CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4635 |
1.4758 |
0.0123 |
0.8% |
1.4782 |
| High |
1.4815 |
1.4953 |
0.0138 |
0.9% |
1.4816 |
| Low |
1.4617 |
1.4701 |
0.0084 |
0.6% |
1.4397 |
| Close |
1.4767 |
1.4820 |
0.0053 |
0.4% |
1.4669 |
| Range |
0.0198 |
0.0252 |
0.0054 |
27.3% |
0.0419 |
| ATR |
0.0227 |
0.0229 |
0.0002 |
0.8% |
0.0000 |
| Volume |
66,613 |
68,997 |
2,384 |
3.6% |
395,797 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5581 |
1.5452 |
1.4959 |
|
| R3 |
1.5329 |
1.5200 |
1.4889 |
|
| R2 |
1.5077 |
1.5077 |
1.4866 |
|
| R1 |
1.4948 |
1.4948 |
1.4843 |
1.5013 |
| PP |
1.4825 |
1.4825 |
1.4825 |
1.4857 |
| S1 |
1.4696 |
1.4696 |
1.4797 |
1.4761 |
| S2 |
1.4573 |
1.4573 |
1.4774 |
|
| S3 |
1.4321 |
1.4444 |
1.4751 |
|
| S4 |
1.4069 |
1.4192 |
1.4681 |
|
|
| 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 |
1.4953 |
1.4513 |
0.0440 |
3.0% |
0.0202 |
1.4% |
70% |
True |
False |
71,653 |
| 10 |
1.4953 |
1.4397 |
0.0556 |
3.8% |
0.0236 |
1.6% |
76% |
True |
False |
73,766 |
| 20 |
1.5067 |
1.4397 |
0.0670 |
4.5% |
0.0225 |
1.5% |
63% |
False |
False |
69,385 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.5% |
0.0235 |
1.6% |
82% |
False |
False |
58,439 |
| 60 |
1.5067 |
1.3662 |
0.1405 |
9.5% |
0.0229 |
1.5% |
82% |
False |
False |
39,204 |
| 80 |
1.5300 |
1.3618 |
0.1682 |
11.3% |
0.0231 |
1.6% |
71% |
False |
False |
29,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6024 |
|
2.618 |
1.5613 |
|
1.618 |
1.5361 |
|
1.000 |
1.5205 |
|
0.618 |
1.5109 |
|
HIGH |
1.4953 |
|
0.618 |
1.4857 |
|
0.500 |
1.4827 |
|
0.382 |
1.4797 |
|
LOW |
1.4701 |
|
0.618 |
1.4545 |
|
1.000 |
1.4449 |
|
1.618 |
1.4293 |
|
2.618 |
1.4041 |
|
4.250 |
1.3630 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4827 |
1.4792 |
| PP |
1.4825 |
1.4763 |
| S1 |
1.4822 |
1.4735 |
|