CME British Pound Future June 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4660 |
1.4629 |
-0.0031 |
-0.2% |
1.4782 |
| High |
1.4694 |
1.4693 |
-0.0001 |
0.0% |
1.4816 |
| Low |
1.4513 |
1.4516 |
0.0003 |
0.0% |
1.4397 |
| Close |
1.4636 |
1.4620 |
-0.0016 |
-0.1% |
1.4669 |
| Range |
0.0181 |
0.0177 |
-0.0004 |
-2.2% |
0.0419 |
| ATR |
0.0233 |
0.0229 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
87,733 |
60,426 |
-27,307 |
-31.1% |
395,797 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5141 |
1.5057 |
1.4717 |
|
| R3 |
1.4964 |
1.4880 |
1.4669 |
|
| R2 |
1.4787 |
1.4787 |
1.4652 |
|
| R1 |
1.4703 |
1.4703 |
1.4636 |
1.4657 |
| PP |
1.4610 |
1.4610 |
1.4610 |
1.4586 |
| S1 |
1.4526 |
1.4526 |
1.4604 |
1.4480 |
| S2 |
1.4433 |
1.4433 |
1.4588 |
|
| S3 |
1.4256 |
1.4349 |
1.4571 |
|
| S4 |
1.4079 |
1.4172 |
1.4523 |
|
|
| 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% |
0.0230 |
1.6% |
59% |
False |
False |
81,885 |
| 10 |
1.5067 |
1.4397 |
0.0670 |
4.6% |
0.0236 |
1.6% |
33% |
False |
False |
74,379 |
| 20 |
1.5067 |
1.4244 |
0.0823 |
5.6% |
0.0219 |
1.5% |
46% |
False |
False |
68,108 |
| 40 |
1.5067 |
1.3662 |
0.1405 |
9.6% |
0.0236 |
1.6% |
68% |
False |
False |
55,124 |
| 60 |
1.5067 |
1.3662 |
0.1405 |
9.6% |
0.0230 |
1.6% |
68% |
False |
False |
36,945 |
| 80 |
1.5300 |
1.3618 |
0.1682 |
11.5% |
0.0227 |
1.5% |
60% |
False |
False |
27,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5445 |
|
2.618 |
1.5156 |
|
1.618 |
1.4979 |
|
1.000 |
1.4870 |
|
0.618 |
1.4802 |
|
HIGH |
1.4693 |
|
0.618 |
1.4625 |
|
0.500 |
1.4605 |
|
0.382 |
1.4584 |
|
LOW |
1.4516 |
|
0.618 |
1.4407 |
|
1.000 |
1.4339 |
|
1.618 |
1.4230 |
|
2.618 |
1.4053 |
|
4.250 |
1.3764 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4615 |
1.4644 |
| PP |
1.4610 |
1.4636 |
| S1 |
1.4605 |
1.4628 |
|