CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4782 |
1.4539 |
-0.0243 |
-1.6% |
1.4637 |
| High |
1.4816 |
1.4716 |
-0.0100 |
-0.7% |
1.5067 |
| Low |
1.4496 |
1.4466 |
-0.0030 |
-0.2% |
1.4605 |
| Close |
1.4543 |
1.4665 |
0.0122 |
0.8% |
1.4791 |
| Range |
0.0320 |
0.0250 |
-0.0070 |
-21.9% |
0.0462 |
| ATR |
0.0230 |
0.0231 |
0.0001 |
0.6% |
0.0000 |
| Volume |
57,224 |
77,307 |
20,083 |
35.1% |
294,743 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5366 |
1.5265 |
1.4803 |
|
| R3 |
1.5116 |
1.5015 |
1.4734 |
|
| R2 |
1.4866 |
1.4866 |
1.4711 |
|
| R1 |
1.4765 |
1.4765 |
1.4688 |
1.4816 |
| PP |
1.4616 |
1.4616 |
1.4616 |
1.4641 |
| S1 |
1.4515 |
1.4515 |
1.4642 |
1.4566 |
| S2 |
1.4366 |
1.4366 |
1.4619 |
|
| S3 |
1.4116 |
1.4265 |
1.4596 |
|
| S4 |
1.3866 |
1.4015 |
1.4528 |
|
|
| 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 |
1.4466 |
0.0601 |
4.1% |
0.0241 |
1.6% |
33% |
False |
True |
66,873 |
| 10 |
1.5067 |
1.4466 |
0.0601 |
4.1% |
0.0210 |
1.4% |
33% |
False |
True |
61,509 |
| 20 |
1.5067 |
1.4112 |
0.0955 |
6.5% |
0.0216 |
1.5% |
58% |
False |
False |
64,577 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.6% |
0.0239 |
1.6% |
71% |
False |
False |
45,111 |
| 60 |
1.5067 |
1.3662 |
0.1405 |
9.6% |
0.0232 |
1.6% |
71% |
False |
False |
30,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5779 |
|
2.618 |
1.5371 |
|
1.618 |
1.5121 |
|
1.000 |
1.4966 |
|
0.618 |
1.4871 |
|
HIGH |
1.4716 |
|
0.618 |
1.4621 |
|
0.500 |
1.4591 |
|
0.382 |
1.4562 |
|
LOW |
1.4466 |
|
0.618 |
1.4312 |
|
1.000 |
1.4216 |
|
1.618 |
1.4062 |
|
2.618 |
1.3812 |
|
4.250 |
1.3404 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4640 |
1.4705 |
| PP |
1.4616 |
1.4691 |
| S1 |
1.4591 |
1.4678 |
|