CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4744 |
1.4734 |
-0.0010 |
-0.1% |
1.4250 |
| High |
1.4779 |
1.4751 |
-0.0028 |
-0.2% |
1.4849 |
| Low |
1.4582 |
1.4635 |
0.0053 |
0.4% |
1.4112 |
| Close |
1.4728 |
1.4685 |
-0.0043 |
-0.3% |
1.4825 |
| Range |
0.0197 |
0.0116 |
-0.0081 |
-41.1% |
0.0737 |
| ATR |
0.0243 |
0.0234 |
-0.0009 |
-3.7% |
0.0000 |
| Volume |
69,418 |
67,552 |
-1,866 |
-2.7% |
332,719 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5038 |
1.4978 |
1.4749 |
|
| R3 |
1.4922 |
1.4862 |
1.4717 |
|
| R2 |
1.4806 |
1.4806 |
1.4706 |
|
| R1 |
1.4746 |
1.4746 |
1.4696 |
1.4718 |
| PP |
1.4690 |
1.4690 |
1.4690 |
1.4677 |
| S1 |
1.4630 |
1.4630 |
1.4674 |
1.4602 |
| S2 |
1.4574 |
1.4574 |
1.4664 |
|
| S3 |
1.4458 |
1.4514 |
1.4653 |
|
| S4 |
1.4342 |
1.4398 |
1.4621 |
|
|
| 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 |
1.4450 |
0.0512 |
3.5% |
0.0222 |
1.5% |
46% |
False |
False |
72,910 |
| 10 |
1.4962 |
1.4112 |
0.0850 |
5.8% |
0.0207 |
1.4% |
67% |
False |
False |
67,693 |
| 20 |
1.4962 |
1.3662 |
0.1300 |
8.9% |
0.0236 |
1.6% |
79% |
False |
False |
63,633 |
| 40 |
1.4962 |
1.3662 |
0.1300 |
8.9% |
0.0228 |
1.6% |
79% |
False |
False |
33,214 |
| 60 |
1.4962 |
1.3618 |
0.1344 |
9.2% |
0.0230 |
1.6% |
79% |
False |
False |
22,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5244 |
|
2.618 |
1.5055 |
|
1.618 |
1.4939 |
|
1.000 |
1.4867 |
|
0.618 |
1.4823 |
|
HIGH |
1.4751 |
|
0.618 |
1.4707 |
|
0.500 |
1.4693 |
|
0.382 |
1.4679 |
|
LOW |
1.4635 |
|
0.618 |
1.4563 |
|
1.000 |
1.4519 |
|
1.618 |
1.4447 |
|
2.618 |
1.4331 |
|
4.250 |
1.4142 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4693 |
1.4772 |
| PP |
1.4690 |
1.4743 |
| S1 |
1.4688 |
1.4714 |
|