CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4889 |
1.4925 |
0.0036 |
0.2% |
1.4736 |
| High |
1.4925 |
1.5011 |
0.0086 |
0.6% |
1.4770 |
| Low |
1.4883 |
1.4925 |
0.0042 |
0.3% |
1.4608 |
| Close |
1.4931 |
1.4963 |
0.0032 |
0.2% |
1.4639 |
| Range |
0.0042 |
0.0086 |
0.0044 |
104.8% |
0.0162 |
| ATR |
0.0136 |
0.0133 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
10 |
20 |
10 |
100.0% |
111 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5224 |
1.5180 |
1.5010 |
|
| R3 |
1.5138 |
1.5094 |
1.4987 |
|
| R2 |
1.5052 |
1.5052 |
1.4979 |
|
| R1 |
1.5008 |
1.5008 |
1.4971 |
1.5030 |
| PP |
1.4966 |
1.4966 |
1.4966 |
1.4978 |
| S1 |
1.4922 |
1.4922 |
1.4955 |
1.4944 |
| S2 |
1.4880 |
1.4880 |
1.4947 |
|
| S3 |
1.4794 |
1.4836 |
1.4939 |
|
| S4 |
1.4708 |
1.4750 |
1.4916 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5158 |
1.5061 |
1.4728 |
|
| R3 |
1.4996 |
1.4899 |
1.4684 |
|
| R2 |
1.4834 |
1.4834 |
1.4669 |
|
| R1 |
1.4737 |
1.4737 |
1.4654 |
1.4705 |
| PP |
1.4672 |
1.4672 |
1.4672 |
1.4656 |
| S1 |
1.4575 |
1.4575 |
1.4624 |
1.4543 |
| S2 |
1.4510 |
1.4510 |
1.4609 |
|
| S3 |
1.4348 |
1.4413 |
1.4594 |
|
| S4 |
1.4186 |
1.4251 |
1.4550 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5377 |
|
2.618 |
1.5236 |
|
1.618 |
1.5150 |
|
1.000 |
1.5097 |
|
0.618 |
1.5064 |
|
HIGH |
1.5011 |
|
0.618 |
1.4978 |
|
0.500 |
1.4968 |
|
0.382 |
1.4958 |
|
LOW |
1.4925 |
|
0.618 |
1.4872 |
|
1.000 |
1.4839 |
|
1.618 |
1.4786 |
|
2.618 |
1.4700 |
|
4.250 |
1.4560 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4968 |
1.4919 |
| PP |
1.4966 |
1.4875 |
| S1 |
1.4965 |
1.4831 |
|