CME British Pound Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jan-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jan-2009 | 
                    14-Jan-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4700 | 
                        1.4668 | 
                        -0.0032 | 
                        -0.2% | 
                        1.4710 | 
                     
                    
                        | High | 
                        1.4700 | 
                        1.4668 | 
                        -0.0032 | 
                        -0.2% | 
                        1.5300 | 
                     
                    
                        | Low | 
                        1.4450 | 
                        1.4543 | 
                        0.0093 | 
                        0.6% | 
                        1.4568 | 
                     
                    
                        | Close | 
                        1.4461 | 
                        1.4550 | 
                        0.0089 | 
                        0.6% | 
                        1.5093 | 
                     
                    
                        | Range | 
                        0.0250 | 
                        0.0125 | 
                        -0.0125 | 
                        -50.0% | 
                        0.0732 | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        6 | 
                        34 | 
                        28 | 
                        466.7% | 
                        561 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4962 | 
                1.4881 | 
                1.4619 | 
                 | 
             
            
                | R3 | 
                1.4837 | 
                1.4756 | 
                1.4584 | 
                 | 
             
            
                | R2 | 
                1.4712 | 
                1.4712 | 
                1.4573 | 
                 | 
             
            
                | R1 | 
                1.4631 | 
                1.4631 | 
                1.4561 | 
                1.4609 | 
             
            
                | PP | 
                1.4587 | 
                1.4587 | 
                1.4587 | 
                1.4576 | 
             
            
                | S1 | 
                1.4506 | 
                1.4506 | 
                1.4539 | 
                1.4484 | 
             
            
                | S2 | 
                1.4462 | 
                1.4462 | 
                1.4527 | 
                 | 
             
            
                | S3 | 
                1.4337 | 
                1.4381 | 
                1.4516 | 
                 | 
             
            
                | S4 | 
                1.4212 | 
                1.4256 | 
                1.4481 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.7183 | 
                1.6870 | 
                1.5496 | 
                 | 
             
            
                | R3 | 
                1.6451 | 
                1.6138 | 
                1.5294 | 
                 | 
             
            
                | R2 | 
                1.5719 | 
                1.5719 | 
                1.5227 | 
                 | 
             
            
                | R1 | 
                1.5406 | 
                1.5406 | 
                1.5160 | 
                1.5563 | 
             
            
                | PP | 
                1.4987 | 
                1.4987 | 
                1.4987 | 
                1.5065 | 
             
            
                | S1 | 
                1.4674 | 
                1.4674 | 
                1.5026 | 
                1.4831 | 
             
            
                | S2 | 
                1.4255 | 
                1.4255 | 
                1.4959 | 
                 | 
             
            
                | S3 | 
                1.3523 | 
                1.3942 | 
                1.4892 | 
                 | 
             
            
                | S4 | 
                1.2791 | 
                1.3210 | 
                1.4690 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.5199 | 
         
        
            | 
2.618             | 
            1.4995 | 
         
        
            | 
1.618             | 
            1.4870 | 
         
        
            | 
1.000             | 
            1.4793 | 
         
        
            | 
0.618             | 
            1.4745 | 
         
        
            | 
HIGH             | 
            1.4668 | 
         
        
            | 
0.618             | 
            1.4620 | 
         
        
            | 
0.500             | 
            1.4606 | 
         
        
            | 
0.382             | 
            1.4591 | 
         
        
            | 
LOW             | 
            1.4543 | 
         
        
            | 
0.618             | 
            1.4466 | 
         
        
            | 
1.000             | 
            1.4418 | 
         
        
            | 
1.618             | 
            1.4341 | 
         
        
            | 
2.618             | 
            1.4216 | 
         
        
            | 
4.250             | 
            1.4012 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jan-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4606 | 
                                1.4713 | 
                             
                            
                                | PP | 
                                1.4587 | 
                                1.4658 | 
                             
                            
                                | S1 | 
                                1.4569 | 
                                1.4604 | 
                             
             
         |