CME British Pound Future June 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1.4890 |
1.4989 |
0.0099 |
0.7% |
1.4845 |
High |
1.5041 |
1.5067 |
0.0026 |
0.2% |
1.4962 |
Low |
1.4824 |
1.4838 |
0.0014 |
0.1% |
1.4582 |
Close |
1.4960 |
1.4922 |
-0.0038 |
-0.3% |
1.4632 |
Range |
0.0217 |
0.0229 |
0.0012 |
5.5% |
0.0380 |
ATR |
0.0225 |
0.0225 |
0.0000 |
0.1% |
0.0000 |
Volume |
66,065 |
75,678 |
9,613 |
14.6% |
252,295 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5629 |
1.5505 |
1.5048 |
|
R3 |
1.5400 |
1.5276 |
1.4985 |
|
R2 |
1.5171 |
1.5171 |
1.4964 |
|
R1 |
1.5047 |
1.5047 |
1.4943 |
1.4995 |
PP |
1.4942 |
1.4942 |
1.4942 |
1.4916 |
S1 |
1.4818 |
1.4818 |
1.4901 |
1.4766 |
S2 |
1.4713 |
1.4713 |
1.4880 |
|
S3 |
1.4484 |
1.4589 |
1.4859 |
|
S4 |
1.4255 |
1.4360 |
1.4796 |
|
|
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 |
1.5067 |
1.4585 |
0.0482 |
3.2% |
0.0206 |
1.4% |
70% |
True |
False |
57,099 |
10 |
1.5067 |
1.4450 |
0.0617 |
4.1% |
0.0214 |
1.4% |
76% |
True |
False |
65,004 |
20 |
1.5067 |
1.4112 |
0.0955 |
6.4% |
0.0220 |
1.5% |
85% |
True |
False |
65,710 |
40 |
1.5067 |
1.3662 |
0.1405 |
9.4% |
0.0233 |
1.6% |
90% |
True |
False |
40,337 |
60 |
1.5067 |
1.3618 |
0.1449 |
9.7% |
0.0225 |
1.5% |
90% |
True |
False |
26,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6040 |
2.618 |
1.5667 |
1.618 |
1.5438 |
1.000 |
1.5296 |
0.618 |
1.5209 |
HIGH |
1.5067 |
0.618 |
1.4980 |
0.500 |
1.4953 |
0.382 |
1.4925 |
LOW |
1.4838 |
0.618 |
1.4696 |
1.000 |
1.4609 |
1.618 |
1.4467 |
2.618 |
1.4238 |
4.250 |
1.3865 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4953 |
1.4946 |
PP |
1.4942 |
1.4938 |
S1 |
1.4932 |
1.4930 |
|