CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4326 |
1.4450 |
0.0124 |
0.9% |
1.4490 |
| High |
1.4470 |
1.4755 |
0.0285 |
2.0% |
1.4782 |
| Low |
1.4275 |
1.4450 |
0.0175 |
1.2% |
1.4270 |
| Close |
1.4446 |
1.4712 |
0.0266 |
1.8% |
1.4306 |
| Range |
0.0195 |
0.0305 |
0.0110 |
56.4% |
0.0512 |
| ATR |
0.0241 |
0.0246 |
0.0005 |
2.0% |
0.0000 |
| Volume |
55,690 |
65,164 |
9,474 |
17.0% |
338,916 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5554 |
1.5438 |
1.4880 |
|
| R3 |
1.5249 |
1.5133 |
1.4796 |
|
| R2 |
1.4944 |
1.4944 |
1.4768 |
|
| R1 |
1.4828 |
1.4828 |
1.4740 |
1.4886 |
| PP |
1.4639 |
1.4639 |
1.4639 |
1.4668 |
| S1 |
1.4523 |
1.4523 |
1.4684 |
1.4581 |
| S2 |
1.4334 |
1.4334 |
1.4656 |
|
| S3 |
1.4029 |
1.4218 |
1.4628 |
|
| S4 |
1.3724 |
1.3913 |
1.4544 |
|
|
| 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 |
1.4755 |
1.4112 |
0.0643 |
4.4% |
0.0211 |
1.4% |
93% |
True |
False |
59,257 |
| 10 |
1.4782 |
1.4112 |
0.0670 |
4.6% |
0.0213 |
1.4% |
90% |
False |
False |
65,488 |
| 20 |
1.4782 |
1.3662 |
0.1120 |
7.6% |
0.0251 |
1.7% |
94% |
False |
False |
50,457 |
| 40 |
1.4950 |
1.3662 |
0.1288 |
8.8% |
0.0237 |
1.6% |
82% |
False |
False |
25,741 |
| 60 |
1.5300 |
1.3618 |
0.1682 |
11.4% |
0.0231 |
1.6% |
65% |
False |
False |
17,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6051 |
|
2.618 |
1.5553 |
|
1.618 |
1.5248 |
|
1.000 |
1.5060 |
|
0.618 |
1.4943 |
|
HIGH |
1.4755 |
|
0.618 |
1.4638 |
|
0.500 |
1.4603 |
|
0.382 |
1.4567 |
|
LOW |
1.4450 |
|
0.618 |
1.4262 |
|
1.000 |
1.4145 |
|
1.618 |
1.3957 |
|
2.618 |
1.3652 |
|
4.250 |
1.3154 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4676 |
1.4641 |
| PP |
1.4639 |
1.4570 |
| S1 |
1.4603 |
1.4500 |
|