CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4704 |
1.4554 |
-0.0150 |
-1.0% |
1.4081 |
| High |
1.4745 |
1.4640 |
-0.0105 |
-0.7% |
1.4603 |
| Low |
1.4516 |
1.4426 |
-0.0090 |
-0.6% |
1.3850 |
| Close |
1.4531 |
1.4439 |
-0.0092 |
-0.6% |
1.4440 |
| Range |
0.0229 |
0.0214 |
-0.0015 |
-6.6% |
0.0753 |
| ATR |
0.0259 |
0.0256 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
74,268 |
81,260 |
6,992 |
9.4% |
268,999 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5144 |
1.5005 |
1.4557 |
|
| R3 |
1.4930 |
1.4791 |
1.4498 |
|
| R2 |
1.4716 |
1.4716 |
1.4478 |
|
| R1 |
1.4577 |
1.4577 |
1.4459 |
1.4540 |
| PP |
1.4502 |
1.4502 |
1.4502 |
1.4483 |
| S1 |
1.4363 |
1.4363 |
1.4419 |
1.4326 |
| S2 |
1.4288 |
1.4288 |
1.4400 |
|
| S3 |
1.4074 |
1.4149 |
1.4380 |
|
| S4 |
1.3860 |
1.3935 |
1.4321 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6557 |
1.6251 |
1.4854 |
|
| R3 |
1.5804 |
1.5498 |
1.4647 |
|
| R2 |
1.5051 |
1.5051 |
1.4578 |
|
| R1 |
1.4745 |
1.4745 |
1.4509 |
1.4898 |
| PP |
1.4298 |
1.4298 |
1.4298 |
1.4374 |
| S1 |
1.3992 |
1.3992 |
1.4371 |
1.4145 |
| S2 |
1.3545 |
1.3545 |
1.4302 |
|
| S3 |
1.2792 |
1.3239 |
1.4233 |
|
| S4 |
1.2039 |
1.2486 |
1.4026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4782 |
1.4393 |
0.0389 |
2.7% |
0.0215 |
1.5% |
12% |
False |
False |
71,718 |
| 10 |
1.4782 |
1.3707 |
0.1075 |
7.4% |
0.0264 |
1.8% |
68% |
False |
False |
64,644 |
| 20 |
1.4782 |
1.3662 |
0.1120 |
7.8% |
0.0255 |
1.8% |
69% |
False |
False |
36,274 |
| 40 |
1.4950 |
1.3662 |
0.1288 |
8.9% |
0.0240 |
1.7% |
60% |
False |
False |
18,341 |
| 60 |
1.5300 |
1.3618 |
0.1682 |
11.6% |
0.0228 |
1.6% |
49% |
False |
False |
12,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5550 |
|
2.618 |
1.5200 |
|
1.618 |
1.4986 |
|
1.000 |
1.4854 |
|
0.618 |
1.4772 |
|
HIGH |
1.4640 |
|
0.618 |
1.4558 |
|
0.500 |
1.4533 |
|
0.382 |
1.4508 |
|
LOW |
1.4426 |
|
0.618 |
1.4294 |
|
1.000 |
1.4212 |
|
1.618 |
1.4080 |
|
2.618 |
1.3866 |
|
4.250 |
1.3517 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4533 |
1.4604 |
| PP |
1.4502 |
1.4549 |
| S1 |
1.4470 |
1.4494 |
|