CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4629 |
1.4635 |
0.0006 |
0.0% |
1.4782 |
| High |
1.4693 |
1.4815 |
0.0122 |
0.8% |
1.4816 |
| Low |
1.4516 |
1.4617 |
0.0101 |
0.7% |
1.4397 |
| Close |
1.4620 |
1.4767 |
0.0147 |
1.0% |
1.4669 |
| Range |
0.0177 |
0.0198 |
0.0021 |
11.9% |
0.0419 |
| ATR |
0.0229 |
0.0227 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
60,426 |
66,613 |
6,187 |
10.2% |
395,797 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5327 |
1.5245 |
1.4876 |
|
| R3 |
1.5129 |
1.5047 |
1.4821 |
|
| R2 |
1.4931 |
1.4931 |
1.4803 |
|
| R1 |
1.4849 |
1.4849 |
1.4785 |
1.4890 |
| PP |
1.4733 |
1.4733 |
1.4733 |
1.4754 |
| S1 |
1.4651 |
1.4651 |
1.4749 |
1.4692 |
| S2 |
1.4535 |
1.4535 |
1.4731 |
|
| S3 |
1.4337 |
1.4453 |
1.4713 |
|
| S4 |
1.4139 |
1.4255 |
1.4658 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5884 |
1.5696 |
1.4899 |
|
| R3 |
1.5465 |
1.5277 |
1.4784 |
|
| R2 |
1.5046 |
1.5046 |
1.4746 |
|
| R1 |
1.4858 |
1.4858 |
1.4707 |
1.4743 |
| PP |
1.4627 |
1.4627 |
1.4627 |
1.4570 |
| S1 |
1.4439 |
1.4439 |
1.4631 |
1.4324 |
| S2 |
1.4208 |
1.4208 |
1.4592 |
|
| S3 |
1.3789 |
1.4020 |
1.4554 |
|
| S4 |
1.3370 |
1.3601 |
1.4439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4815 |
1.4443 |
0.0372 |
2.5% |
0.0211 |
1.4% |
87% |
True |
False |
79,633 |
| 10 |
1.5067 |
1.4397 |
0.0670 |
4.5% |
0.0234 |
1.6% |
55% |
False |
False |
74,434 |
| 20 |
1.5067 |
1.4275 |
0.0792 |
5.4% |
0.0222 |
1.5% |
62% |
False |
False |
68,720 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.5% |
0.0233 |
1.6% |
79% |
False |
False |
56,766 |
| 60 |
1.5067 |
1.3662 |
0.1405 |
9.5% |
0.0230 |
1.6% |
79% |
False |
False |
38,054 |
| 80 |
1.5300 |
1.3618 |
0.1682 |
11.4% |
0.0229 |
1.6% |
68% |
False |
False |
28,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5657 |
|
2.618 |
1.5333 |
|
1.618 |
1.5135 |
|
1.000 |
1.5013 |
|
0.618 |
1.4937 |
|
HIGH |
1.4815 |
|
0.618 |
1.4739 |
|
0.500 |
1.4716 |
|
0.382 |
1.4693 |
|
LOW |
1.4617 |
|
0.618 |
1.4495 |
|
1.000 |
1.4419 |
|
1.618 |
1.4297 |
|
2.618 |
1.4099 |
|
4.250 |
1.3776 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4750 |
1.4733 |
| PP |
1.4733 |
1.4698 |
| S1 |
1.4716 |
1.4664 |
|