CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4668 |
1.4775 |
0.0107 |
0.7% |
1.4180 |
| High |
1.4736 |
1.4850 |
0.0114 |
0.8% |
1.4850 |
| Low |
1.4668 |
1.4775 |
0.0107 |
0.7% |
1.4180 |
| Close |
1.4721 |
1.4832 |
0.0111 |
0.8% |
1.4832 |
| Range |
0.0068 |
0.0075 |
0.0007 |
10.3% |
0.0670 |
| ATR |
0.0146 |
0.0145 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
6 |
10 |
4 |
66.7% |
45 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5044 |
1.5013 |
1.4873 |
|
| R3 |
1.4969 |
1.4938 |
1.4853 |
|
| R2 |
1.4894 |
1.4894 |
1.4846 |
|
| R1 |
1.4863 |
1.4863 |
1.4839 |
1.4879 |
| PP |
1.4819 |
1.4819 |
1.4819 |
1.4827 |
| S1 |
1.4788 |
1.4788 |
1.4825 |
1.4804 |
| S2 |
1.4744 |
1.4744 |
1.4818 |
|
| S3 |
1.4669 |
1.4713 |
1.4811 |
|
| S4 |
1.4594 |
1.4638 |
1.4791 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6631 |
1.6401 |
1.5201 |
|
| R3 |
1.5961 |
1.5731 |
1.5016 |
|
| R2 |
1.5291 |
1.5291 |
1.4955 |
|
| R1 |
1.5061 |
1.5061 |
1.4893 |
1.5176 |
| PP |
1.4621 |
1.4621 |
1.4621 |
1.4678 |
| S1 |
1.4391 |
1.4391 |
1.4771 |
1.4506 |
| S2 |
1.3951 |
1.3951 |
1.4709 |
|
| S3 |
1.3281 |
1.3721 |
1.4648 |
|
| S4 |
1.2611 |
1.3051 |
1.4464 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5169 |
|
2.618 |
1.5046 |
|
1.618 |
1.4971 |
|
1.000 |
1.4925 |
|
0.618 |
1.4896 |
|
HIGH |
1.4850 |
|
0.618 |
1.4821 |
|
0.500 |
1.4813 |
|
0.382 |
1.4804 |
|
LOW |
1.4775 |
|
0.618 |
1.4729 |
|
1.000 |
1.4700 |
|
1.618 |
1.4654 |
|
2.618 |
1.4579 |
|
4.250 |
1.4456 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4826 |
1.4762 |
| PP |
1.4819 |
1.4691 |
| S1 |
1.4813 |
1.4621 |
|