CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4116 |
1.4124 |
0.0008 |
0.1% |
1.4250 |
| High |
1.4306 |
1.4177 |
-0.0129 |
-0.9% |
1.4306 |
| Low |
1.4042 |
1.3747 |
-0.0295 |
-2.1% |
1.3956 |
| Close |
1.4092 |
1.3805 |
-0.0287 |
-2.0% |
1.4092 |
| Range |
0.0264 |
0.0430 |
0.0166 |
62.9% |
0.0350 |
| ATR |
0.0243 |
0.0256 |
0.0013 |
5.5% |
0.0000 |
| Volume |
3,399 |
6,221 |
2,822 |
83.0% |
14,911 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5200 |
1.4932 |
1.4042 |
|
| R3 |
1.4770 |
1.4502 |
1.3923 |
|
| R2 |
1.4340 |
1.4340 |
1.3884 |
|
| R1 |
1.4072 |
1.4072 |
1.3844 |
1.3991 |
| PP |
1.3910 |
1.3910 |
1.3910 |
1.3869 |
| S1 |
1.3642 |
1.3642 |
1.3766 |
1.3561 |
| S2 |
1.3480 |
1.3480 |
1.3726 |
|
| S3 |
1.3050 |
1.3212 |
1.3687 |
|
| S4 |
1.2620 |
1.2782 |
1.3569 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5168 |
1.4980 |
1.4285 |
|
| R3 |
1.4818 |
1.4630 |
1.4188 |
|
| R2 |
1.4468 |
1.4468 |
1.4156 |
|
| R1 |
1.4280 |
1.4280 |
1.4124 |
1.4199 |
| PP |
1.4118 |
1.4118 |
1.4118 |
1.4078 |
| S1 |
1.3930 |
1.3930 |
1.4060 |
1.3849 |
| S2 |
1.3768 |
1.3768 |
1.4028 |
|
| S3 |
1.3418 |
1.3580 |
1.3996 |
|
| S4 |
1.3068 |
1.3230 |
1.3900 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6005 |
|
2.618 |
1.5303 |
|
1.618 |
1.4873 |
|
1.000 |
1.4607 |
|
0.618 |
1.4443 |
|
HIGH |
1.4177 |
|
0.618 |
1.4013 |
|
0.500 |
1.3962 |
|
0.382 |
1.3911 |
|
LOW |
1.3747 |
|
0.618 |
1.3481 |
|
1.000 |
1.3317 |
|
1.618 |
1.3051 |
|
2.618 |
1.2621 |
|
4.250 |
1.1920 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3962 |
1.4027 |
| PP |
1.3910 |
1.3953 |
| S1 |
1.3857 |
1.3879 |
|