CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4539 |
1.4668 |
0.0129 |
0.9% |
1.4637 |
| High |
1.4716 |
1.4687 |
-0.0029 |
-0.2% |
1.5067 |
| Low |
1.4466 |
1.4397 |
-0.0069 |
-0.5% |
1.4605 |
| Close |
1.4665 |
1.4503 |
-0.0162 |
-1.1% |
1.4791 |
| Range |
0.0250 |
0.0290 |
0.0040 |
16.0% |
0.0462 |
| ATR |
0.0231 |
0.0235 |
0.0004 |
1.8% |
0.0000 |
| Volume |
77,307 |
77,873 |
566 |
0.7% |
294,743 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5399 |
1.5241 |
1.4663 |
|
| R3 |
1.5109 |
1.4951 |
1.4583 |
|
| R2 |
1.4819 |
1.4819 |
1.4556 |
|
| R1 |
1.4661 |
1.4661 |
1.4530 |
1.4595 |
| PP |
1.4529 |
1.4529 |
1.4529 |
1.4496 |
| S1 |
1.4371 |
1.4371 |
1.4476 |
1.4305 |
| S2 |
1.4239 |
1.4239 |
1.4450 |
|
| S3 |
1.3949 |
1.4081 |
1.4423 |
|
| S4 |
1.3659 |
1.3791 |
1.4344 |
|
|
| 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 |
1.4397 |
0.0670 |
4.6% |
0.0256 |
1.8% |
16% |
False |
True |
69,235 |
| 10 |
1.5067 |
1.4397 |
0.0670 |
4.6% |
0.0220 |
1.5% |
16% |
False |
True |
62,354 |
| 20 |
1.5067 |
1.4112 |
0.0955 |
6.6% |
0.0219 |
1.5% |
41% |
False |
False |
65,359 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.7% |
0.0242 |
1.7% |
60% |
False |
False |
47,056 |
| 60 |
1.5067 |
1.3662 |
0.1405 |
9.7% |
0.0233 |
1.6% |
60% |
False |
False |
31,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5920 |
|
2.618 |
1.5446 |
|
1.618 |
1.5156 |
|
1.000 |
1.4977 |
|
0.618 |
1.4866 |
|
HIGH |
1.4687 |
|
0.618 |
1.4576 |
|
0.500 |
1.4542 |
|
0.382 |
1.4508 |
|
LOW |
1.4397 |
|
0.618 |
1.4218 |
|
1.000 |
1.4107 |
|
1.618 |
1.3928 |
|
2.618 |
1.3638 |
|
4.250 |
1.3165 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4542 |
1.4607 |
| PP |
1.4529 |
1.4572 |
| S1 |
1.4516 |
1.4538 |
|