CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4850 |
1.4890 |
0.0040 |
0.3% |
1.4845 |
| High |
1.4946 |
1.5041 |
0.0095 |
0.6% |
1.4962 |
| Low |
1.4824 |
1.4824 |
0.0000 |
0.0% |
1.4582 |
| Close |
1.4927 |
1.4960 |
0.0033 |
0.2% |
1.4632 |
| Range |
0.0122 |
0.0217 |
0.0095 |
77.9% |
0.0380 |
| ATR |
0.0225 |
0.0225 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
29,857 |
66,065 |
36,208 |
121.3% |
252,295 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5593 |
1.5493 |
1.5079 |
|
| R3 |
1.5376 |
1.5276 |
1.5020 |
|
| R2 |
1.5159 |
1.5159 |
1.5000 |
|
| R1 |
1.5059 |
1.5059 |
1.4980 |
1.5109 |
| PP |
1.4942 |
1.4942 |
1.4942 |
1.4967 |
| S1 |
1.4842 |
1.4842 |
1.4940 |
1.4892 |
| S2 |
1.4725 |
1.4725 |
1.4920 |
|
| S3 |
1.4508 |
1.4625 |
1.4900 |
|
| S4 |
1.4291 |
1.4408 |
1.4841 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5865 |
1.5629 |
1.4841 |
|
| R3 |
1.5485 |
1.5249 |
1.4737 |
|
| R2 |
1.5105 |
1.5105 |
1.4702 |
|
| R1 |
1.4869 |
1.4869 |
1.4667 |
1.4797 |
| PP |
1.4725 |
1.4725 |
1.4725 |
1.4690 |
| S1 |
1.4489 |
1.4489 |
1.4597 |
1.4417 |
| S2 |
1.4345 |
1.4345 |
1.4562 |
|
| S3 |
1.3965 |
1.4109 |
1.4528 |
|
| S4 |
1.3585 |
1.3729 |
1.4423 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5041 |
1.4585 |
0.0456 |
3.0% |
0.0183 |
1.2% |
82% |
True |
False |
55,473 |
| 10 |
1.5041 |
1.4275 |
0.0766 |
5.1% |
0.0210 |
1.4% |
89% |
True |
False |
63,006 |
| 20 |
1.5041 |
1.3850 |
0.1191 |
8.0% |
0.0231 |
1.5% |
93% |
True |
False |
64,322 |
| 40 |
1.5041 |
1.3662 |
0.1379 |
9.2% |
0.0231 |
1.5% |
94% |
True |
False |
38,447 |
| 60 |
1.5041 |
1.3618 |
0.1423 |
9.5% |
0.0235 |
1.6% |
94% |
True |
False |
25,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5963 |
|
2.618 |
1.5609 |
|
1.618 |
1.5392 |
|
1.000 |
1.5258 |
|
0.618 |
1.5175 |
|
HIGH |
1.5041 |
|
0.618 |
1.4958 |
|
0.500 |
1.4933 |
|
0.382 |
1.4907 |
|
LOW |
1.4824 |
|
0.618 |
1.4690 |
|
1.000 |
1.4607 |
|
1.618 |
1.4473 |
|
2.618 |
1.4256 |
|
4.250 |
1.3902 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4951 |
1.4914 |
| PP |
1.4942 |
1.4869 |
| S1 |
1.4933 |
1.4823 |
|