CME British Pound Future June 2009
Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.4027 |
1.4183 |
0.0156 |
1.1% |
1.4490 |
High |
1.4181 |
1.4235 |
0.0054 |
0.4% |
1.4641 |
Low |
1.3990 |
1.4047 |
0.0057 |
0.4% |
1.4125 |
Close |
1.4160 |
1.4111 |
-0.0049 |
-0.3% |
1.4323 |
Range |
0.0191 |
0.0188 |
-0.0003 |
-1.6% |
0.0516 |
ATR |
0.0245 |
0.0241 |
-0.0004 |
-1.7% |
0.0000 |
Volume |
5,880 |
2,613 |
-3,267 |
-55.6% |
8,911 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4695 |
1.4591 |
1.4214 |
|
R3 |
1.4507 |
1.4403 |
1.4163 |
|
R2 |
1.4319 |
1.4319 |
1.4145 |
|
R1 |
1.4215 |
1.4215 |
1.4128 |
1.4173 |
PP |
1.4131 |
1.4131 |
1.4131 |
1.4110 |
S1 |
1.4027 |
1.4027 |
1.4094 |
1.3985 |
S2 |
1.3943 |
1.3943 |
1.4077 |
|
S3 |
1.3755 |
1.3839 |
1.4059 |
|
S4 |
1.3567 |
1.3651 |
1.4008 |
|
|
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 |
1.5034 |
2.618 |
1.4727 |
1.618 |
1.4539 |
1.000 |
1.4423 |
0.618 |
1.4351 |
HIGH |
1.4235 |
0.618 |
1.4163 |
0.500 |
1.4141 |
0.382 |
1.4119 |
LOW |
1.4047 |
0.618 |
1.3931 |
1.000 |
1.3859 |
1.618 |
1.3743 |
2.618 |
1.3555 |
4.250 |
1.3248 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4141 |
1.4113 |
PP |
1.4131 |
1.4112 |
S1 |
1.4121 |
1.4112 |
|