CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4637 |
1.4850 |
0.0213 |
1.5% |
1.4845 |
| High |
1.4872 |
1.4946 |
0.0074 |
0.5% |
1.4962 |
| Low |
1.4605 |
1.4824 |
0.0219 |
1.5% |
1.4582 |
| Close |
1.4832 |
1.4927 |
0.0095 |
0.6% |
1.4632 |
| Range |
0.0267 |
0.0122 |
-0.0145 |
-54.3% |
0.0380 |
| ATR |
0.0233 |
0.0225 |
-0.0008 |
-3.4% |
0.0000 |
| Volume |
65,049 |
29,857 |
-35,192 |
-54.1% |
252,295 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5265 |
1.5218 |
1.4994 |
|
| R3 |
1.5143 |
1.5096 |
1.4961 |
|
| R2 |
1.5021 |
1.5021 |
1.4949 |
|
| R1 |
1.4974 |
1.4974 |
1.4938 |
1.4998 |
| PP |
1.4899 |
1.4899 |
1.4899 |
1.4911 |
| S1 |
1.4852 |
1.4852 |
1.4916 |
1.4876 |
| S2 |
1.4777 |
1.4777 |
1.4905 |
|
| S3 |
1.4655 |
1.4730 |
1.4893 |
|
| S4 |
1.4533 |
1.4608 |
1.4860 |
|
|
| 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 |
1.4946 |
1.4582 |
0.0364 |
2.4% |
0.0179 |
1.2% |
95% |
True |
False |
56,144 |
| 10 |
1.4962 |
1.4244 |
0.0718 |
4.8% |
0.0202 |
1.4% |
95% |
False |
False |
61,837 |
| 20 |
1.4962 |
1.3850 |
0.1112 |
7.4% |
0.0229 |
1.5% |
97% |
False |
False |
64,391 |
| 40 |
1.4962 |
1.3662 |
0.1300 |
8.7% |
0.0226 |
1.5% |
97% |
False |
False |
36,798 |
| 60 |
1.4962 |
1.3618 |
0.1344 |
9.0% |
0.0236 |
1.6% |
97% |
False |
False |
24,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5465 |
|
2.618 |
1.5265 |
|
1.618 |
1.5143 |
|
1.000 |
1.5068 |
|
0.618 |
1.5021 |
|
HIGH |
1.4946 |
|
0.618 |
1.4899 |
|
0.500 |
1.4885 |
|
0.382 |
1.4871 |
|
LOW |
1.4824 |
|
0.618 |
1.4749 |
|
1.000 |
1.4702 |
|
1.618 |
1.4627 |
|
2.618 |
1.4505 |
|
4.250 |
1.4306 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4913 |
1.4873 |
| PP |
1.4899 |
1.4819 |
| S1 |
1.4885 |
1.4766 |
|