CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4702 |
1.4637 |
-0.0065 |
-0.4% |
1.4845 |
| High |
1.4780 |
1.4872 |
0.0092 |
0.6% |
1.4962 |
| Low |
1.4585 |
1.4605 |
0.0020 |
0.1% |
1.4582 |
| Close |
1.4632 |
1.4832 |
0.0200 |
1.4% |
1.4632 |
| Range |
0.0195 |
0.0267 |
0.0072 |
36.9% |
0.0380 |
| ATR |
0.0231 |
0.0233 |
0.0003 |
1.1% |
0.0000 |
| Volume |
48,846 |
65,049 |
16,203 |
33.2% |
252,295 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5571 |
1.5468 |
1.4979 |
|
| R3 |
1.5304 |
1.5201 |
1.4905 |
|
| R2 |
1.5037 |
1.5037 |
1.4881 |
|
| R1 |
1.4934 |
1.4934 |
1.4856 |
1.4986 |
| PP |
1.4770 |
1.4770 |
1.4770 |
1.4795 |
| S1 |
1.4667 |
1.4667 |
1.4808 |
1.4719 |
| S2 |
1.4503 |
1.4503 |
1.4783 |
|
| S3 |
1.4236 |
1.4400 |
1.4759 |
|
| S4 |
1.3969 |
1.4133 |
1.4685 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5865 |
1.5629 |
1.4841 |
|
| R3 |
1.5485 |
1.5249 |
1.4737 |
|
| R2 |
1.5105 |
1.5105 |
1.4702 |
|
| R1 |
1.4869 |
1.4869 |
1.4667 |
1.4797 |
| PP |
1.4725 |
1.4725 |
1.4725 |
1.4690 |
| S1 |
1.4489 |
1.4489 |
1.4597 |
1.4417 |
| S2 |
1.4345 |
1.4345 |
1.4562 |
|
| S3 |
1.3965 |
1.4109 |
1.4528 |
|
| S4 |
1.3585 |
1.3729 |
1.4423 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4962 |
1.4582 |
0.0380 |
2.6% |
0.0213 |
1.4% |
66% |
False |
False |
63,468 |
| 10 |
1.4962 |
1.4112 |
0.0850 |
5.7% |
0.0209 |
1.4% |
85% |
False |
False |
65,006 |
| 20 |
1.4962 |
1.3850 |
0.1112 |
7.5% |
0.0234 |
1.6% |
88% |
False |
False |
66,356 |
| 40 |
1.4962 |
1.3662 |
0.1300 |
8.8% |
0.0230 |
1.5% |
90% |
False |
False |
36,054 |
| 60 |
1.4962 |
1.3618 |
0.1344 |
9.1% |
0.0235 |
1.6% |
90% |
False |
False |
24,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6007 |
|
2.618 |
1.5571 |
|
1.618 |
1.5304 |
|
1.000 |
1.5139 |
|
0.618 |
1.5037 |
|
HIGH |
1.4872 |
|
0.618 |
1.4770 |
|
0.500 |
1.4739 |
|
0.382 |
1.4707 |
|
LOW |
1.4605 |
|
0.618 |
1.4440 |
|
1.000 |
1.4338 |
|
1.618 |
1.4173 |
|
2.618 |
1.3906 |
|
4.250 |
1.3470 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4801 |
1.4798 |
| PP |
1.4770 |
1.4763 |
| S1 |
1.4739 |
1.4729 |
|