.9% |
1.4603 |
| Low |
1.4452 |
1.4553 |
0.0101 |
0.7% |
1.3850 |
| Close |
1.4554 |
1.4724 |
0.0170 |
1.2% |
1.4440 |
| Range |
0.0202 |
0.0229 |
0.0027 |
13.4% |
0.0753 |
| ATR |
0.0264 |
0.0262 |
-0.0003 |
-0.9% |
0.0000 |
| Volume |
61,651 |
62,228 |
577 |
0.9% |
268,999 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5373 |
1.5278 |
1.4850 |
|
| R3 |
1.5144 |
1.5049 |
1.4787 |
|
| R2 |
1.4915 |
1.4915 |
1.4766 |
|
| R1 |
1.4820 |
1.4820 |
1.4745 |
1.4868 |
| PP |
1.4686 |
1.4686 |
1.4686 |
1.4710 |
| S1 |
1.4591 |
1.4591 |
1.4703 |
1.4639 |
| S2 |
1.4457 |
1.4457 |
1.4682 |
|
| S3 |
1.4228 |
1.4362 |
1.4661 |
|
| S4 |
1.3999 |
1.4133 |
1.4598 |
|
|
| 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 |
1.5755 |
|
2.618 |
1.5382 |
|
1.618 |
1.5153 |
|
1.000 |
1.5011 |
|
0.618 |
1.4924 |
|
HIGH |
1.4782 |
|
0.618 |
1.4695 |
|
0.500 |
1.4668 |
|
0.382 |
1.4640 |
|
LOW |
1.4553 |
|
0.618 |
1.4411 |
|
1.000 |
1.4324 |
|
1.618 |
1.4182 |
|
2.618 |
1.3953 |
|
4.250 |
1.3580 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4705 |
1.4679 |
| PP |
1.4686 |
1.4633 |
| S1 |
1.4668 |
1.4588 |
|