CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4480 |
1.4930 |
0.0450 |
3.1% |
1.4975 |
| High |
1.4480 |
1.4930 |
0.0450 |
3.1% |
1.4975 |
| Low |
1.4466 |
1.4825 |
0.0359 |
2.5% |
1.4450 |
| Close |
1.4627 |
1.4631 |
0.0004 |
0.0% |
1.4631 |
| Range |
0.0014 |
0.0105 |
0.0091 |
650.0% |
0.0525 |
| ATR |
|
|
|
|
|
| Volume |
1,629 |
69 |
-1,560 |
-95.8% |
1,759 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5110 |
1.4976 |
1.4689 |
|
| R3 |
1.5005 |
1.4871 |
1.4660 |
|
| R2 |
1.4900 |
1.4900 |
1.4650 |
|
| R1 |
1.4766 |
1.4766 |
1.4641 |
1.4781 |
| PP |
1.4795 |
1.4795 |
1.4795 |
1.4803 |
| S1 |
1.4661 |
1.4661 |
1.4621 |
1.4676 |
| S2 |
1.4690 |
1.4690 |
1.4612 |
|
| S3 |
1.4585 |
1.4556 |
1.4602 |
|
| S4 |
1.4480 |
1.4451 |
1.4573 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6260 |
1.5971 |
1.4920 |
|
| R3 |
1.5735 |
1.5446 |
1.4775 |
|
| R2 |
1.5210 |
1.5210 |
1.4727 |
|
| R1 |
1.4921 |
1.4921 |
1.4679 |
1.4803 |
| PP |
1.4685 |
1.4685 |
1.4685 |
1.4627 |
| S1 |
1.4396 |
1.4396 |
1.4583 |
1.4278 |
| S2 |
1.4160 |
1.4160 |
1.4535 |
|
| S3 |
1.3635 |
1.3871 |
1.4487 |
|
| S4 |
1.3110 |
1.3346 |
1.4342 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5376 |
|
2.618 |
1.5205 |
|
1.618 |
1.5100 |
|
1.000 |
1.5035 |
|
0.618 |
1.4995 |
|
HIGH |
1.4930 |
|
0.618 |
1.4890 |
|
0.500 |
1.4878 |
|
0.382 |
1.4865 |
|
LOW |
1.4825 |
|
0.618 |
1.4760 |
|
1.000 |
1.4720 |
|
1.618 |
1.4655 |
|
2.618 |
1.4550 |
|
4.250 |
1.4379 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4878 |
1.4698 |
| PP |
1.4795 |
1.4676 |
| S1 |
1.4713 |
1.4653 |
|