CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4695 |
1.4695 |
0.0000 |
0.0% |
1.4975 |
| High |
1.4695 |
1.4695 |
0.0000 |
0.0% |
1.4975 |
| Low |
1.4457 |
1.3850 |
-0.0607 |
-4.2% |
1.4450 |
| Close |
1.4499 |
1.3899 |
-0.0600 |
-4.1% |
1.4631 |
| Range |
0.0238 |
0.0845 |
0.0607 |
255.0% |
0.0525 |
| ATR |
0.0228 |
0.0272 |
0.0044 |
19.3% |
0.0000 |
| Volume |
69 |
93 |
24 |
34.8% |
1,759 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6683 |
1.6136 |
1.4364 |
|
| R3 |
1.5838 |
1.5291 |
1.4131 |
|
| R2 |
1.4993 |
1.4993 |
1.4054 |
|
| R1 |
1.4446 |
1.4446 |
1.3976 |
1.4297 |
| PP |
1.4148 |
1.4148 |
1.4148 |
1.4074 |
| S1 |
1.3601 |
1.3601 |
1.3822 |
1.3452 |
| S2 |
1.3303 |
1.3303 |
1.3744 |
|
| S3 |
1.2458 |
1.2756 |
1.3667 |
|
| S4 |
1.1613 |
1.1911 |
1.3434 |
|
|
| 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 |
1.8286 |
|
2.618 |
1.6907 |
|
1.618 |
1.6062 |
|
1.000 |
1.5540 |
|
0.618 |
1.5217 |
|
HIGH |
1.4695 |
|
0.618 |
1.4372 |
|
0.500 |
1.4273 |
|
0.382 |
1.4173 |
|
LOW |
1.3850 |
|
0.618 |
1.3328 |
|
1.000 |
1.3005 |
|
1.618 |
1.2483 |
|
2.618 |
1.1638 |
|
4.250 |
1.0259 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4273 |
1.4390 |
| PP |
1.4148 |
1.4226 |
| S1 |
1.4024 |
1.4063 |
|