CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4718 |
1.4660 |
-0.0058 |
-0.4% |
1.4782 |
| High |
1.4774 |
1.4694 |
-0.0080 |
-0.5% |
1.4816 |
| Low |
1.4573 |
1.4513 |
-0.0060 |
-0.4% |
1.4397 |
| Close |
1.4669 |
1.4636 |
-0.0033 |
-0.2% |
1.4669 |
| Range |
0.0201 |
0.0181 |
-0.0020 |
-10.0% |
0.0419 |
| ATR |
0.0237 |
0.0233 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
74,500 |
87,733 |
13,233 |
17.8% |
395,797 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5157 |
1.5078 |
1.4736 |
|
| R3 |
1.4976 |
1.4897 |
1.4686 |
|
| R2 |
1.4795 |
1.4795 |
1.4669 |
|
| R1 |
1.4716 |
1.4716 |
1.4653 |
1.4665 |
| PP |
1.4614 |
1.4614 |
1.4614 |
1.4589 |
| S1 |
1.4535 |
1.4535 |
1.4619 |
1.4484 |
| S2 |
1.4433 |
1.4433 |
1.4603 |
|
| S3 |
1.4252 |
1.4354 |
1.4586 |
|
| S4 |
1.4071 |
1.4173 |
1.4536 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5884 |
1.5696 |
1.4899 |
|
| R3 |
1.5465 |
1.5277 |
1.4784 |
|
| R2 |
1.5046 |
1.5046 |
1.4746 |
|
| R1 |
1.4858 |
1.4858 |
1.4707 |
1.4743 |
| PP |
1.4627 |
1.4627 |
1.4627 |
1.4570 |
| S1 |
1.4439 |
1.4439 |
1.4631 |
1.4324 |
| S2 |
1.4208 |
1.4208 |
1.4592 |
|
| S3 |
1.3789 |
1.4020 |
1.4554 |
|
| S4 |
1.3370 |
1.3601 |
1.4439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4774 |
1.4397 |
0.0377 |
2.6% |
0.0244 |
1.7% |
63% |
False |
False |
85,261 |
| 10 |
1.5067 |
1.4397 |
0.0670 |
4.6% |
0.0230 |
1.6% |
36% |
False |
False |
71,322 |
| 20 |
1.5067 |
1.4112 |
0.0955 |
6.5% |
0.0220 |
1.5% |
55% |
False |
False |
68,164 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.6% |
0.0238 |
1.6% |
69% |
False |
False |
53,657 |
| 60 |
1.5067 |
1.3662 |
0.1405 |
9.6% |
0.0233 |
1.6% |
69% |
False |
False |
35,940 |
| 80 |
1.5300 |
1.3618 |
0.1682 |
11.5% |
0.0226 |
1.5% |
61% |
False |
False |
26,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5463 |
|
2.618 |
1.5168 |
|
1.618 |
1.4987 |
|
1.000 |
1.4875 |
|
0.618 |
1.4806 |
|
HIGH |
1.4694 |
|
0.618 |
1.4625 |
|
0.500 |
1.4604 |
|
0.382 |
1.4582 |
|
LOW |
1.4513 |
|
0.618 |
1.4401 |
|
1.000 |
1.4332 |
|
1.618 |
1.4220 |
|
2.618 |
1.4039 |
|
4.250 |
1.3744 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4625 |
1.4627 |
| PP |
1.4614 |
1.4618 |
| S1 |
1.4604 |
1.4609 |
|