CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3745 |
1.3877 |
0.0132 |
1.0% |
1.4250 |
| High |
1.3895 |
1.3993 |
0.0098 |
0.7% |
1.4306 |
| Low |
1.3662 |
1.3707 |
0.0045 |
0.3% |
1.3956 |
| Close |
1.3855 |
1.3916 |
0.0061 |
0.4% |
1.4092 |
| Range |
0.0233 |
0.0286 |
0.0053 |
22.7% |
0.0350 |
| ATR |
0.0252 |
0.0254 |
0.0002 |
1.0% |
0.0000 |
| Volume |
30,551 |
28,891 |
-1,660 |
-5.4% |
14,911 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4730 |
1.4609 |
1.4073 |
|
| R3 |
1.4444 |
1.4323 |
1.3995 |
|
| R2 |
1.4158 |
1.4158 |
1.3968 |
|
| R1 |
1.4037 |
1.4037 |
1.3942 |
1.4098 |
| PP |
1.3872 |
1.3872 |
1.3872 |
1.3902 |
| S1 |
1.3751 |
1.3751 |
1.3890 |
1.3812 |
| S2 |
1.3586 |
1.3586 |
1.3864 |
|
| S3 |
1.3300 |
1.3465 |
1.3837 |
|
| S4 |
1.3014 |
1.3179 |
1.3759 |
|
|
| 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 |
1.5209 |
|
2.618 |
1.4742 |
|
1.618 |
1.4456 |
|
1.000 |
1.4279 |
|
0.618 |
1.4170 |
|
HIGH |
1.3993 |
|
0.618 |
1.3884 |
|
0.500 |
1.3850 |
|
0.382 |
1.3816 |
|
LOW |
1.3707 |
|
0.618 |
1.3530 |
|
1.000 |
1.3421 |
|
1.618 |
1.3244 |
|
2.618 |
1.2958 |
|
4.250 |
1.2492 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3894 |
1.3887 |
| PP |
1.3872 |
1.3857 |
| S1 |
1.3850 |
1.3828 |
|