CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4565 |
1.4704 |
0.0139 |
1.0% |
1.4081 |
| High |
1.4782 |
1.4745 |
-0.0037 |
-0.3% |
1.4603 |
| Low |
1.4553 |
1.4516 |
-0.0037 |
-0.3% |
1.3850 |
| Close |
1.4724 |
1.4531 |
-0.0193 |
-1.3% |
1.4440 |
| Range |
0.0229 |
0.0229 |
0.0000 |
0.0% |
0.0753 |
| ATR |
0.0262 |
0.0259 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
62,228 |
74,268 |
12,040 |
19.3% |
268,999 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5284 |
1.5137 |
1.4657 |
|
| R3 |
1.5055 |
1.4908 |
1.4594 |
|
| R2 |
1.4826 |
1.4826 |
1.4573 |
|
| R1 |
1.4679 |
1.4679 |
1.4552 |
1.4638 |
| PP |
1.4597 |
1.4597 |
1.4597 |
1.4577 |
| S1 |
1.4450 |
1.4450 |
1.4510 |
1.4409 |
| S2 |
1.4368 |
1.4368 |
1.4489 |
|
| S3 |
1.4139 |
1.4221 |
1.4468 |
|
| S4 |
1.3910 |
1.3992 |
1.4405 |
|
|
| 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 |
1.5718 |
|
2.618 |
1.5345 |
|
1.618 |
1.5116 |
|
1.000 |
1.4974 |
|
0.618 |
1.4887 |
|
HIGH |
1.4745 |
|
0.618 |
1.4658 |
|
0.500 |
1.4631 |
|
0.382 |
1.4603 |
|
LOW |
1.4516 |
|
0.618 |
1.4374 |
|
1.000 |
1.4287 |
|
1.618 |
1.4145 |
|
2.618 |
1.3916 |
|
4.250 |
1.3543 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4631 |
1.4617 |
| PP |
1.4597 |
1.4588 |
| S1 |
1.4564 |
1.4560 |
|