CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4924 |
1.4782 |
-0.0142 |
-1.0% |
1.4637 |
| High |
1.4943 |
1.4816 |
-0.0127 |
-0.8% |
1.5067 |
| Low |
1.4753 |
1.4496 |
-0.0257 |
-1.7% |
1.4605 |
| Close |
1.4791 |
1.4543 |
-0.0248 |
-1.7% |
1.4791 |
| Range |
0.0190 |
0.0320 |
0.0130 |
68.4% |
0.0462 |
| ATR |
0.0223 |
0.0230 |
0.0007 |
3.1% |
0.0000 |
| Volume |
58,094 |
57,224 |
-870 |
-1.5% |
294,743 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5578 |
1.5381 |
1.4719 |
|
| R3 |
1.5258 |
1.5061 |
1.4631 |
|
| R2 |
1.4938 |
1.4938 |
1.4602 |
|
| R1 |
1.4741 |
1.4741 |
1.4572 |
1.4680 |
| PP |
1.4618 |
1.4618 |
1.4618 |
1.4588 |
| S1 |
1.4421 |
1.4421 |
1.4514 |
1.4360 |
| S2 |
1.4298 |
1.4298 |
1.4484 |
|
| S3 |
1.3978 |
1.4101 |
1.4455 |
|
| S4 |
1.3658 |
1.3781 |
1.4367 |
|
|
| 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 |
1.4496 |
0.0571 |
3.9% |
0.0216 |
1.5% |
8% |
False |
True |
57,383 |
| 10 |
1.5067 |
1.4496 |
0.0571 |
3.9% |
0.0214 |
1.5% |
8% |
False |
True |
60,426 |
| 20 |
1.5067 |
1.4112 |
0.0955 |
6.6% |
0.0214 |
1.5% |
45% |
False |
False |
63,794 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.7% |
0.0239 |
1.6% |
63% |
False |
False |
43,181 |
| 60 |
1.5067 |
1.3618 |
0.1449 |
10.0% |
0.0231 |
1.6% |
64% |
False |
False |
28,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6176 |
|
2.618 |
1.5654 |
|
1.618 |
1.5334 |
|
1.000 |
1.5136 |
|
0.618 |
1.5014 |
|
HIGH |
1.4816 |
|
0.618 |
1.4694 |
|
0.500 |
1.4656 |
|
0.382 |
1.4618 |
|
LOW |
1.4496 |
|
0.618 |
1.4298 |
|
1.000 |
1.4176 |
|
1.618 |
1.3978 |
|
2.618 |
1.3658 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4656 |
1.4782 |
| PP |
1.4618 |
1.4702 |
| S1 |
1.4581 |
1.4623 |
|