CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4554 |
1.4458 |
-0.0096 |
-0.7% |
1.4490 |
| High |
1.4640 |
1.4497 |
-0.0143 |
-1.0% |
1.4782 |
| Low |
1.4426 |
1.4270 |
-0.0156 |
-1.1% |
1.4270 |
| Close |
1.4439 |
1.4306 |
-0.0133 |
-0.9% |
1.4306 |
| Range |
0.0214 |
0.0227 |
0.0013 |
6.1% |
0.0512 |
| ATR |
0.0256 |
0.0254 |
-0.0002 |
-0.8% |
0.0000 |
| Volume |
81,260 |
59,509 |
-21,751 |
-26.8% |
338,916 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5039 |
1.4899 |
1.4431 |
|
| R3 |
1.4812 |
1.4672 |
1.4368 |
|
| R2 |
1.4585 |
1.4585 |
1.4348 |
|
| R1 |
1.4445 |
1.4445 |
1.4327 |
1.4402 |
| PP |
1.4358 |
1.4358 |
1.4358 |
1.4336 |
| S1 |
1.4218 |
1.4218 |
1.4285 |
1.4175 |
| S2 |
1.4131 |
1.4131 |
1.4264 |
|
| S3 |
1.3904 |
1.3991 |
1.4244 |
|
| S4 |
1.3677 |
1.3764 |
1.4181 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5989 |
1.5659 |
1.4588 |
|
| R3 |
1.5477 |
1.5147 |
1.4447 |
|
| R2 |
1.4965 |
1.4965 |
1.4400 |
|
| R1 |
1.4635 |
1.4635 |
1.4353 |
1.4544 |
| PP |
1.4453 |
1.4453 |
1.4453 |
1.4407 |
| S1 |
1.4123 |
1.4123 |
1.4259 |
1.4032 |
| S2 |
1.3941 |
1.3941 |
1.4212 |
|
| S3 |
1.3429 |
1.3611 |
1.4165 |
|
| S4 |
1.2917 |
1.3099 |
1.4024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4782 |
1.4270 |
0.0512 |
3.6% |
0.0220 |
1.5% |
7% |
False |
True |
67,783 |
| 10 |
1.4782 |
1.3850 |
0.0932 |
6.5% |
0.0258 |
1.8% |
49% |
False |
False |
67,706 |
| 20 |
1.4782 |
1.3662 |
0.1120 |
7.8% |
0.0256 |
1.8% |
58% |
False |
False |
39,151 |
| 40 |
1.4950 |
1.3662 |
0.1288 |
9.0% |
0.0239 |
1.7% |
50% |
False |
False |
19,828 |
| 60 |
1.5300 |
1.3618 |
0.1682 |
11.8% |
0.0228 |
1.6% |
41% |
False |
False |
13,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5462 |
|
2.618 |
1.5091 |
|
1.618 |
1.4864 |
|
1.000 |
1.4724 |
|
0.618 |
1.4637 |
|
HIGH |
1.4497 |
|
0.618 |
1.4410 |
|
0.500 |
1.4384 |
|
0.382 |
1.4357 |
|
LOW |
1.4270 |
|
0.618 |
1.4130 |
|
1.000 |
1.4043 |
|
1.618 |
1.3903 |
|
2.618 |
1.3676 |
|
4.250 |
1.3305 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4384 |
1.4508 |
| PP |
1.4358 |
1.4440 |
| S1 |
1.4332 |
1.4373 |
|