CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4668 |
1.4484 |
-0.0184 |
-1.3% |
1.4637 |
| High |
1.4687 |
1.4743 |
0.0056 |
0.4% |
1.5067 |
| Low |
1.4397 |
1.4443 |
0.0046 |
0.3% |
1.4605 |
| Close |
1.4503 |
1.4694 |
0.0191 |
1.3% |
1.4791 |
| Range |
0.0290 |
0.0300 |
0.0010 |
3.4% |
0.0462 |
| ATR |
0.0235 |
0.0240 |
0.0005 |
2.0% |
0.0000 |
| Volume |
77,873 |
108,893 |
31,020 |
39.8% |
294,743 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5527 |
1.5410 |
1.4859 |
|
| R3 |
1.5227 |
1.5110 |
1.4777 |
|
| R2 |
1.4927 |
1.4927 |
1.4749 |
|
| R1 |
1.4810 |
1.4810 |
1.4722 |
1.4869 |
| PP |
1.4627 |
1.4627 |
1.4627 |
1.4656 |
| S1 |
1.4510 |
1.4510 |
1.4667 |
1.4569 |
| S2 |
1.4327 |
1.4327 |
1.4639 |
|
| S3 |
1.4027 |
1.4210 |
1.4612 |
|
| S4 |
1.3727 |
1.3910 |
1.4529 |
|
|
| 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 |
1.4943 |
1.4397 |
0.0546 |
3.7% |
0.0270 |
1.8% |
54% |
False |
False |
75,878 |
| 10 |
1.5067 |
1.4397 |
0.0670 |
4.6% |
0.0238 |
1.6% |
44% |
False |
False |
66,488 |
| 20 |
1.5067 |
1.4112 |
0.0955 |
6.5% |
0.0223 |
1.5% |
61% |
False |
False |
67,091 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.6% |
0.0245 |
1.7% |
73% |
False |
False |
49,719 |
| 60 |
1.5067 |
1.3662 |
0.1405 |
9.6% |
0.0233 |
1.6% |
73% |
False |
False |
33,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6018 |
|
2.618 |
1.5528 |
|
1.618 |
1.5228 |
|
1.000 |
1.5043 |
|
0.618 |
1.4928 |
|
HIGH |
1.4743 |
|
0.618 |
1.4628 |
|
0.500 |
1.4593 |
|
0.382 |
1.4558 |
|
LOW |
1.4443 |
|
0.618 |
1.4258 |
|
1.000 |
1.4143 |
|
1.618 |
1.3958 |
|
2.618 |
1.3658 |
|
4.250 |
1.3168 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4660 |
1.4653 |
| PP |
1.4627 |
1.4611 |
| S1 |
1.4593 |
1.4570 |
|