CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4900 |
1.4850 |
-0.0050 |
-0.3% |
1.4550 |
| High |
1.4920 |
1.5000 |
0.0080 |
0.5% |
1.4950 |
| Low |
1.4900 |
1.4850 |
-0.0050 |
-0.3% |
1.4550 |
| Close |
1.4924 |
1.4962 |
0.0038 |
0.3% |
1.4924 |
| Range |
0.0020 |
0.0150 |
0.0130 |
650.0% |
0.0400 |
| ATR |
0.0143 |
0.0143 |
0.0001 |
0.4% |
0.0000 |
| Volume |
22 |
14 |
-8 |
-36.4% |
92 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5387 |
1.5325 |
1.5045 |
|
| R3 |
1.5237 |
1.5175 |
1.5003 |
|
| R2 |
1.5087 |
1.5087 |
1.4990 |
|
| R1 |
1.5025 |
1.5025 |
1.4976 |
1.5056 |
| PP |
1.4937 |
1.4937 |
1.4937 |
1.4953 |
| S1 |
1.4875 |
1.4875 |
1.4948 |
1.4906 |
| S2 |
1.4787 |
1.4787 |
1.4935 |
|
| S3 |
1.4637 |
1.4725 |
1.4921 |
|
| S4 |
1.4487 |
1.4575 |
1.4880 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6008 |
1.5866 |
1.5144 |
|
| R3 |
1.5608 |
1.5466 |
1.5034 |
|
| R2 |
1.5208 |
1.5208 |
1.4997 |
|
| R1 |
1.5066 |
1.5066 |
1.4961 |
1.5137 |
| PP |
1.4808 |
1.4808 |
1.4808 |
1.4844 |
| S1 |
1.4666 |
1.4666 |
1.4887 |
1.4737 |
| S2 |
1.4408 |
1.4408 |
1.4851 |
|
| S3 |
1.4008 |
1.4266 |
1.4814 |
|
| S4 |
1.3608 |
1.3866 |
1.4704 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5638 |
|
2.618 |
1.5393 |
|
1.618 |
1.5243 |
|
1.000 |
1.5150 |
|
0.618 |
1.5093 |
|
HIGH |
1.5000 |
|
0.618 |
1.4943 |
|
0.500 |
1.4925 |
|
0.382 |
1.4907 |
|
LOW |
1.4850 |
|
0.618 |
1.4757 |
|
1.000 |
1.4700 |
|
1.618 |
1.4607 |
|
2.618 |
1.4457 |
|
4.250 |
1.4213 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4950 |
1.4937 |
| PP |
1.4937 |
1.4912 |
| S1 |
1.4925 |
1.4888 |
|