CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4478 |
1.4545 |
0.0067 |
0.5% |
1.4650 |
| High |
1.4712 |
1.4550 |
-0.0162 |
-1.1% |
1.5062 |
| Low |
1.4478 |
1.4483 |
0.0005 |
0.0% |
1.4650 |
| Close |
1.4666 |
1.4505 |
-0.0161 |
-1.1% |
1.4792 |
| Range |
0.0234 |
0.0067 |
-0.0167 |
-71.4% |
0.0412 |
| ATR |
0.0153 |
0.0155 |
0.0002 |
1.4% |
0.0000 |
| Volume |
12 |
86 |
74 |
616.7% |
158 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4714 |
1.4676 |
1.4542 |
|
| R3 |
1.4647 |
1.4609 |
1.4523 |
|
| R2 |
1.4580 |
1.4580 |
1.4517 |
|
| R1 |
1.4542 |
1.4542 |
1.4511 |
1.4528 |
| PP |
1.4513 |
1.4513 |
1.4513 |
1.4505 |
| S1 |
1.4475 |
1.4475 |
1.4499 |
1.4461 |
| S2 |
1.4446 |
1.4446 |
1.4493 |
|
| S3 |
1.4379 |
1.4408 |
1.4487 |
|
| S4 |
1.4312 |
1.4341 |
1.4468 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6071 |
1.5843 |
1.5019 |
|
| R3 |
1.5659 |
1.5431 |
1.4905 |
|
| R2 |
1.5247 |
1.5247 |
1.4868 |
|
| R1 |
1.5019 |
1.5019 |
1.4830 |
1.5133 |
| PP |
1.4835 |
1.4835 |
1.4835 |
1.4892 |
| S1 |
1.4607 |
1.4607 |
1.4754 |
1.4721 |
| S2 |
1.4423 |
1.4423 |
1.4716 |
|
| S3 |
1.4011 |
1.4195 |
1.4679 |
|
| S4 |
1.3599 |
1.3783 |
1.4565 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4835 |
|
2.618 |
1.4725 |
|
1.618 |
1.4658 |
|
1.000 |
1.4617 |
|
0.618 |
1.4591 |
|
HIGH |
1.4550 |
|
0.618 |
1.4524 |
|
0.500 |
1.4517 |
|
0.382 |
1.4509 |
|
LOW |
1.4483 |
|
0.618 |
1.4442 |
|
1.000 |
1.4416 |
|
1.618 |
1.4375 |
|
2.618 |
1.4308 |
|
4.250 |
1.4198 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4517 |
1.4595 |
| PP |
1.4513 |
1.4565 |
| S1 |
1.4509 |
1.4535 |
|