CME British Pound Future September 2009
Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.4465 |
1.4180 |
-0.0285 |
-2.0% |
1.4473 |
High |
1.4465 |
1.4295 |
-0.0170 |
-1.2% |
1.4760 |
Low |
1.4310 |
1.4180 |
-0.0130 |
-0.9% |
1.4310 |
Close |
1.4315 |
1.4208 |
-0.0107 |
-0.7% |
1.4315 |
Range |
0.0155 |
0.0115 |
-0.0040 |
-25.8% |
0.0450 |
ATR |
|
|
|
|
|
Volume |
111 |
5 |
-106 |
-95.5% |
166 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4573 |
1.4505 |
1.4271 |
|
R3 |
1.4458 |
1.4390 |
1.4240 |
|
R2 |
1.4343 |
1.4343 |
1.4229 |
|
R1 |
1.4275 |
1.4275 |
1.4219 |
1.4309 |
PP |
1.4228 |
1.4228 |
1.4228 |
1.4245 |
S1 |
1.4160 |
1.4160 |
1.4197 |
1.4194 |
S2 |
1.4113 |
1.4113 |
1.4187 |
|
S3 |
1.3998 |
1.4045 |
1.4176 |
|
S4 |
1.3883 |
1.3930 |
1.4145 |
|
|
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 |
1.4784 |
2.618 |
1.4596 |
1.618 |
1.4481 |
1.000 |
1.4410 |
0.618 |
1.4366 |
HIGH |
1.4295 |
0.618 |
1.4251 |
0.500 |
1.4238 |
0.382 |
1.4224 |
LOW |
1.4180 |
0.618 |
1.4109 |
1.000 |
1.4065 |
1.618 |
1.3994 |
2.618 |
1.3879 |
4.250 |
1.3691 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4238 |
1.4323 |
PP |
1.4228 |
1.4284 |
S1 |
1.4218 |
1.4246 |
|