CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4180 |
1.4248 |
0.0068 |
0.5% |
1.4473 |
| High |
1.4295 |
1.4373 |
0.0078 |
0.5% |
1.4760 |
| Low |
1.4180 |
1.4248 |
0.0068 |
0.5% |
1.4310 |
| Close |
1.4208 |
1.4357 |
0.0149 |
1.0% |
1.4315 |
| Range |
0.0115 |
0.0125 |
0.0010 |
8.7% |
0.0450 |
| ATR |
0.0000 |
0.0138 |
0.0138 |
|
0.0000 |
| Volume |
5 |
7 |
2 |
40.0% |
166 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4701 |
1.4654 |
1.4426 |
|
| R3 |
1.4576 |
1.4529 |
1.4391 |
|
| R2 |
1.4451 |
1.4451 |
1.4380 |
|
| R1 |
1.4404 |
1.4404 |
1.4368 |
1.4428 |
| PP |
1.4326 |
1.4326 |
1.4326 |
1.4338 |
| S1 |
1.4279 |
1.4279 |
1.4346 |
1.4303 |
| S2 |
1.4201 |
1.4201 |
1.4334 |
|
| S3 |
1.4076 |
1.4154 |
1.4323 |
|
| S4 |
1.3951 |
1.4029 |
1.4288 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5812 |
1.5513 |
1.4563 |
|
| R3 |
1.5362 |
1.5063 |
1.4439 |
|
| R2 |
1.4912 |
1.4912 |
1.4398 |
|
| R1 |
1.4613 |
1.4613 |
1.4356 |
1.4538 |
| PP |
1.4462 |
1.4462 |
1.4462 |
1.4424 |
| S1 |
1.4163 |
1.4163 |
1.4274 |
1.4088 |
| S2 |
1.4012 |
1.4012 |
1.4233 |
|
| S3 |
1.3562 |
1.3713 |
1.4191 |
|
| S4 |
1.3112 |
1.3263 |
1.4068 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4904 |
|
2.618 |
1.4700 |
|
1.618 |
1.4575 |
|
1.000 |
1.4498 |
|
0.618 |
1.4450 |
|
HIGH |
1.4373 |
|
0.618 |
1.4325 |
|
0.500 |
1.4311 |
|
0.382 |
1.4296 |
|
LOW |
1.4248 |
|
0.618 |
1.4171 |
|
1.000 |
1.4123 |
|
1.618 |
1.4046 |
|
2.618 |
1.3921 |
|
4.250 |
1.3717 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4342 |
1.4346 |
| PP |
1.4326 |
1.4334 |
| S1 |
1.4311 |
1.4323 |
|