CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4458 |
1.4250 |
-0.0208 |
-1.4% |
1.4490 |
| High |
1.4497 |
1.4305 |
-0.0192 |
-1.3% |
1.4782 |
| Low |
1.4270 |
1.4112 |
-0.0158 |
-1.1% |
1.4270 |
| Close |
1.4306 |
1.4199 |
-0.0107 |
-0.7% |
1.4306 |
| Range |
0.0227 |
0.0193 |
-0.0034 |
-15.0% |
0.0512 |
| ATR |
0.0254 |
0.0250 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
59,509 |
61,544 |
2,035 |
3.4% |
338,916 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4784 |
1.4685 |
1.4305 |
|
| R3 |
1.4591 |
1.4492 |
1.4252 |
|
| R2 |
1.4398 |
1.4398 |
1.4234 |
|
| R1 |
1.4299 |
1.4299 |
1.4217 |
1.4252 |
| PP |
1.4205 |
1.4205 |
1.4205 |
1.4182 |
| S1 |
1.4106 |
1.4106 |
1.4181 |
1.4059 |
| S2 |
1.4012 |
1.4012 |
1.4164 |
|
| S3 |
1.3819 |
1.3913 |
1.4146 |
|
| S4 |
1.3626 |
1.3720 |
1.4093 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5989 |
1.5659 |
1.4588 |
|
| R3 |
1.5477 |
1.5147 |
1.4447 |
|
| R2 |
1.4965 |
1.4965 |
1.4400 |
|
| R1 |
1.4635 |
1.4635 |
1.4353 |
1.4544 |
| PP |
1.4453 |
1.4453 |
1.4453 |
1.4407 |
| S1 |
1.4123 |
1.4123 |
1.4259 |
1.4032 |
| S2 |
1.3941 |
1.3941 |
1.4212 |
|
| S3 |
1.3429 |
1.3611 |
1.4165 |
|
| S4 |
1.2917 |
1.3099 |
1.4024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4782 |
1.4112 |
0.0670 |
4.7% |
0.0218 |
1.5% |
13% |
False |
True |
67,761 |
| 10 |
1.4782 |
1.3850 |
0.0932 |
6.6% |
0.0256 |
1.8% |
37% |
False |
False |
66,945 |
| 20 |
1.4782 |
1.3662 |
0.1120 |
7.9% |
0.0254 |
1.8% |
48% |
False |
False |
42,140 |
| 40 |
1.4950 |
1.3662 |
0.1288 |
9.1% |
0.0236 |
1.7% |
42% |
False |
False |
21,364 |
| 60 |
1.5300 |
1.3618 |
0.1682 |
11.8% |
0.0229 |
1.6% |
35% |
False |
False |
14,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5125 |
|
2.618 |
1.4810 |
|
1.618 |
1.4617 |
|
1.000 |
1.4498 |
|
0.618 |
1.4424 |
|
HIGH |
1.4305 |
|
0.618 |
1.4231 |
|
0.500 |
1.4209 |
|
0.382 |
1.4186 |
|
LOW |
1.4112 |
|
0.618 |
1.3993 |
|
1.000 |
1.3919 |
|
1.618 |
1.3800 |
|
2.618 |
1.3607 |
|
4.250 |
1.3292 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4209 |
1.4376 |
| PP |
1.4205 |
1.4317 |
| S1 |
1.4202 |
1.4258 |
|