CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4450 |
1.4732 |
0.0282 |
2.0% |
1.4250 |
| High |
1.4755 |
1.4849 |
0.0094 |
0.6% |
1.4849 |
| Low |
1.4450 |
1.4650 |
0.0200 |
1.4% |
1.4112 |
| Close |
1.4712 |
1.4825 |
0.0113 |
0.8% |
1.4825 |
| Range |
0.0305 |
0.0199 |
-0.0106 |
-34.8% |
0.0737 |
| ATR |
0.0246 |
0.0243 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
65,164 |
95,941 |
30,777 |
47.2% |
332,719 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5372 |
1.5297 |
1.4934 |
|
| R3 |
1.5173 |
1.5098 |
1.4880 |
|
| R2 |
1.4974 |
1.4974 |
1.4861 |
|
| R1 |
1.4899 |
1.4899 |
1.4843 |
1.4937 |
| PP |
1.4775 |
1.4775 |
1.4775 |
1.4793 |
| S1 |
1.4700 |
1.4700 |
1.4807 |
1.4738 |
| S2 |
1.4576 |
1.4576 |
1.4789 |
|
| S3 |
1.4377 |
1.4501 |
1.4770 |
|
| S4 |
1.4178 |
1.4302 |
1.4716 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6806 |
1.6553 |
1.5230 |
|
| R3 |
1.6069 |
1.5816 |
1.5028 |
|
| R2 |
1.5332 |
1.5332 |
1.4960 |
|
| R1 |
1.5079 |
1.5079 |
1.4893 |
1.5206 |
| PP |
1.4595 |
1.4595 |
1.4595 |
1.4659 |
| S1 |
1.4342 |
1.4342 |
1.4757 |
1.4469 |
| S2 |
1.3858 |
1.3858 |
1.4690 |
|
| S3 |
1.3121 |
1.3605 |
1.4622 |
|
| S4 |
1.2384 |
1.2868 |
1.4420 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4849 |
1.4112 |
0.0737 |
5.0% |
0.0205 |
1.4% |
97% |
True |
False |
66,543 |
| 10 |
1.4849 |
1.4112 |
0.0737 |
5.0% |
0.0213 |
1.4% |
97% |
True |
False |
67,163 |
| 20 |
1.4849 |
1.3662 |
0.1187 |
8.0% |
0.0252 |
1.7% |
98% |
True |
False |
55,123 |
| 40 |
1.4950 |
1.3662 |
0.1288 |
8.7% |
0.0235 |
1.6% |
90% |
False |
False |
28,137 |
| 60 |
1.5280 |
1.3618 |
0.1662 |
11.2% |
0.0230 |
1.6% |
73% |
False |
False |
18,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5695 |
|
2.618 |
1.5370 |
|
1.618 |
1.5171 |
|
1.000 |
1.5048 |
|
0.618 |
1.4972 |
|
HIGH |
1.4849 |
|
0.618 |
1.4773 |
|
0.500 |
1.4750 |
|
0.382 |
1.4726 |
|
LOW |
1.4650 |
|
0.618 |
1.4527 |
|
1.000 |
1.4451 |
|
1.618 |
1.4328 |
|
2.618 |
1.4129 |
|
4.250 |
1.3804 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4800 |
1.4737 |
| PP |
1.4775 |
1.4650 |
| S1 |
1.4750 |
1.4562 |
|