CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4732 |
1.4845 |
0.0113 |
0.8% |
1.4250 |
| High |
1.4849 |
1.4962 |
0.0113 |
0.8% |
1.4849 |
| Low |
1.4650 |
1.4671 |
0.0021 |
0.1% |
1.4112 |
| Close |
1.4825 |
1.4726 |
-0.0099 |
-0.7% |
1.4825 |
| Range |
0.0199 |
0.0291 |
0.0092 |
46.2% |
0.0737 |
| ATR |
0.0243 |
0.0246 |
0.0003 |
1.4% |
0.0000 |
| Volume |
95,941 |
66,479 |
-29,462 |
-30.7% |
332,719 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5659 |
1.5484 |
1.4886 |
|
| R3 |
1.5368 |
1.5193 |
1.4806 |
|
| R2 |
1.5077 |
1.5077 |
1.4779 |
|
| R1 |
1.4902 |
1.4902 |
1.4753 |
1.4844 |
| PP |
1.4786 |
1.4786 |
1.4786 |
1.4758 |
| S1 |
1.4611 |
1.4611 |
1.4699 |
1.4553 |
| S2 |
1.4495 |
1.4495 |
1.4673 |
|
| S3 |
1.4204 |
1.4320 |
1.4646 |
|
| S4 |
1.3913 |
1.4029 |
1.4566 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6806 |
1.6553 |
1.5230 |
|
| R3 |
1.6069 |
1.5816 |
1.5028 |
|
| R2 |
1.5332 |
1.5332 |
1.4960 |
|
| R1 |
1.5079 |
1.5079 |
1.4893 |
1.5206 |
| PP |
1.4595 |
1.4595 |
1.4595 |
1.4659 |
| S1 |
1.4342 |
1.4342 |
1.4757 |
1.4469 |
| S2 |
1.3858 |
1.3858 |
1.4690 |
|
| S3 |
1.3121 |
1.3605 |
1.4622 |
|
| S4 |
1.2384 |
1.2868 |
1.4420 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4962 |
1.4244 |
0.0718 |
4.9% |
0.0225 |
1.5% |
67% |
True |
False |
67,530 |
| 10 |
1.4962 |
1.4112 |
0.0850 |
5.8% |
0.0222 |
1.5% |
72% |
True |
False |
67,646 |
| 20 |
1.4962 |
1.3662 |
0.1300 |
8.8% |
0.0253 |
1.7% |
82% |
True |
False |
58,277 |
| 40 |
1.4962 |
1.3662 |
0.1300 |
8.8% |
0.0236 |
1.6% |
82% |
True |
False |
29,797 |
| 60 |
1.4975 |
1.3618 |
0.1357 |
9.2% |
0.0232 |
1.6% |
82% |
False |
False |
19,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6199 |
|
2.618 |
1.5724 |
|
1.618 |
1.5433 |
|
1.000 |
1.5253 |
|
0.618 |
1.5142 |
|
HIGH |
1.4962 |
|
0.618 |
1.4851 |
|
0.500 |
1.4817 |
|
0.382 |
1.4782 |
|
LOW |
1.4671 |
|
0.618 |
1.4491 |
|
1.000 |
1.4380 |
|
1.618 |
1.4200 |
|
2.618 |
1.3909 |
|
4.250 |
1.3434 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4817 |
1.4719 |
| PP |
1.4786 |
1.4713 |
| S1 |
1.4756 |
1.4706 |
|