CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4250 |
1.4267 |
0.0017 |
0.1% |
1.4490 |
| High |
1.4305 |
1.4379 |
0.0074 |
0.5% |
1.4782 |
| Low |
1.4112 |
1.4244 |
0.0132 |
0.9% |
1.4270 |
| Close |
1.4199 |
1.4348 |
0.0149 |
1.0% |
1.4306 |
| Range |
0.0193 |
0.0135 |
-0.0058 |
-30.1% |
0.0512 |
| ATR |
0.0250 |
0.0245 |
-0.0005 |
-2.0% |
0.0000 |
| Volume |
61,544 |
54,380 |
-7,164 |
-11.6% |
338,916 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4729 |
1.4673 |
1.4422 |
|
| R3 |
1.4594 |
1.4538 |
1.4385 |
|
| R2 |
1.4459 |
1.4459 |
1.4373 |
|
| R1 |
1.4403 |
1.4403 |
1.4360 |
1.4431 |
| PP |
1.4324 |
1.4324 |
1.4324 |
1.4338 |
| S1 |
1.4268 |
1.4268 |
1.4336 |
1.4296 |
| S2 |
1.4189 |
1.4189 |
1.4323 |
|
| S3 |
1.4054 |
1.4133 |
1.4311 |
|
| S4 |
1.3919 |
1.3998 |
1.4274 |
|
|
| 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 |
1.4745 |
1.4112 |
0.0633 |
4.4% |
0.0200 |
1.4% |
37% |
False |
False |
66,192 |
| 10 |
1.4782 |
1.3850 |
0.0932 |
6.5% |
0.0252 |
1.8% |
53% |
False |
False |
65,639 |
| 20 |
1.4782 |
1.3662 |
0.1120 |
7.8% |
0.0244 |
1.7% |
61% |
False |
False |
44,812 |
| 40 |
1.4950 |
1.3662 |
0.1288 |
9.0% |
0.0234 |
1.6% |
53% |
False |
False |
22,722 |
| 60 |
1.5300 |
1.3618 |
0.1682 |
11.7% |
0.0231 |
1.6% |
43% |
False |
False |
15,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4953 |
|
2.618 |
1.4732 |
|
1.618 |
1.4597 |
|
1.000 |
1.4514 |
|
0.618 |
1.4462 |
|
HIGH |
1.4379 |
|
0.618 |
1.4327 |
|
0.500 |
1.4312 |
|
0.382 |
1.4296 |
|
LOW |
1.4244 |
|
0.618 |
1.4161 |
|
1.000 |
1.4109 |
|
1.618 |
1.4026 |
|
2.618 |
1.3891 |
|
4.250 |
1.3670 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4336 |
1.4334 |
| PP |
1.4324 |
1.4319 |
| S1 |
1.4312 |
1.4305 |
|