CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4250 |
1.4021 |
-0.0229 |
-1.6% |
1.4490 |
| High |
1.4280 |
1.4156 |
-0.0124 |
-0.9% |
1.4641 |
| Low |
1.3956 |
1.3990 |
0.0034 |
0.2% |
1.4125 |
| Close |
1.4036 |
1.4077 |
0.0041 |
0.3% |
1.4323 |
| Range |
0.0324 |
0.0166 |
-0.0158 |
-48.8% |
0.0516 |
| ATR |
0.0256 |
0.0249 |
-0.0006 |
-2.5% |
0.0000 |
| Volume |
935 |
2,084 |
1,149 |
122.9% |
8,911 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4572 |
1.4491 |
1.4168 |
|
| R3 |
1.4406 |
1.4325 |
1.4123 |
|
| R2 |
1.4240 |
1.4240 |
1.4107 |
|
| R1 |
1.4159 |
1.4159 |
1.4092 |
1.4200 |
| PP |
1.4074 |
1.4074 |
1.4074 |
1.4095 |
| S1 |
1.3993 |
1.3993 |
1.4062 |
1.4034 |
| S2 |
1.3908 |
1.3908 |
1.4047 |
|
| S3 |
1.3742 |
1.3827 |
1.4031 |
|
| S4 |
1.3576 |
1.3661 |
1.3986 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5911 |
1.5633 |
1.4607 |
|
| R3 |
1.5395 |
1.5117 |
1.4465 |
|
| R2 |
1.4879 |
1.4879 |
1.4418 |
|
| R1 |
1.4601 |
1.4601 |
1.4370 |
1.4482 |
| PP |
1.4363 |
1.4363 |
1.4363 |
1.4304 |
| S1 |
1.4085 |
1.4085 |
1.4276 |
1.3966 |
| S2 |
1.3847 |
1.3847 |
1.4228 |
|
| S3 |
1.3331 |
1.3569 |
1.4181 |
|
| S4 |
1.2815 |
1.3053 |
1.4039 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4862 |
|
2.618 |
1.4591 |
|
1.618 |
1.4425 |
|
1.000 |
1.4322 |
|
0.618 |
1.4259 |
|
HIGH |
1.4156 |
|
0.618 |
1.4093 |
|
0.500 |
1.4073 |
|
0.382 |
1.4053 |
|
LOW |
1.3990 |
|
0.618 |
1.3887 |
|
1.000 |
1.3824 |
|
1.618 |
1.3721 |
|
2.618 |
1.3555 |
|
4.250 |
1.3285 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4076 |
1.4162 |
| PP |
1.4074 |
1.4133 |
| S1 |
1.4073 |
1.4105 |
|