CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4734 |
1.4702 |
-0.0032 |
-0.2% |
1.4250 |
| High |
1.4751 |
1.4780 |
0.0029 |
0.2% |
1.4849 |
| Low |
1.4635 |
1.4585 |
-0.0050 |
-0.3% |
1.4112 |
| Close |
1.4685 |
1.4632 |
-0.0053 |
-0.4% |
1.4825 |
| Range |
0.0116 |
0.0195 |
0.0079 |
68.1% |
0.0737 |
| ATR |
0.0234 |
0.0231 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
67,552 |
48,846 |
-18,706 |
-27.7% |
332,719 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5251 |
1.5136 |
1.4739 |
|
| R3 |
1.5056 |
1.4941 |
1.4686 |
|
| R2 |
1.4861 |
1.4861 |
1.4668 |
|
| R1 |
1.4746 |
1.4746 |
1.4650 |
1.4706 |
| PP |
1.4666 |
1.4666 |
1.4666 |
1.4646 |
| S1 |
1.4551 |
1.4551 |
1.4614 |
1.4511 |
| S2 |
1.4471 |
1.4471 |
1.4596 |
|
| S3 |
1.4276 |
1.4356 |
1.4578 |
|
| S4 |
1.4081 |
1.4161 |
1.4525 |
|
|
| 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 |
1.4582 |
0.0380 |
2.6% |
0.0200 |
1.4% |
13% |
False |
False |
69,647 |
| 10 |
1.4962 |
1.4112 |
0.0850 |
5.8% |
0.0205 |
1.4% |
61% |
False |
False |
64,452 |
| 20 |
1.4962 |
1.3707 |
0.1255 |
8.6% |
0.0234 |
1.6% |
74% |
False |
False |
64,548 |
| 40 |
1.4962 |
1.3662 |
0.1300 |
8.9% |
0.0229 |
1.6% |
75% |
False |
False |
34,433 |
| 60 |
1.4962 |
1.3618 |
0.1344 |
9.2% |
0.0231 |
1.6% |
75% |
False |
False |
23,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5609 |
|
2.618 |
1.5291 |
|
1.618 |
1.5096 |
|
1.000 |
1.4975 |
|
0.618 |
1.4901 |
|
HIGH |
1.4780 |
|
0.618 |
1.4706 |
|
0.500 |
1.4683 |
|
0.382 |
1.4659 |
|
LOW |
1.4585 |
|
0.618 |
1.4464 |
|
1.000 |
1.4390 |
|
1.618 |
1.4269 |
|
2.618 |
1.4074 |
|
4.250 |
1.3756 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4683 |
1.4681 |
| PP |
1.4666 |
1.4665 |
| S1 |
1.4649 |
1.4648 |
|