CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4989 |
1.4924 |
-0.0065 |
-0.4% |
1.4637 |
| High |
1.5067 |
1.4943 |
-0.0124 |
-0.8% |
1.5067 |
| Low |
1.4838 |
1.4753 |
-0.0085 |
-0.6% |
1.4605 |
| Close |
1.4922 |
1.4791 |
-0.0131 |
-0.9% |
1.4791 |
| Range |
0.0229 |
0.0190 |
-0.0039 |
-17.0% |
0.0462 |
| ATR |
0.0225 |
0.0223 |
-0.0003 |
-1.1% |
0.0000 |
| Volume |
75,678 |
58,094 |
-17,584 |
-23.2% |
294,743 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5399 |
1.5285 |
1.4896 |
|
| R3 |
1.5209 |
1.5095 |
1.4843 |
|
| R2 |
1.5019 |
1.5019 |
1.4826 |
|
| R1 |
1.4905 |
1.4905 |
1.4808 |
1.4867 |
| PP |
1.4829 |
1.4829 |
1.4829 |
1.4810 |
| S1 |
1.4715 |
1.4715 |
1.4774 |
1.4677 |
| S2 |
1.4639 |
1.4639 |
1.4756 |
|
| S3 |
1.4449 |
1.4525 |
1.4739 |
|
| S4 |
1.4259 |
1.4335 |
1.4687 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6207 |
1.5961 |
1.5045 |
|
| R3 |
1.5745 |
1.5499 |
1.4918 |
|
| R2 |
1.5283 |
1.5283 |
1.4876 |
|
| R1 |
1.5037 |
1.5037 |
1.4833 |
1.5160 |
| PP |
1.4821 |
1.4821 |
1.4821 |
1.4883 |
| S1 |
1.4575 |
1.4575 |
1.4749 |
1.4698 |
| S2 |
1.4359 |
1.4359 |
1.4706 |
|
| S3 |
1.3897 |
1.4113 |
1.4664 |
|
| S4 |
1.3435 |
1.3651 |
1.4537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5067 |
1.4605 |
0.0462 |
3.1% |
0.0205 |
1.4% |
40% |
False |
False |
58,948 |
| 10 |
1.5067 |
1.4582 |
0.0485 |
3.3% |
0.0202 |
1.4% |
43% |
False |
False |
64,297 |
| 20 |
1.5067 |
1.4112 |
0.0955 |
6.5% |
0.0208 |
1.4% |
71% |
False |
False |
64,892 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.5% |
0.0236 |
1.6% |
80% |
False |
False |
41,788 |
| 60 |
1.5067 |
1.3618 |
0.1449 |
9.8% |
0.0227 |
1.5% |
81% |
False |
False |
27,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5751 |
|
2.618 |
1.5440 |
|
1.618 |
1.5250 |
|
1.000 |
1.5133 |
|
0.618 |
1.5060 |
|
HIGH |
1.4943 |
|
0.618 |
1.4870 |
|
0.500 |
1.4848 |
|
0.382 |
1.4826 |
|
LOW |
1.4753 |
|
0.618 |
1.4636 |
|
1.000 |
1.4563 |
|
1.618 |
1.4446 |
|
2.618 |
1.4256 |
|
4.250 |
1.3946 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4848 |
1.4910 |
| PP |
1.4829 |
1.4870 |
| S1 |
1.4810 |
1.4831 |
|