CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4267 |
1.4326 |
0.0059 |
0.4% |
1.4490 |
| High |
1.4379 |
1.4470 |
0.0091 |
0.6% |
1.4782 |
| Low |
1.4244 |
1.4275 |
0.0031 |
0.2% |
1.4270 |
| Close |
1.4348 |
1.4446 |
0.0098 |
0.7% |
1.4306 |
| Range |
0.0135 |
0.0195 |
0.0060 |
44.4% |
0.0512 |
| ATR |
0.0245 |
0.0241 |
-0.0004 |
-1.5% |
0.0000 |
| Volume |
54,380 |
55,690 |
1,310 |
2.4% |
338,916 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4982 |
1.4909 |
1.4553 |
|
| R3 |
1.4787 |
1.4714 |
1.4500 |
|
| R2 |
1.4592 |
1.4592 |
1.4482 |
|
| R1 |
1.4519 |
1.4519 |
1.4464 |
1.4556 |
| PP |
1.4397 |
1.4397 |
1.4397 |
1.4415 |
| S1 |
1.4324 |
1.4324 |
1.4428 |
1.4361 |
| S2 |
1.4202 |
1.4202 |
1.4410 |
|
| S3 |
1.4007 |
1.4129 |
1.4392 |
|
| S4 |
1.3812 |
1.3934 |
1.4339 |
|
|
| 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 |
1.4640 |
1.4112 |
0.0528 |
3.7% |
0.0193 |
1.3% |
63% |
False |
False |
62,476 |
| 10 |
1.4782 |
1.4112 |
0.0670 |
4.6% |
0.0226 |
1.6% |
50% |
False |
False |
66,416 |
| 20 |
1.4782 |
1.3662 |
0.1120 |
7.8% |
0.0246 |
1.7% |
70% |
False |
False |
47,493 |
| 40 |
1.4950 |
1.3662 |
0.1288 |
8.9% |
0.0232 |
1.6% |
61% |
False |
False |
24,113 |
| 60 |
1.5300 |
1.3618 |
0.1682 |
11.6% |
0.0233 |
1.6% |
49% |
False |
False |
16,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5299 |
|
2.618 |
1.4981 |
|
1.618 |
1.4786 |
|
1.000 |
1.4665 |
|
0.618 |
1.4591 |
|
HIGH |
1.4470 |
|
0.618 |
1.4396 |
|
0.500 |
1.4373 |
|
0.382 |
1.4349 |
|
LOW |
1.4275 |
|
0.618 |
1.4154 |
|
1.000 |
1.4080 |
|
1.618 |
1.3959 |
|
2.618 |
1.3764 |
|
4.250 |
1.3446 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4422 |
1.4394 |
| PP |
1.4397 |
1.4343 |
| S1 |
1.4373 |
1.4291 |
|