CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4845 |
1.4744 |
-0.0101 |
-0.7% |
1.4250 |
| High |
1.4962 |
1.4779 |
-0.0183 |
-1.2% |
1.4849 |
| Low |
1.4671 |
1.4582 |
-0.0089 |
-0.6% |
1.4112 |
| Close |
1.4726 |
1.4728 |
0.0002 |
0.0% |
1.4825 |
| Range |
0.0291 |
0.0197 |
-0.0094 |
-32.3% |
0.0737 |
| ATR |
0.0246 |
0.0243 |
-0.0004 |
-1.4% |
0.0000 |
| Volume |
66,479 |
69,418 |
2,939 |
4.4% |
332,719 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5287 |
1.5205 |
1.4836 |
|
| R3 |
1.5090 |
1.5008 |
1.4782 |
|
| R2 |
1.4893 |
1.4893 |
1.4764 |
|
| R1 |
1.4811 |
1.4811 |
1.4746 |
1.4754 |
| PP |
1.4696 |
1.4696 |
1.4696 |
1.4668 |
| S1 |
1.4614 |
1.4614 |
1.4710 |
1.4557 |
| S2 |
1.4499 |
1.4499 |
1.4692 |
|
| S3 |
1.4302 |
1.4417 |
1.4674 |
|
| S4 |
1.4105 |
1.4220 |
1.4620 |
|
|
| 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 |
1.4275 |
0.0687 |
4.7% |
0.0237 |
1.6% |
66% |
False |
False |
70,538 |
| 10 |
1.4962 |
1.4112 |
0.0850 |
5.8% |
0.0219 |
1.5% |
72% |
False |
False |
68,365 |
| 20 |
1.4962 |
1.3662 |
0.1300 |
8.8% |
0.0241 |
1.6% |
82% |
False |
False |
61,437 |
| 40 |
1.4962 |
1.3662 |
0.1300 |
8.8% |
0.0235 |
1.6% |
82% |
False |
False |
31,532 |
| 60 |
1.4962 |
1.3618 |
0.1344 |
9.1% |
0.0232 |
1.6% |
83% |
False |
False |
21,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5616 |
|
2.618 |
1.5295 |
|
1.618 |
1.5098 |
|
1.000 |
1.4976 |
|
0.618 |
1.4901 |
|
HIGH |
1.4779 |
|
0.618 |
1.4704 |
|
0.500 |
1.4681 |
|
0.382 |
1.4657 |
|
LOW |
1.4582 |
|
0.618 |
1.4460 |
|
1.000 |
1.4385 |
|
1.618 |
1.4263 |
|
2.618 |
1.4066 |
|
4.250 |
1.3745 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4712 |
1.4772 |
| PP |
1.4696 |
1.4757 |
| S1 |
1.4681 |
1.4743 |
|